Dependent variable (+/- SE): | |
Moody's BAA Curve | |
Constant | 1.179 (+/- 0.142) |
p = 0.000*** | |
Real disposable income growth | -0.008 (+/- 0.002) |
p = 0.003*** | |
BBB corporate yield | 0.925 (+/- 0.036) |
p = 0.000*** | |
3-month Treasury Yield | -0.202 (+/- 0.028) |
p = 0.00000*** | |
Observations | 40 |
R2 | 0.950 |
Adjusted R2 | 0.946 |
Residual Std. Error | 0.138 (df = 36) |
F Statistic | 226.839*** (df = 3; 36) |
Note: | *p<0.1; **p<0.05; ***p<0.01 |