| Dependent variable (+/- SE): | |
| 5-year Treasury Yield | |
| Constant | 0.575 (+/- 0.223) |
| p = 0.015** | |
| US Avg Retail Gasoline Price ($-gal; all grades, all formulations) | -0.528 (+/- 0.095) |
| p = 0.00001*** | |
| LN_30-year Treasury Yield | 2.121 (+/- 0.210) |
| p = 0.000*** | |
| 1-month Treasury Yield | 0.506 (+/- 0.053) |
| p = 0.000*** | |
| Observations | 40 |
| R2 | 0.872 |
| Adjusted R2 | 0.861 |
| Residual Std. Error | 0.246 (df = 36) |
| F Statistic | 81.666*** (df = 3; 36) |
| Note: | *p<0.1; **p<0.05; ***p<0.01 |
Capital Analytics: Real-World Forecasting
