interest.rates {TSclust}

Long-Term Interest Rates from 1995 to 2012

Description

Partial realizations of time series of long-term interest rates (10-year bonds) for several countries.

Usage

data(interest.rates)

Format

A ts object with 215 observations of the monthly long-term interest rates (10-year bonds) from January 1995 to November 2012 of several countries.

References

Montero, P and Vilar, J.A. (2014) TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. http://www.jstatsoft.org/v62/i01/.