Regression for 10-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 10-year Treasury Yield |
|
Constant | -1.172 (+/- 0.229) |
| p = 0.00002*** |
SP500 Stock Price Index | 0.0001 (+/- 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 Yield | 1.143 (+/- 0.046) |
| p = 0.000*** |
1-month Treasury Yield | 0.904 (+/- 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*** |
|
Observations | 40 |
R2 | 0.977 |
Adjusted R2 | 0.973 |
Residual Std. Error | 0.100 (df = 33) |
F Statistic | 236.379*** (df = 6; 33) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |