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Regression for BBB corporate yield
Dependent variable (+/- SE):
BBB corporate yield
Constant-1.732 (+/- 0.244)
p = 0.00000***
Moody's BAA Curve1.025 (+/- 0.041)
p = 0.000***
Real disposable income growth0.009 (+/- 0.003)
p = 0.002***
Prime Rate0.225 (+/- 0.033)
p = 0.00000***
Observations40
R20.948
Adjusted R20.944
Residual Std. Error0.148 (df = 36)
F Statistic218.582*** (df = 3; 36)
Note:*p<0.1; **p<0.05; ***p<0.01