We use the coef() function in order to access just the coefficients for this fitted model. We can also use the summary() function to access particular aspects of the fitted model, such as the p-values for the coefficients.

> coef(glm.fit)
 (Intercept)         Lag1         Lag2         Lag3         Lag4         Lag5 
-0.126000257 -0.073073746 -0.042301344  0.011085108  0.009358938  0.010313068 
      Volume 
 0.135440659 

> summary(glm.fit)$coef
                Estimate Std. Error    z value  Pr(>|z|)
(Intercept) -0.126000257 0.24073574 -0.5233966 0.6006983
Lag1        -0.073073746 0.05016739 -1.4565986 0.1452272
Lag2        -0.042301344 0.05008605 -0.8445733 0.3983491
Lag3         0.011085108 0.04993854  0.2219750 0.8243333
Lag4         0.009358938 0.04997413  0.1872757 0.8514445
Lag5         0.010313068 0.04951146  0.2082966 0.8349974
Volume       0.135440659 0.15835970  0.8552723 0.3924004

> summary(glm.fit)$coef[, 4]
(Intercept)        Lag1        Lag2        Lag3        Lag4        Lag5      Volume 
  0.6006983   0.1452272   0.3983491   0.8243333   0.8514445   0.8349974   0.3924004 

Try requesting the coefficients with the coef() function from the following model:

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Assume that:

• The ISLR2 library has been loaded
• The Smarket dataset has been loaded and attached