Regression for 1-month Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 1-month Treasury Yield |
|
Constant | -1.551 (+/- 0.120) |
| p = 0.000*** |
Prime Rate | 0.501 (+/- 0.037) |
| p = 0.000*** |
30-year Treasury Yield | -0.150 (+/- 0.043) |
| p = 0.002*** |
20-year Treasury Yield | 0.138 (+/- 0.043) |
| p = 0.004*** |
3-month Treasury Yield | 0.412 (+/- 0.034) |
| p = 0.000*** |
3-month Treasury Yield_2 | 0.050 (+/- 0.007) |
| p = 0.00000*** |
|
Observations | 40 |
R2 | 1.000 |
Adjusted R2 | 0.999 |
Residual Std. Error | 0.018 (df = 34) |
F Statistic | 15,171.130*** (df = 5; 34) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |