Regression for 10-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 10-year Treasury Yield |
|
Constant | 3.068 (+/- 0.385) |
| p = 0.000*** |
Unemployment Rate | -0.099 (+/- 0.029) |
| p = 0.002*** |
Commercial Real Estate Price Index | -0.009 (+/- 0.001) |
| p = 0.00000*** |
US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | 0.639 (+/- 0.078) |
| p = 0.000*** |
1-month Treasury Yield | 0.371 (+/- 0.044) |
| p = 0.000*** |
Market Volatility Index_2 | -0.0001 (+/- 0.00004) |
| p = 0.006*** |
|
Observations | 40 |
R2 | 0.885 |
Adjusted R2 | 0.868 |
Residual Std. Error | 0.274 (df = 34) |
F Statistic | 52.355*** (df = 5; 34) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |