DiffBA: Bond yield differences, annual

In mleur: Maximum likelihood unit root test

Description

The difference in Moody's BAA and AAA corporate bond yields annually

Usage

data(DiffBA)

Format

The format is: Time-Series [1:35] from 1976 to 2010: 1.32 0.95 0.76 1.06 1.73 ...

Details

The data set includes the annual Moody's Baa and Aaa corporate bond yields from 1976 to 2010, and the difference between Baa and Aaa.

Source

The annual data of BAA and AAA are downloaded from the Board of Governors of the Federal Reserve System (http://www.federalreserve.gov/releases/h15/data.htm)

Examples

mleurDiag(DiffBA)
mleur(DiffBA)
dftest(DiffBA)

mleur documentation built on May 1, 2019, 7:31 p.m.