> summary(varLM)

Call:
lm(formula = DepVar ~ modelFactors)

Coefficients:
                                   Estimate Std. Error t value  Pr(>|t|)
(Intercept)                       -0.260879   0.061043  -4.274  4.73e-05 ***
NAT.5_Year_Treasury_Yield          0.012234   0.005059   2.418   0.01759 *
NAT.House_Price_Index_Growth      -0.002837   0.001129  -2.514   0.01371 *
REG.Real_Disposable_Income_Growth -0.011284   0.003674  -3.072   0.00281 **
REG.Unemployment_Rate              0.060506   0.006767   8.942  4.18e-14 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 0.08086 on 91 degrees of freedom
Multiple R-squared:  0.6491,    Adjusted R-squared:  0.6337

> adf.test(varLM$residuals)

Augmented Dickey-Fuller Test

data:  varLM$residuals
Dickey-Fuller = -3.9243, Lag order = 4, p-value = 0.01605
alternative hypothesis: stationary

Durbin-Watson test

data:  varLM
DW = 1.0976, p-value = 1.709e-07
alternative hypothesis: true autocorrelation is greater than 0

> auto.arima(DepVar, xreg = modelFactors)
Series: DepVar
ARIMA(1,0,0) with non-zero mean

Coefficients:
     ar1  intercept  NAT.5_Year_Treasury_Yield  NAT.House_Price_Index_Growth
  0.4674    -0.2429                     0.0075                       -0.0029
  0.0985     0.0894                     0.0080                        0.0017
        REG.Real_Disposable_Income_Growth  REG.Unemployment_Rate
                             -0.0078                 0.0586
 s.e.                         0.0051                 0.0101

sigma^2 estimated as 0.005294:  log likelihood=118.34
AIC=-222.67   AICc=-221.4   BIC=-204.72