Regression for US Fed Reserve O-N Loan Rate
|
| Dependent variable (+/- SE): |
| |
| US Fed Reserve O-N Loan Rate |
|
Constant | 8.042 (+/- 4.134) |
| p = 0.062* |
Nominal GDP growth | 0.070 (+/- 0.015) |
| p = 0.0001*** |
Real disposable income growth | 0.366 (+/- 0.044) |
| p = 0.000*** |
Nominal disposable income growth | -0.346 (+/- 0.041) |
| p = 0.000*** |
Unemployment Rate | 0.922 (+/- 0.126) |
| p = 0.00000*** |
CPI Inflation Rate | 0.250 (+/- 0.038) |
| p = 0.00000*** |
Dow Total Stock Market Index | -0.0001 (+/- 0.00003) |
| p = 0.0002*** |
Home Price Index | 0.112 (+/- 0.014) |
| p = 0.000*** |
30-year Treasury Yield | -56.186 (+/- 8.909) |
| p = 0.00000*** |
LN_30-year Treasury Yield | 88.674 (+/- 13.224) |
| p = 0.00000*** |
20-year Treasury Yield | 2.302 (+/- 0.795) |
| p = 0.008*** |
30-year Treasury Yield_2 | 3.969 (+/- 0.736) |
| p = 0.00001*** |
|
Observations | 40 |
R2 | 0.926 |
Adjusted R2 | 0.897 |
Residual Std. Error | 0.249 (df = 28) |
F Statistic | 31.865*** (df = 11; 28) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |