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]