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Regression for 30-year Mortgate Rate
Dependent variable (+/- SE):
30-year Mortgate Rate
Constant1.151 (+/- 0.212)
p = 0.00001***
SP500 Stock Price Index0.0002 (+/- 0.00002)
p = 0.000***
US Fed Reserve O-N Loan Rate-0.373 (+/- 0.099)
p = 0.001***
BBB corporate yield0.314 (+/- 0.058)
p = 0.00001***
LN_10-year Treasury Yield-0.430 (+/- 0.111)
p = 0.001***
LN_1-month Treasury Yield0.203 (+/- 0.054)
p = 0.001***
7-year Treasury Yield0.664 (+/- 0.090)
p = 0.00000***
5-year Treasury Yield0.898 (+/- 0.095)
p = 0.000***
3-year Treasury Yield-0.832 (+/- 0.112)
p = 0.00000***
6-month Treasury Yield_20.077 (+/- 0.013)
p = 0.00001***
Observations40
R20.998
Adjusted R20.997
Residual Std. Error0.085 (df = 30)
F Statistic1,337.114*** (df = 9; 30)
Note:*p<0.1; **p<0.05; ***p<0.01