// ****************************************************************************
// Table 2.1
// ****************************************************************************

Residuals:
      Min        1Q    Median        3Q       Max 
-0.257452 -0.070161  0.007918  0.082201  0.246745 

Coefficients:
              Estimate Std. Error t value Pr(>|t|)    
(Intercept) -15.405831   5.525742  -2.788  0.00619 ** 
LN.HH         1.509511   0.719735   2.097  0.03812 *  
LN.RGDP       0.842991   0.387900   2.173  0.03178 *  
RINT         -0.006376   0.001219  -5.229 7.57e-07 ***
RENT.DRG      0.003268   0.001516   2.155  0.03323 *  
TAX           0.182241   0.028020   6.504 2.02e-09 ***
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 

Residual standard error: 0.1041 on 117 degrees of freedom
Multiple R-Squared: 0.782,      Adjusted R-squared: 0.7726 
F-statistic: 83.92 on 5 and 117 DF,  p-value: < 2.2e-16 

// ============================================================================
// Test for Autocorrelation
// ============================================================================

        Breusch-Godfrey test for serial correlation of order 1

LM test = 89.6731, df = 1, p-value = < 2.2e-16

        Durbin-Watson test

DW = 0.3178, p-value = < 2.2e-16
alternative hypothesis: true autocorrelation is greater than 0 

        Box-Pierce test

X-squared = 84.8589, df = 1, p-value = < 2.2e-16

// ****************************************************************************
// Table 2.2
// ****************************************************************************

Call:
lm(formula = formula.3, data = HousePrices)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.108060 -0.022111 -0.002451  0.026729  0.129579 

Coefficients:
              Estimate Std. Error t value Pr(>|t|)    
(Intercept) -2.1764707  2.2163368  -0.982 0.328137    
LN.RPH.1     0.8987236  0.0351637  25.558  < 2e-16 ***
LN.HH        0.2248246  0.2851624   0.788 0.432066    
LN.RGDP      0.0919818  0.1541089   0.597 0.551763    
RINT        -0.0018213  0.0005079  -3.586 0.000493 ***
RENT.DRG    -0.0010070  0.0006146  -1.638 0.104056    
TAX         -0.0111508  0.0132919  -0.839 0.403244    
---
Signif. codes:  0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 

Residual standard error: 0.04061 on 116 degrees of freedom
Multiple R-Squared: 0.9671,     Adjusted R-squared: 0.9654 
F-statistic: 568.6 on 6 and 116 DF,  p-value: < 2.2e-16 

// ============================================================================
// Test for Autocorrelation
// ============================================================================

        Breusch-Godfrey test for serial correlation of order 1

LM test = 0.0293, df = 1, p-value = 0.8641

        Durbin-Watson test

DW = 1.934, p-value = 0.1847
alternative hypothesis: true autocorrelation is greater than 0 

        Box-Pierce test

X-squared = 0.0263, df = 1, p-value = 0.8711