TreasuryRate: U.S. Treasury rate
In HRW: Datasets, Functions and Scripts for Semiparametric Regression Supporting Harezlak, Ruppert & Wand (2018)
Description
Usage
Format
Source
Examples
Description
One-month maturity U.S. Treasury rate during the period 2001-2013.
Usage
1
Format
A data frame with 3,117 observations on each of the following 2 variables:
datedays from July 31, 2001 until July 10, 2013 with the occasional missing values due to holidays.
ratedaily one-month maturity U.S. Treasury rate.
Source
Federal Reserve Bank of St. Louis, U.S.A.
Examples
1
2
3
4
library(HRW) ; data(TreasuryRate)
TRdate <- as.Date(TreasuryRate$date,"%m/%d/%Y")[!is.na(TreasuryRate$rate)]
TRrate <- TreasuryRate$rate[!is.na(TreasuryRate$rate)]
plot(TRdate,TRrate,type = "l",bty = "l",xlab = "date",ylab = "U.S. Treasury rate")
HRW documentation built on Nov. 23, 2021, 9:07 a.m.
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Description Usage Format Source Examples
Description
One-month maturity U.S. Treasury rate during the period 2001-2013.
Usage
1 |
Format
A data frame with 3,117 observations on each of the following 2 variables:
datedays from July 31, 2001 until July 10, 2013 with the occasional missing values due to holidays.
ratedaily one-month maturity U.S. Treasury rate.
Source
Federal Reserve Bank of St. Louis, U.S.A.
Examples
1 2 3 4 | library(HRW) ; data(TreasuryRate)
TRdate <- as.Date(TreasuryRate$date,"%m/%d/%Y")[!is.na(TreasuryRate$rate)]
TRrate <- TreasuryRate$rate[!is.na(TreasuryRate$rate)]
plot(TRdate,TRrate,type = "l",bty = "l",xlab = "date",ylab = "U.S. Treasury rate")
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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