bank_rates: Bank Interest Rates AR Model Symbolic Dataset

In dataSDA: Datasets and Basic Statistics for Symbolic Data Analysis

Bank Interest Rates AR Model Symbolic Dataset

Description

Symbolic dataset of autoregressive time series models for 4 banks. Each bank is described by AR model order, parameters, and whether parameters are known.

Usage

data(bank_rates)

Format

A data frame with 4 observations (Bank1–Bank4) and 6 variables:

• bank: Bank identifier (character).

• order: AR model order (numeric).

• phi1: First AR parameter (numeric; NA if unknown).

• phi2: Second AR parameter (numeric; NA if order < 2 or unknown).

• phi1_known: Whether phi1 is known (logical).

• phi2_known: Whether phi2 is known (logical; NA if order < 2).

Metadata

Sample size (n)	4
Variables (p)	6
Subject area	Finance
Symbolic format	Symbolic (model-valued)
Analytical tasks	Descriptive statistics

References

Billard, L. and Diday, E. (2006). Symbolic Data Analysis. Wiley. Table 2.9.

Examples

data(bank_rates)

dataSDA documentation built on June 12, 2026, 9:06 a.m.