load.JKV: load jungbacker
In ottosven/dffm: Approximate Functional Factor Model
load.JKV R Documentation
load jungbacker
Description
A function which takes yield curve data provided by Jungbacker et.al (2014) from the
following website: http://qed.econ.queensu.ca/jae/2014-v29.1/jungbacker-koopman-van_der_wel/
Usage
load.JKV()
Value
Time series of yield curve data containing maturities ranging from 3 to 120 month, which had
been observed from 1987 to 2008.
References
Jungbacker, B., Koopman, S. J., and Van der Wel, M. (2014). Smooth dynamic factor analysis with application to the US term structure of
interest rates. Journal of Applied Econometrics, 29:65-90.
Examples
data = load.JKV()
ottosven/dffm documentation built on Feb. 23, 2025, 1:15 p.m.
R Package Documentation
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| load.JKV | R Documentation |
load jungbacker
Description
A function which takes yield curve data provided by Jungbacker et.al (2014) from the following website: http://qed.econ.queensu.ca/jae/2014-v29.1/jungbacker-koopman-van_der_wel/
Usage
load.JKV()
Value
Time series of yield curve data containing maturities ranging from 3 to 120 month, which had been observed from 1987 to 2008.
References
Jungbacker, B., Koopman, S. J., and Van der Wel, M. (2014). Smooth dynamic factor analysis with application to the US term structure of interest rates. Journal of Applied Econometrics, 29:65-90.
Examples
data = load.JKV()
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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