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Regression for US Fed Reserve O-N Loan Rate
Dependent variable (+/- SE):
US Fed Reserve O-N Loan Rate
Constant-1.815 (+/- 0.174)
p = 0.00001***
SP500 Stock Price Index0.0002 (+/- 0.00002)
p = 0.00000***
Moody's BAA Curve0.320 (+/- 0.027)
p = 0.00000***
Real disposable income growth-0.097 (+/- 0.009)
p = 0.00001***
Nominal disposable income growth0.091 (+/- 0.009)
p = 0.00001***
Unemployment Rate0.068 (+/- 0.006)
p = 0.00000***
CPI Inflation Rate-0.055 (+/- 0.007)
p = 0.00001***
BBB corporate yield0.216 (+/- 0.027)
p = 0.00002***
30-year Mortgate Rate-0.329 (+/- 0.040)
p = 0.00001***
Dow Total Stock Market Index-0.00001 (+/- 0.00000)
p = 0.001***
US Avg Retail Gasoline Price ($-gal; all grades, all formulations)0.128 (+/- 0.012)
p = 0.00001***
LN_30-year Treasury Yield-1.982 (+/- 0.358)
p = 0.0003***
20-year Treasury Yield1.143 (+/- 0.235)
p = 0.001***
10-year Treasury Yield-0.316 (+/- 0.094)
p = 0.008***
LN_10-year Treasury Yield1.523 (+/- 0.234)
p = 0.0001***
1-month Treasury Yield1.638 (+/- 0.072)
p = 0.000***
LN_1-month Treasury Yield0.242 (+/- 0.016)
p = 0.00000***
7-year Treasury Yield1.266 (+/- 0.112)
p = 0.00000***
LN_5-year Treasury Yield-0.834 (+/- 0.119)
p = 0.00004***
6-month Treasury Yield-1.994 (+/- 0.199)
p = 0.00001***
3-year Treasury Yield-2.023 (+/- 0.198)
p = 0.00001***
LN_3-year Treasury Yield-0.649 (+/- 0.062)
p = 0.00001***
1-year Treasury Yield1.736 (+/- 0.213)
p = 0.00002***
LN_1-year Treasury Yield0.578 (+/- 0.053)
p = 0.00000***
1-year Treasury Yield_2-0.267 (+/- 0.025)
p = 0.00000***
3-year Treasury Yield_20.153 (+/- 0.019)
p = 0.00001***
6-month Treasury Yield_20.299 (+/- 0.024)
p = 0.00000***
5-year Treasury Yield_20.042 (+/- 0.007)
p = 0.0002***
1-month Treasury Yield_2-0.102 (+/- 0.008)
p = 0.00000***
20-year Treasury Yield_2-0.168 (+/- 0.020)
p = 0.00001***
Observations40
R21.000
Adjusted R21.000
Residual Std. Error0.009 (df = 10)
F Statistic55,748.880*** (df = 29; 10)
Note:*p<0.1; **p<0.05; ***p<0.01