M10Y1Y: Spread between 10-Year and 1-Year Treasury rates: M10Y1Y
In uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
M10Y1Y R Documentation
Spread between 10-Year and 1-Year Treasury rates: M10Y1Y
Description
A dataset containing monthly U.S. interest rate spread between the 10-Year Treasury constant
maturity rate and 1-Year Treasury constant maturity rate from 1982 January to 2020 December.
Usage
M10Y1Y
Format
A class 'ts' time series object containing 468 observations.
Source
https://fred.stlouisfed.org/series/GS10 https://fred.stlouisfed.org/series/GS1
uGMAR documentation built on April 11, 2025, 5:50 p.m.
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| M10Y1Y | R Documentation |
Spread between 10-Year and 1-Year Treasury rates: M10Y1Y
Description
A dataset containing monthly U.S. interest rate spread between the 10-Year Treasury constant maturity rate and 1-Year Treasury constant maturity rate from 1982 January to 2020 December.
Usage
M10Y1Y
Format
A class 'ts' time series object containing 468 observations.
Source
https://fred.stlouisfed.org/series/GS10 https://fred.stlouisfed.org/series/GS1
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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