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Regression for SP500 Stock Price Index
Dependent variable (+/- SE):
SP500 Stock Price Index
Constant-3,666.023 (+/- 517.916)
p = 0.00000***
Moody's AAA Curve2,108.747 (+/- 269.443)
p = 0.00000***
Moody's BAA Curve-1,246.469 (+/- 181.483)
p = 0.00001***
Nominal GDP growth15.753 (+/- 3.166)
p = 0.0001***
Real disposable income growth261.967 (+/- 38.182)
p = 0.00001***
Nominal disposable income growth-241.855 (+/- 35.842)
p = 0.00001***
CPI Inflation Rate194.178 (+/- 28.931)
p = 0.00001***
Dow Total Stock Market Index0.038 (+/- 0.007)
p = 0.00002***
Home Price Index8.764 (+/- 2.514)
p = 0.003***
LN_10-year Treasury Yield2,934.762 (+/- 287.753)
p = 0.000***
1-month Treasury Yield487.240 (+/- 79.875)
p = 0.00001***
7-year Treasury Yield2,391.090 (+/- 430.100)
p = 0.00003***
LN_7-year Treasury Yield-5,648.617 (+/- 666.673)
p = 0.00000***
3-month Treasury Yield227.043 (+/- 55.015)
p = 0.001***
LN_5-year Treasury Yield-3,402.087 (+/- 313.678)
p = 0.000***
LN_3-year Treasury Yield1,564.670 (+/- 218.328)
p = 0.00000***
1-year Treasury Yield_2295.322 (+/- 42.670)
p = 0.00001***
6-month Treasury Yield_2-298.768 (+/- 32.932)
p = 0.00000***
5-year Treasury Yield_231.102 (+/- 10.721)
p = 0.010***
7-year Treasury Yield_2-342.033 (+/- 67.457)
p = 0.0001***
Market Volatility Index_2-0.059 (+/- 0.019)
p = 0.007***
Observations40
R20.999
Adjusted R20.997
Residual Std. Error71.086 (df = 19)
F Statistic706.642*** (df = 20; 19)
Note:*p<0.1; **p<0.05; ***p<0.01