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Regression for 1-month Treasury Yield
Dependent variable (+/- SE):
1-month Treasury Yield
Constant-1.551 (+/- 0.120)
p = 0.000***
Prime Rate0.501 (+/- 0.037)
p = 0.000***
30-year Treasury Yield-0.150 (+/- 0.043)
p = 0.002***
20-year Treasury Yield0.138 (+/- 0.043)
p = 0.004***
3-month Treasury Yield0.412 (+/- 0.034)
p = 0.000***
3-month Treasury Yield_20.050 (+/- 0.007)
p = 0.00000***
Observations40
R21.000
Adjusted R20.999
Residual Std. Error0.018 (df = 34)
F Statistic15,171.130*** (df = 5; 34)
Note:*p<0.1; **p<0.05; ***p<0.01