GS10: 10-Year Treasury Constant Maturity Rate

In neverhpfilter: An Alternative to the Hodrick-Prescott Filter

Description

GS10 10-Year Treasury Constant Maturity Rate

Usage

data(GS10)

Format

An xts object containing observations of the 10-Year Treasury Constant Maturity Rate.

• Release: H.15 Selected Interest Rates

• Seasonal Adjustment: Not Seasonally Adjusted

• Frequency: Monthly

• Units: Percent

• Date Range: 1953-04-01 to 2021-04-01

• Last Updated 2021-05-03 3:23 PM CDT

Notes

Averages of business days.

For further information regarding treasury constant maturity data, please refer to http://www.federalreserve.gov/releases/h15/current/h15.pdf and http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/yieldmethod.aspx.

Source

Board of Governors of the Federal Reserve System (US) https://fred.stlouisfed.org/data/GS10.txt

Examples

data(GS10)
tail(GS10)
plot(GS10, grid.col = "white", col="green")

neverhpfilter documentation built on June 18, 2021, 5:09 p.m.