qintr {astsa}R Documentation

Quarterly Interest Rate

Description

Quarterly interest rate recorded for Treasury bills from 1953-Ito 1980-II, n = 110 observations.

Format

The format is: Time-Series [1:110] from 1953 to 1980: 1.98 2.15 1.96 1.47 1.06 ...

Details

pairs with qinfl (inflation)

Source

Newbold, P. and T. Bos (1985). Stochastic Parameter Regression Models. Beverly Hills: Sage.

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.

See Also

qinfl


[Package astsa version 1.14 Index]