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Regression for 7-year Treasury Yield
Dependent variable (+/- SE):
7-year Treasury Yield
Constant6.309 (+/- 0.503)
p = 0.000***
Real GDP growth-0.147 (+/- 0.047)
p = 0.004***
Nominal GDP growth0.128 (+/- 0.044)
p = 0.007***
Unemployment Rate-0.135 (+/- 0.037)
p = 0.001***
Home Price Index0.026 (+/- 0.006)
p = 0.0001***
Commercial Real Estate Price Index-0.035 (+/- 0.005)
p = 0.00000***
1-month Treasury Yield0.537 (+/- 0.080)
p = 0.00000***
Observations40
R20.886
Adjusted R20.865
Residual Std. Error0.299 (df = 33)
F Statistic42.576*** (df = 6; 33)
Note:*p<0.1; **p<0.05; ***p<0.01