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39.48, -82.98 | It might be a fun and illuminating thread, some winter's day.
Here's how I would approach it. First, gather annual yield data, going back as far as possible. Next, remove the long-term trend. Then, plot yield residual against the "stage" in these cycles (18.6-yr., 89-yr., etc.) and calculate the R-squared value (correlation coefficient, squared) to estimate the percentage of yield volatility correlated with the cycle.
I would predict a statistically insignificant result. | |
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Who follows the Benner cycle and where are we now?
