tcm1y                 package:UsingR                 R Documentation

_O_n_e-_y_e_a_r _t_r_e_a_s_u_r_y _s_e_c_u_r_i_t_y _v_a_l_u_e_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     data(tcm1y)

_F_o_r_m_a_t:

     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 ...

_S_o_u_r_c_e:

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

_E_x_a_m_p_l_e_s:

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

