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Regression for 5-year Treasury Yield
Dependent variable (+/- SE):
5-year Treasury Yield
Constant0.408 (+/- 0.189)
p = 0.041**
Moody's BAA Curve0.479 (+/- 0.067)
p = 0.00000***
Real disposable income growth-0.031 (+/- 0.009)
p = 0.003***
Nominal disposable income growth0.032 (+/- 0.009)
p = 0.002***
30-year Treasury Yield2.282 (+/- 0.605)
p = 0.001***
LN_30-year Treasury Yield-8.142 (+/- 1.780)
p = 0.0002***
20-year Treasury Yield-2.438 (+/- 0.522)
p = 0.0001***
LN_20-year Treasury Yield5.523 (+/- 1.398)
p = 0.001***
LN_10-year Treasury Yield0.685 (+/- 0.089)
p = 0.00000***
1-month Treasury Yield0.162 (+/- 0.023)
p = 0.00000***
LN_7-year Treasury Yield2.161 (+/- 0.493)
p = 0.0002***
LN_6-month Treasury Yield0.452 (+/- 0.056)
p = 0.000***
LN_3-year Treasury Yield-1.501 (+/- 0.232)
p = 0.00000***
10-year Treasury Yield_20.120 (+/- 0.008)
p = 0.000***
Observations40
R20.999
Adjusted R20.998
Residual Std. Error0.055 (df = 26)
F Statistic1,736.492*** (df = 13; 26)
Note:*p<0.1; **p<0.05; ***p<0.01