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Regression for 1-year Treasury Yield
Dependent variable (+/- SE):
1-year Treasury Yield
Constant8.121 (+/- 5.762)
p = 0.170
Nominal GDP growth0.078 (+/- 0.022)
p = 0.002***
Real disposable income growth0.398 (+/- 0.064)
p = 0.00000***
Nominal disposable income growth-0.363 (+/- 0.060)
p = 0.00001***
Unemployment Rate0.798 (+/- 0.175)
p = 0.0001***
CPI Inflation Rate0.266 (+/- 0.054)
p = 0.00003***
Home Price Index0.085 (+/- 0.012)
p = 0.00000***
30-year Treasury Yield-52.134 (+/- 12.353)
p = 0.0003***
LN_30-year Treasury Yield86.366 (+/- 18.565)
p = 0.0001***
30-year Treasury Yield_23.852 (+/- 1.005)
p = 0.001***
Market Volatility Index_20.0003 (+/- 0.0001)
p = 0.002***
Observations40
R20.869
Adjusted R20.824
Residual Std. Error0.348 (df = 29)
F Statistic19.199*** (df = 10; 29)
Note:*p<0.1; **p<0.05; ***p<0.01