Regression for 3-year Treasury Yield
|
| Dependent variable (+/- SE): |
| |
| 3-year Treasury Yield |
|
Constant | -6.577 (+/- 0.689) |
| p = 0.000*** |
Real disposable income growth | 0.144 (+/- 0.024) |
| p = 0.00001*** |
Nominal disposable income growth | -0.129 (+/- 0.024) |
| p = 0.00001*** |
CPI Inflation Rate | 0.137 (+/- 0.040) |
| p = 0.002*** |
Home Price Index | 0.029 (+/- 0.002) |
| p = 0.000*** |
30-year Treasury Yield | -1.724 (+/- 0.467) |
| p = 0.001*** |
LN_30-year Treasury Yield | 7.183 (+/- 1.141) |
| p = 0.00000*** |
|
Observations | 40 |
R2 | 0.860 |
Adjusted R2 | 0.835 |
Residual Std. Error | 0.302 (df = 33) |
F Statistic | 33.843*** (df = 6; 33) |
|
Note: | *p<0.1; **p<0.05; ***p<0.01 |