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 | — | ||||||

No comments:
Post a Comment