Regression for Unemployment Rate
|
| Dependent variable (+/- SE): |
| |
| Unemployment Rate |
|
Constant | -10.159 (+/- 1.907) |
| p = 0.00001*** |
Nominal GDP growth | -0.078 (+/- 0.007) |
| p = 0.000*** |
10-year Treasury Yield | 20.067 (+/- 2.031) |
| p = 0.000*** |
LN_10-year Treasury Yield | -20.902 (+/- 1.791) |
| p = 0.000*** |
7-year Treasury Yield | -2.458 (+/- 0.703) |
| p = 0.002*** |
LN_6-month Treasury Yield | -0.485 (+/- 0.084) |
| p = 0.00001*** |
10-year Treasury Yield_2 | -1.679 (+/- 0.270) |
| p = 0.00000*** |
|
Observations | 40 |
R2 | 0.962 |
Adjusted R2 | 0.955 |
Residual Std. Error | 0.383 (df = 33) |
F Statistic | 138.254*** (df = 6; 33) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |