For last 20 years (quarterly data) U.S. Treasury bills on the x-axis and Euro dollar on the y-axis, the scatter plot and the regression summary output is as follows.
Regression Statistics | ||||||
Multiple R | 0.76724 | |||||
R Square | 0.58866 | |||||
Adjusted R Square | 0.58358 | |||||
Standard Error | 0.33201 | |||||
Observations | 83 | |||||
ANOVA | ||||||
df | SS | MS | F | Sig. F | ||
Regression | 1 | 12.778 | 12.778 | 115.919 | 2.709E-17 | |
Residual | 81 | 8.929 | 0.110 | |||
Total | 82 | 21.707 | ||||
Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | |
Intercept | -0.010 | 0.037 | -0.259 | 0.796 | -0.083 | 0.064 |
U.S. T-Bill | 0.913 | 0.085 | 10.767 | 0.000 | 0.744 | 1.081 |
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