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Regression for 30-year Treasury Yield
Dependent variable (+/- SE):
30-year Treasury Yield
Constant2.187 (+/- 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 Rate0.383 (+/- 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_20.072 (+/- 0.022)
p = 0.003***
Observations40
R20.901
Adjusted R20.883
Residual Std. Error0.227 (df = 33)
F Statistic49.868*** (df = 6; 33)
Note:*p<0.1; **p<0.05; ***p<0.01