Regression for 5-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 5-year Treasury Yield |
|
| Constant | -0.192 (+/- 0.534) |
| p = 0.722 |
| SP500 Stock Price Index | -0.001 (+/- 0.0003) |
| p = 0.001*** |
| Real disposable income growth | 0.154 (+/- 0.047) |
| p = 0.003*** |
| Nominal disposable income growth | -0.144 (+/- 0.047) |
| p = 0.005*** |
| Unemployment Rate | -0.307 (+/- 0.042) |
| p = 0.00000*** |
| Home Price Index | 0.026 (+/- 0.006) |
| p = 0.0001*** |
| US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | 0.493 (+/- 0.152) |
| p = 0.003*** |
|
| Observations | 40 |
| R2 | 0.833 |
| Adjusted R2 | 0.803 |
| Residual Std. Error | 0.406 (df = 33) |
| F Statistic | 27.498*** (df = 6; 33) |
|
| Note: | *p<0.1; **p<0.05; ***p<0.01 |