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Regression for SP500 Stock Price Index
Dependent variable (+/- SE):
SP500 Stock Price Index
Constant4,466.584 (+/- 517.495)
p = 0.000***
US Fed Reserve O-N Loan Rate-753.952 (+/- 117.063)
p = 0.00000***
Unemployment Rate-239.243 (+/- 51.107)
p = 0.0001***
Prime Rate1,558.026 (+/- 200.690)
p = 0.000***
30-year Treasury Yield4,011.896 (+/- 781.785)
p = 0.00002***
LN_30-year Treasury Yield-20,774.970 (+/- 2,380.451)
p = 0.000***
LN_7-year Treasury Yield12,180.890 (+/- 1,238.151)
p = 0.000***
LN_5-year Treasury Yield-5,690.813 (+/- 793.606)
p = 0.00000***
3-year Treasury Yield-1,225.597 (+/- 294.253)
p = 0.0003***
Observations40
R20.946
Adjusted R20.932
Residual Std. Error236.605 (df = 31)
F Statistic67.861*** (df = 8; 31)
Note:*p<0.1; **p<0.05; ***p<0.01