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Regression for Home Price Index
Dependent variable (+/- SE):
Home Price Index
Constant-48.242 (+/- 42.341)
p = 0.265
US Fed Reserve O-N Loan Rate25.300 (+/- 2.985)
p = 0.000***
Real GDP growth-0.988 (+/- 0.122)
p = 0.000***
Real disposable income growth-4.131 (+/- 0.289)
p = 0.000***
Nominal disposable income growth3.827 (+/- 0.255)
p = 0.000***
Unemployment Rate-11.884 (+/- 0.500)
p = 0.000***
CPI Inflation Rate-2.910 (+/- 0.446)
p = 0.00000***
30-year Treasury Yield561.267 (+/- 57.239)
p = 0.000***
LN_30-year Treasury Yield-958.304 (+/- 74.570)
p = 0.000***
LN_1-year Treasury Yield-6.261 (+/- 1.444)
p = 0.0002***
1-year Treasury Yield_2-3.739 (+/- 0.850)
p = 0.0002***
30-year Treasury Yield_2-39.953 (+/- 5.171)
p = 0.00000***
Observations40
R20.994
Adjusted R20.992
Residual Std. Error2.668 (df = 28)
F Statistic426.769*** (df = 11; 28)
Note:*p<0.1; **p<0.05; ***p<0.01