Model.f1:

lm(formula = net ~ netlag1 + netlag11 + pricelag1 + pricelag11, 
    data = alldata, na.action = na.omit)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.244190 -0.044882  0.005554  0.042514  0.186536 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  4.55702    0.49136   9.274 2.08e-15 ***
netlag1      0.73812    0.02756  26.782  < 2e-16 ***
netlag11     0.10081    0.01491   6.762 7.24e-10 ***
pricelag1    0.23224    0.02025  11.466  < 2e-16 ***
pricelag11  -0.05139    0.01337  -3.844 0.000205 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.06588 on 108 degrees of freedom
  (23 observations deleted due to missingness)
Multiple R-squared: 0.9991,	Adjusted R-squared: 0.9991 
F-statistic: 3.005e+04 on 4 and 108 DF,  p-value: < 2.2e-16 




Model.f2:
lm(formula = net ~ netlag2 + netlag11 + pricelag2 + pricelag12, 
    data = alldata, na.action = na.omit)

Residuals:
     Min       1Q   Median       3Q      Max 
-0.32227 -0.05663  0.00767  0.06815  0.18924 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  8.53685    0.70969  12.029  < 2e-16 ***
netlag2      0.47975    0.04220  11.369  < 2e-16 ***
netlag11     0.21922    0.02571   8.528 1.07e-13 ***
pricelag2    0.43515    0.03025  14.383  < 2e-16 ***
pricelag12  -0.10761    0.02156  -4.991 2.34e-06 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.09841 on 107 degrees of freedom
  (24 observations deleted due to missingness)
Multiple R-squared: 0.9979,	Adjusted R-squared: 0.9978 
F-statistic: 1.256e+04 on 4 and 107 DF,  p-value: < 2.2e-16 




Model.f3:
lm(formula = net ~ netlag3 + netlag11 + pricelag3 + pricelag9, 
    data = alldata, na.action = na.omit)

Residuals:
     Min       1Q   Median       3Q      Max 
-0.32684 -0.05948  0.00370  0.07135  0.40748 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  8.93382    1.08794   8.212 5.11e-13 ***
netlag3      0.48942    0.06548   7.475 2.15e-11 ***
netlag11     0.19678    0.03235   6.083 1.82e-08 ***
pricelag3    0.52225    0.04226  12.359  < 2e-16 ***
pricelag9   -0.19518    0.02951  -6.613 1.48e-09 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.1349 on 108 degrees of freedom
  (23 observations deleted due to missingness)
Multiple R-squared: 0.9962,	Adjusted R-squared: 0.9961 
F-statistic:  7142 on 4 and 108 DF,  p-value: < 2.2e-16 




Model.f4:
lm(formula = net ~ netlag4 + netlag11 + pricelag4 + pricelag9, 
    data = alldata, na.action = na.omit)

Residuals:
     Min       1Q   Median       3Q      Max 
-0.38865 -0.11274 -0.00182  0.10096  0.56920 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  9.29140    1.40845   6.597 1.60e-09 ***
netlag4      0.45075    0.09191   4.904 3.33e-06 ***
netlag11     0.22519    0.04856   4.637 9.95e-06 ***
pricelag4    0.62582    0.05709  10.963  < 2e-16 ***
pricelag9   -0.31562    0.04151  -7.603 1.13e-11 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.1782 on 108 degrees of freedom
  (23 observations deleted due to missingness)
Multiple R-squared: 0.9934,	Adjusted R-squared: 0.9932 
F-statistic:  4084 on 4 and 108 DF,  p-value: < 2.2e-16 




Canary model:
lm(formula = net.12mo ~ price.12mo + netlag1 + netlag3, data = alldata.12mo, 
    na.action = na.omit)

Residuals:
      Min        1Q    Median        3Q       Max 
-0.112897 -0.025772  0.002283  0.029323  0.105128 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)   3.7050     1.2787   2.897 0.005698 ** 
price.12mo    0.1368     0.0384   3.563 0.000852 ***
netlag1       0.5316     0.1226   4.337 7.59e-05 ***
netlag3       0.3383     0.1073   3.154 0.002810 ** 
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 

Residual standard error: 0.04435 on 47 degrees of freedom
  (15 observations deleted due to missingness)
Multiple R-squared: 0.9843,	Adjusted R-squared: 0.9833 
F-statistic: 980.9 on 3 and 47 DF,  p-value: < 2.2e-16