interest.rates: Long-Term Interest Rates from 1995 to 2012

In TSclust: Time Series Clustering Utilities

Long-Term Interest Rates from 1995 to 2012

Description

Partial realizations of time series of long-term interest rates (10-year bonds) for several countries.

Usage

data(interest.rates)

Format

A ts object with 215 observations of the monthly long-term interest rates (10-year bonds) from January 1995 to November 2012 of several countries.

References

Montero, P and Vilar, J.A. (2014) TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. \Sexpr[results=rd]{tools:::Rd_expr_doi("doi:10.18637/jss.v062.i01")}

TSclust documentation built on June 8, 2025, 11:05 a.m.