Regression for BBB corporate yield
|
| Dependent variable (+/- SE): |
| |
| BBB corporate yield |
|
Constant | 4.974 (+/- 0.343) |
| p = 0.000*** |
US Fed Reserve O-N Loan Rate | -1.347 (+/- 0.153) |
| p = 0.000*** |
Home Price Index | -0.010 (+/- 0.001) |
| p = 0.000*** |
US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | 0.770 (+/- 0.082) |
| p = 0.000*** |
LN_1-year Treasury Yield | 0.791 (+/- 0.066) |
| p = 0.000*** |
6-month Treasury Yield_2 | 0.245 (+/- 0.025) |
| p = 0.000*** |
|
Observations | 40 |
R2 | 0.932 |
Adjusted R2 | 0.922 |
Residual Std. Error | 0.263 (df = 34) |
F Statistic | 93.738*** (df = 5; 34) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |