这个是回归结果，我就这里看不懂:This table reports the Newey–West t-statistics for the indicated coefficients from the estimation of the VAR specification shown below, where each VAR is estimated separately for the indicated year. Also reported is the p-value for the F-test of the hypothesis that 伽马r1=r2=r3=r4= 0(就是公式的ABX之前的系数伽马打不出来rk）. In this specification, Y denotes the financial market variable that appears as the dependent variable while ABX denotes the ABX。
![ME2WUM]}P_G3~)A)WFWE9IL.jpg](https://bbs-pic.datacourse.cn/forum/201405/22/150418owddgso1u7gwzw1y.jpg "ME2WUM]}P_G3~)A)WFWE9IL.jpg")
![G3]~EE@V44NVKKR7SH(MO$B.jpg](https://bbs-pic.datacourse.cn/forum/201405/22/150422tymtdhs8hmhyuuqq.jpg "G3]~EE@V44NVKKR7SH(MO$B.jpg")
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