Regression for 3-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 3-year Treasury Yield |
|
| Constant | -0.794 (+/- 0.622) |
| p = 0.210 |
| SP500 Stock Price Index | -0.002 (+/- 0.0003) |
| p = 0.00002*** |
| Real disposable income growth | 0.148 (+/- 0.049) |
| p = 0.005*** |
| Nominal disposable income growth | -0.138 (+/- 0.049) |
| p = 0.008*** |
| Unemployment Rate | -0.358 (+/- 0.050) |
| p = 0.00000*** |
| Home Price Index | 0.041 (+/- 0.006) |
| p = 0.00000*** |
|
| Observations | 40 |
| R2 | 0.827 |
| Adjusted R2 | 0.801 |
| Residual Std. Error | 0.488 (df = 34) |
| F Statistic | 32.453*** (df = 5; 34) |
|
| Note: | *p<0.1; **p<0.05; ***p<0.01 |