Anon

Multiple Linear Regression 63

TAbLE 3.5 (continued)

Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real

Rate Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real

Rate Date

10-Yr.

Treas.

Yield

Exp.

Infl.

Real
Rate
1984 1987 1990
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

11.67

11.84

12.32

12.63

13.41

13.56

13.36

12.72

12.52

12.16

11.57

12.5

8.741

8.670

8.598

8.529

8.460

8.393

8.319

8.241

8.164

8.081

7.984

7.877

4.324

4.386

4.459

4.530

4.620

4.713

4.793

4.862

4.915

4.908

4.919

4.928

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

7.08

7.25

7.25

8.02

8.61

8.4

8.45

8.76

9.42

9.52

8.86

8.99

4.887

4.793

4.710

4.627

4.551

4.476

4.413

4.361

4.330

4.302

4.285

4.279

4.607

4.558

4.493

4.445

4.404

4.335

4.296

4.273

4.269

4.259

4.243

4.218

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

8.418

8.515

8.628

9.022

8.599

8.412

8.341

8.846

8.795

8.617

8.252

8.067

4.257

4.254

4.254

4.260

4.264

4.272

4.287

4.309

4.335

4.357

4.371

4.388

3.610
3.595
3.585
3.580
3.586
3.589
3.568
3.546
3.523
3.503
3.493
3.471
1985 1988 1991
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

11.38

11.51

11.86

11.43

10.85

10.16

10.31

10.33

10.37

10.24

9.78

9.26

7.753

7.632

7.501

7.359

7.215

7.062

6.925

6.798

6.664

6.528

6.399

6.269

4.955

4.950

4.900

4.954

5.063

5.183

5.293

5.346

5.383

5.399

5.360

5.326

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

8.67

8.21

8.37

8.72

9.09

8.92

9.06

9.26

8.98

8.8

8.96

9.11

4.274

4.271

4.268

4.270

4.280

4.301

4.322

4.345

4.365

4.381

4.385

4.384

4.180

4.149

4.104

4.075

4.036

3.985

3.931

3.879

3.844

3.810

3.797

3.787

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

8.007

8.033

8.061

8.013

8.059

8.227

8.147

7.816

7.445

7.46

7.376

6.699

4.407

4.431

4.451

4.467

4.487

4.504

4.517

4.527

4.534

4.540

4.552

4.562

3.436
3.396
3.360
3.331
3.294
3.267
3.247
3.237
3.223
3.207
3.177
3.133
1986 1989 1992
Jan
Feb
Mar
Apr
May
June
July
Aug
Sept
Oct
Nov
Dec

9.19

8.7

7.78

7.3

7.71

7.8

7.3

7.17

7.45

7.43

7.25

7.11

6.154

6.043

5.946

5.858

5.763

5.673

5.554

5.428

5.301

5.186

5.078

4.982

5.284

5.249

5.225

5.143

5.055

4.965

4.878

4.789

4.719

4.671

4.680

4.655

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

9.09

9.17

9.36

9.18

8.86

8.28

8.02

8.11

8.19

8.01

7.87

7.84

4.377

4.374

4.367

4.356

4.344

4.331

4.320

4.306

4.287

4.273

4.266

4.258

3.786

3.792

3.791

3.784

3.758

3.723

3.679

3.644

3.623

3.614

3.609

3.611

Jan

Feb

Mar

Apr

May

June

July

Aug

Sept

Oct

Nov

Dec

7.274

7.25

7.528

7.583

7.318

7.121

6.709

6.604

6.354

6.789

6.937

6.686

4.569

4.572

4.575

4.574

4.571

4.567

4.563

4.556

4.544

4.533

4.522

4.509

3.092

3.054

3.014

2.965

2.913

2.864

2.810

2.757

2.682

2.624

2.571

2.518

(continued)