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Regression for 3-year Treasury Yield
Dependent variable (+/- SE):
3-year Treasury Yield
Constant-6.577 (+/- 0.689)
p = 0.000***
Real disposable income growth0.144 (+/- 0.024)
p = 0.00001***
Nominal disposable income growth-0.129 (+/- 0.024)
p = 0.00001***
CPI Inflation Rate0.137 (+/- 0.040)
p = 0.002***
Home Price Index0.029 (+/- 0.002)
p = 0.000***
30-year Treasury Yield-1.724 (+/- 0.467)
p = 0.001***
LN_30-year Treasury Yield7.183 (+/- 1.141)
p = 0.00000***
Observations40
R20.860
Adjusted R20.835
Residual Std. Error0.302 (df = 33)
F Statistic33.843*** (df = 6; 33)
Note:*p<0.1; **p<0.05; ***p<0.01