Regression for 1-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 1-year Treasury Yield |
|
Constant | 8.121 (+/- 5.762) |
| p = 0.170 |
Nominal GDP growth | 0.078 (+/- 0.022) |
| p = 0.002*** |
Real disposable income growth | 0.398 (+/- 0.064) |
| p = 0.00000*** |
Nominal disposable income growth | -0.363 (+/- 0.060) |
| p = 0.00001*** |
Unemployment Rate | 0.798 (+/- 0.175) |
| p = 0.0001*** |
CPI Inflation Rate | 0.266 (+/- 0.054) |
| p = 0.00003*** |
Home Price Index | 0.085 (+/- 0.012) |
| p = 0.00000*** |
30-year Treasury Yield | -52.134 (+/- 12.353) |
| p = 0.0003*** |
LN_30-year Treasury Yield | 86.366 (+/- 18.565) |
| p = 0.0001*** |
30-year Treasury Yield_2 | 3.852 (+/- 1.005) |
| p = 0.001*** |
Market Volatility Index_2 | 0.0003 (+/- 0.0001) |
| p = 0.002*** |
|
Observations | 40 |
R2 | 0.869 |
Adjusted R2 | 0.824 |
Residual Std. Error | 0.348 (df = 29) |
F Statistic | 19.199*** (df = 10; 29) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |