treasuries {kalmanfilter} | R Documentation |
Treasuries
Description
Treasuries
Usage
data(treasuries)
Format
data.table with columns DATE, VARIABLE, VALUE, and MATURITY The data is quarterly frequency with variables DGS1MO, DGS3MO, DGS6MO, DGS1, DGS2, DGS3, DGS5, DGS7, DGS10, DGS20, and DGS30
Source
FRED
[Package kalmanfilter version 2.1.1 Index]