The tables of Descriptive analysis and correlation of US dollar index, 10 year treasury yields and USD/JPY weekly close data.
Descriptives
Descriptives | |||||||
---|---|---|---|---|---|---|---|
DXY | Price | DGS10 | |||||
N | 301 | 301 | 301 | ||||
Missing | 0 | 0 | 0 | ||||
Mean | 95.5 | 109 | 1.94 | ||||
Median | 95.7 | 110 | 1.91 | ||||
Standard deviation | 3.17 | 3.47 | 0.707 | ||||
Minimum | 89.1 | 100 | 0.550 | ||||
Maximum | 103 | 121 | 3.21 | ||||
Correlation Matrix
Correlation Matrix | |||||||||
---|---|---|---|---|---|---|---|---|---|
DXY | Price | DGS10 | |||||||
DXY | Pearson's r | — | |||||||
p-value | — | ||||||||
Price | Pearson's r | 0.344 | — | ||||||
p-value | < .001 | — | |||||||
DGS10 | Pearson's r | 0.084 | 0.536 | — | |||||
p-value | 0.147 | < .001 | — | ||||||
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