tcm1y: One-year treasury security values
In UsingR: Data Sets, Etc. for the Text "Using R for Introductory Statistics", Second Edition
tcm1y R Documentation
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
https://www.federalreserve.gov/Releases/H15/data.htm.
Examples
data(tcm1y)
ar(diff(log(tcm1y)))
UsingR documentation built on March 18, 2022, 7:32 p.m.
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| tcm1y | R Documentation |
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 https://www.federalreserve.gov/Releases/H15/data.htm.
Examples
data(tcm1y) ar(diff(log(tcm1y)))
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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