Sunday, October 10, 2021

USD/JPY weekly stats of DXY/US10YT/USDJPY since 2016 till Oct 2021

The tables of Descriptive analysis and correlation of US dollar index, 10 year treasury yields and USD/JPY weekly close data. 

Descriptives

Descriptives
 DXYPriceDGS10
N301301301
Missing000
Mean95.51091.94
Median95.71101.91
Standard deviation3.173.470.707
Minimum89.11000.550
Maximum1031213.21

Correlation Matrix

Correlation Matrix
  DXYPriceDGS10
DXYPearson's r  
 p-value  
PricePearson's r0.344 
 p-value< .001 
DGS10Pearson's r0.0840.536
 p-value0.147< .001
Bonus: correlation plot with density graph 

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