tcm1y {UsingR} | R Documentation

## One-year treasury security values

### Description

The yields at constant fixed maturity have been constructed by the Treasury Department, based on the most actively traded marketable treasury securities.

### Usage

    data(tcm1y)

### Format

The format is: Time-Series [1:558] from 1953 to 2000: 2.36 2.48 2.45 2.38 2.28 2.2 1.79 1.67 1.66 1.41 ...

### Source

From the tcm data set in the tseries package. Given here for convenience only. They reference http://www.federalreserve.gov/Releases/H15/data.htm

### Examples

    data(tcm1y)
    ar(diff(log(tcm1y)))

[Package UsingR version 0.1-4 Index]