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Regression for 30-year Treasury Yield
Dependent variable (+/- SE):
30-year Treasury Yield
Constant-0.103 (+/- 0.082)
p = 0.219
SP500 Stock Price Index0.0001 (+/- 0.00002)
p = 0.00004***
Moody's AAA Curve0.215 (+/- 0.042)
p = 0.00002***
BBB corporate yield0.101 (+/- 0.008)
p = 0.000***
Home Price Index-0.004 (+/- 0.0005)
p = 0.00000***
20-year Treasury Yield0.883 (+/- 0.047)
p = 0.000***
LN_3-year Treasury Yield-0.088 (+/- 0.012)
p = 0.000***
3-year Treasury Yield_2-0.018 (+/- 0.003)
p = 0.00001***
Observations40
R20.999
Adjusted R20.999
Residual Std. Error0.028 (df = 32)
F Statistic8,621.529*** (df = 7; 32)
Note:*p<0.1; **p<0.05; ***p<0.01