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Regression for Unemployment Rate
Dependent variable (+/- SE):
Unemployment Rate
Constant-1.855 (+/- 2.387)
p = 0.446
SP500 Stock Price Index-0.002 (+/- 0.0003)
p = 0.000***
US Fed Reserve O-N Loan Rate3.046 (+/- 0.226)
p = 0.000***
Nominal GDP growth-0.036 (+/- 0.004)
p = 0.00000***
Nominal disposable income growth0.017 (+/- 0.005)
p = 0.002***
BBB corporate yield0.715 (+/- 0.139)
p = 0.00005***
30-year Mortgate Rate-1.046 (+/- 0.339)
p = 0.006***
Home Price Index0.021 (+/- 0.007)
p = 0.004***
LN_Market Volatility Index0.434 (+/- 0.087)
p = 0.0001***
US Avg Retail Gasoline Price ($-gal; all grades, all formulations)1.093 (+/- 0.128)
p = 0.00000***
30-year Treasury Yield24.610 (+/- 3.143)
p = 0.00000***
LN_30-year Treasury Yield-57.226 (+/- 4.797)
p = 0.000***
LN_20-year Treasury Yield16.014 (+/- 1.741)
p = 0.000***
LN_10-year Treasury Yield-6.291 (+/- 1.394)
p = 0.0002***
LN_7-year Treasury Yield5.545 (+/- 1.116)
p = 0.0001***
5-year Treasury Yield-4.060 (+/- 0.798)
p = 0.00005***
6-month Treasury Yield-2.861 (+/- 0.209)
p = 0.000***
5-year Treasury Yield_20.529 (+/- 0.128)
p = 0.0005***
30-year Treasury Yield_2-1.690 (+/- 0.280)
p = 0.00001***
Observations40
R20.999
Adjusted R20.997
Residual Std. Error0.109 (df = 21)
F Statistic807.480*** (df = 18; 21)
Note:*p<0.1; **p<0.05; ***p<0.01