Click to Login
Regression for 10-year Treasury Yield
Dependent variable (+/- SE):
10-year Treasury Yield
Constant-1.172 (+/- 0.229)
p = 0.00002***
SP500 Stock Price Index0.0001 (+/- 0.0001)
p = 0.006***
US Avg Retail Gasoline Price ($-gal; all grades, all formulations)-0.276 (+/- 0.045)
p = 0.00000***
30-year Treasury Yield1.143 (+/- 0.046)
p = 0.000***
1-month Treasury Yield0.904 (+/- 0.187)
p = 0.00003***
LN_1-month Treasury Yield-0.130 (+/- 0.035)
p = 0.001***
1-month Treasury Yield_2-0.224 (+/- 0.059)
p = 0.001***
Observations40
R20.977
Adjusted R20.973
Residual Std. Error0.100 (df = 33)
F Statistic236.379*** (df = 6; 33)
Note:*p<0.1; **p<0.05; ***p<0.01