load.fed23: load fed 2023 version
In ottosven/dffm: Approximate Functional Factor Model
load.fed23 R Documentation
load fed 2023 version
Description
Function which provides data from the FED (h.15 selected interest rates) via the following website:
https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15&series=bf17364827e38702b42a58cf8eaa3f78&lastobs=&from=&to=&filetype=csv&label=include&layout=seriescolumn&type=package
Usage
load.fed23()
Value
Time series of yield curve data containing 11 maturities ranging from 1 to 360 month, which are
observed from 2002 to 2023.
Examples
data = load.fed23()
ottosven/dffm documentation built on Feb. 23, 2025, 1:15 p.m.
R Package Documentation
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| load.fed23 | R Documentation |
load fed 2023 version
Description
Function which provides data from the FED (h.15 selected interest rates) via the following website: https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15&series=bf17364827e38702b42a58cf8eaa3f78&lastobs=&from=&to=&filetype=csv&label=include&layout=seriescolumn&type=package
Usage
load.fed23()
Value
Time series of yield curve data containing 11 maturities ranging from 1 to 360 month, which are observed from 2002 to 2023.
Examples
data = load.fed23()
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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