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Last active December 8, 2016 22:03
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Prediction of US Interest rate_2
####Remove the large outlier and leverage points:373,445,622,667,706,709
Residuals:
Min 1Q Median 3Q Max
-4.2856 -0.8929 0.0166 0.8256 4.5421
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 17.078169 2.274732 7.508 5.09e-12 ***
unem.rate -1.165918 0.127226 -9.164 3.70e-16 ***
BankLoan 1.354565 0.150751 8.985 1.06e-15 ***
RealExport 0.328882 0.068769 4.782 4.12e-06 ***
Personal.Consumption.Expenditures 0.722286 0.301114 2.399 0.01769 *
RGDP -0.179961 0.055297 -3.254 0.00141 **
Total.Vehicle.Sales -1.267642 0.093926 -13.496 < 2e-16 ***
U.S.Dollar.Index 0.143974 0.008864 16.243 < 2e-16 ***
---
Signif. codes: 0***0.001**0.01*0.05.0.1 ‘ ’ 1
Residual standard error: 1.506 on 149 degrees of freedom
Multiple R-squared: 0.7938, Adjusted R-squared: 0.7841
F-statistic: 81.95 on 7 and 149 DF, p-value: < 2.2e-16
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