U.S. Treasury Ten Year Notes
Graph and Best Fit Regression, 1953 to 2010

Mathematical Model of the form Linear, Logarithmic, Trigonometric.


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The ten year U.S. Treasury Note interest rate is a key economic parameter. This graph plots the 10 year note rate going back to 1953. That is the saw-tooth part of the graph.

Many economists (I am not an economist) like to calculate a moving average of non-eurythmic data such as this to get a better idea of where things have been, and maybe where they are going. This takes the noise out of the data and results in a smooth curve such as you see here. However my curve is not a moving average. It is a least squares regression of the data. The mathematical model for the regression is a combination linear, logarithmic, and trigonometric algorithm. The result has a coeffieicent of correlation at about 92%.

Why do I do a regression instead of a moving average? Because the regression result is an algebraic equation which is sometimes suitable for prognostication. Graph of US Treasury T-Note interest rates versus a best fit regression model. http://www.enjoy-europe.com/bonds/TenYearT-NoteRate.jpg
The period of the sine wave is 65 years, however the data set covers only 57 years. Extrapolation of the curve, should you care to take the risk, indicates continuing historically low interest rates for years to come.

This is not my day job. I've been studying futures and equity markets for many years, and have actually made money a few times when I took a speculative position. Don't call it investing. It's a crap shoot.

Now you can visit the real purpose of my web site, independent budget travel. If you are thinking of going to Europe go to enjoy-europe.com first.
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Keywords for this chapter:

interest rates
US treasury bonds
ten 10 year notes