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tcm1y

One-year treasury security values


Description

The yields at constant fixed maturity have been constructed by the Treasury Department, based on the most actively traded marketable treasury securities.

Usage

data(tcm1y)

Format

The format is: Time-Series [1:558] from 1953 to 2000: 2.36 2.48 2.45 2.38 2.28 2.2 1.79 1.67 1.66 1.41 ...

Source

From the tcm data set in the tseries package. Given here for convenience only. They reference http://www.federalreserve.gov/Releases/H15/data.htm

Examples

data(tcm1y)
ar(diff(log(tcm1y)))

UsingR

Data Sets, Etc. for the Text "Using R for Introductory Statistics", Second Edition

v2.0-6
GPL (>= 2)
Authors
John Verzani <verzani@math.csi.cuny.edu>
Initial release

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