Regression for SP500 Stock Price Index
|
| Dependent variable (+/- SE): |
| |
| SP500 Stock Price Index |
|
| Constant | 4,466.584 (+/- 517.495) |
| p = 0.000*** |
| US Fed Reserve O-N Loan Rate | -753.952 (+/- 117.063) |
| p = 0.00000*** |
| Unemployment Rate | -239.243 (+/- 51.107) |
| p = 0.0001*** |
| Prime Rate | 1,558.026 (+/- 200.690) |
| p = 0.000*** |
| 30-year Treasury Yield | 4,011.896 (+/- 781.785) |
| p = 0.00002*** |
| LN_30-year Treasury Yield | -20,774.970 (+/- 2,380.451) |
| p = 0.000*** |
| LN_7-year Treasury Yield | 12,180.890 (+/- 1,238.151) |
| p = 0.000*** |
| LN_5-year Treasury Yield | -5,690.813 (+/- 793.606) |
| p = 0.00000*** |
| 3-year Treasury Yield | -1,225.597 (+/- 294.253) |
| p = 0.0003*** |
|
| Observations | 40 |
| R2 | 0.946 |
| Adjusted R2 | 0.932 |
| Residual Std. Error | 236.605 (df = 31) |
| F Statistic | 67.861*** (df = 8; 31) |
|
| Note: | *p<0.1; **p<0.05; ***p<0.01 |