UsingR (version 2.0-7)

tcm1y: 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 ...

Examples

# NOT RUN {
data(tcm1y)
ar(diff(log(tcm1y)))
# }