Regression for 30-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 30-year Treasury Yield |
|
| Constant | 2.187 (+/- 0.364) |
| p = 0.00000*** |
| SP500 Stock Price Index | -0.001 (+/- 0.00005) |
| p = 0.000*** |
| US Fed Reserve O-N Loan Rate | -0.433 (+/- 0.152) |
| p = 0.008*** |
| Unemployment Rate | -0.090 (+/- 0.028) |
| p = 0.003*** |
| Prime Rate | 0.383 (+/- 0.109) |
| p = 0.002*** |
| US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | 0.476 (+/- 0.081) |
| p = 0.00001*** |
| 1-month Treasury Yield_2 | 0.072 (+/- 0.022) |
| p = 0.003*** |
|
| Observations | 40 |
| R2 | 0.901 |
| Adjusted R2 | 0.883 |
| Residual Std. Error | 0.227 (df = 33) |
| F Statistic | 49.868*** (df = 6; 33) |
|
| Note: | *p<0.1; **p<0.05; ***p<0.01 |