Regression for Moody's AAA Curve
|
| Dependent variable (+/- SE): |
| |
| Moody's AAA Curve |
|
Constant | 3.240 (+/- 0.340) |
| p = 0.000*** |
SP500 Stock Price Index | -0.001 (+/- 0.00004) |
| p = 0.000*** |
US Fed Reserve O-N Loan Rate | -0.555 (+/- 0.125) |
| p = 0.0001*** |
Unemployment Rate | -0.100 (+/- 0.024) |
| p = 0.0003*** |
Prime Rate | 0.493 (+/- 0.096) |
| p = 0.00002*** |
US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | 0.372 (+/- 0.071) |
| p = 0.00001*** |
3-month Treasury Yield_2 | 0.067 (+/- 0.017) |
| p = 0.0004*** |
|
Observations | 40 |
R2 | 0.926 |
Adjusted R2 | 0.913 |
Residual Std. Error | 0.199 (df = 33) |
F Statistic | 68.934*** (df = 6; 33) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |