Regression for 30-year Mortgate Rate
|
| Dependent variable (+/- SE): |
| |
| 30-year Mortgate Rate |
|
| Constant | 1.151 (+/- 0.212) |
| p = 0.00001*** |
| SP500 Stock Price Index | 0.0002 (+/- 0.00002) |
| p = 0.000*** |
| US Fed Reserve O-N Loan Rate | -0.373 (+/- 0.099) |
| p = 0.001*** |
| BBB corporate yield | 0.314 (+/- 0.058) |
| p = 0.00001*** |
| LN_10-year Treasury Yield | -0.430 (+/- 0.111) |
| p = 0.001*** |
| LN_1-month Treasury Yield | 0.203 (+/- 0.054) |
| p = 0.001*** |
| 7-year Treasury Yield | 0.664 (+/- 0.090) |
| p = 0.00000*** |
| 5-year Treasury Yield | 0.898 (+/- 0.095) |
| p = 0.000*** |
| 3-year Treasury Yield | -0.832 (+/- 0.112) |
| p = 0.00000*** |
| 6-month Treasury Yield_2 | 0.077 (+/- 0.013) |
| p = 0.00001*** |
|
| Observations | 40 |
| R2 | 0.998 |
| Adjusted R2 | 0.997 |
| Residual Std. Error | 0.085 (df = 30) |
| F Statistic | 1,337.114*** (df = 9; 30) |
|
| Note: | *p<0.1; **p<0.05; ***p<0.01 |