fm3_problems25-7 - McCulloch data set McCulloch's Term...

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McCulloch data set Page 1 1 2 3 4 5 6 7 8 9 date 0mo 1mo 2mo 3mo 4mo 5mo 6mo 9mo 1yr 12.1946 0.18 0.32 0.42 0.48 0.52 0.55 0.58 0.65 0.72 1.1947 0.16 0.32 0.43 0.49 0.52 0.56 0.58 0.65 0.72 2.1947 0.19 0.33 0.42 0.47 0.51 0.54 0.57 0.65 0.71 3.1947 0.13 0.32 0.44 0.51 0.55 0.58 0.61 0.68 0.74 4.1947 0.08 0.3 0.44 0.52 0.57 0.61 0.64 0.71 0.78 5.1947 0 0.29 0.47 0.57 0.63 0.67 0.7 0.77 0.83 6.1947 0.08 0.33 0.49 0.57 0.62 0.65 0.68 0.76 0.82 7.1947 0.06 0.38 0.58 0.67 0.73 0.77 0.8 0.87 0.93 8.1947 0.16 0.53 0.75 0.86 0.92 0.95 0.98 1.02 1.05 9.1947 0.52 0.74 0.88 0.95 0.99 1.01 1.02 1.06 1.08 10.1947 0.45 0.73 0.91 1 1.05 1.08 1.1 1.15 1.18 11.1947 0.6 0.81 0.95 1.02 1.06 1.09 1.11 1.16 1.2 12.1947 0.93 0.9 0.9 0.91 0.93 0.95 0.98 1.04 1.11 1.1948 1.04 0.96 0.92 0.91 0.92 0.94 0.96 1.02 1.08 2.1948 1.02 0.97 0.94 0.95 0.96 0.97 0.99 1.05 1.11 3.1948 1 0.98 0.97 0.98 1 1.01 1.03 1.08 1.14 4.1948 0.98 0.98 0.99 1.01 1.02 1.04 1.05 1.1 1.15 5.1948 0.97 0.99 1 1.02 1.03 1.04 1.05 1.09 1.12 6.1948 0.95 0.98 1 1.02 1.03 1.05 1.06 1.11 1.15 7.1948 1.02 0.99 0.98 0.99 1.01 1.02 1.04 1.1 1.16 8.1948 1.13 1.06 1.03 1.03 1.05 1.07 1.09 1.15 1.21 9.1948 1.09 1.08 1.09 1.1 1.12 1.14 1.16 1.22 1.28 10.1948 1.11 1.08 1.08 1.09 1.11 1.13 1.16 1.22 1.29 11.1948 1.1 1.1 1.11 1.12 1.14 1.15 1.17 1.23 1.28 12.1948 1.06 1.11 1.14 1.16 1.18 1.19 1.21 1.24 1.28 1.1949 1.09 1.13 1.15 1.17 1.18 1.19 1.2 1.22 1.25 2.1949 1.16 1.14 1.13 1.14 1.14 1.15 1.16 1.2 1.23 3.1949 1.03 1.11 1.16 1.19 1.2 1.21 1.22 1.24 1.26 4.1949 1.1 1.12 1.14 1.15 1.16 1.17 1.18 1.2 1.23 5.1949 1 1.09 1.15 1.18 1.19 1.2 1.21 1.23 1.24 6.1949 0.81 1.02 1.13 1.18 1.19 1.2 1.2 1.19 1.18 7.1949 0.8 0.96 1.05 1.08 1.1 1.1 1.1 1.1 1.09 8.1949 0.86 0.98 1.05 1.08 1.09 1.09 1.1 1.1 1.1 9.1949 0.88 1.01 1.08 1.1 1.11 1.11 1.11 1.1 1.09 10.1949 0.82 0.99 1.07 1.1 1.11 1.11 1.11 1.11 1.11 11.1949 0.82 1.01 1.12 1.16 1.17 1.18 1.17 1.16 1.15 12.1949 0.93 1.03 1.09 1.11 1.12 1.12 1.12 1.12 1.12 1.1950 0.97 1.07 1.13 1.15 1.16 1.16 1.16 1.15 1.15 2.1950 1 1.1 1.16 1.18 1.19 1.19 1.19 1.18 1.17 3.1950 0.89 1.08 1.19 1.23 1.24 1.24 1.24 1.23 1.21 4.1950 0.92 1.11 1.22 1.25 1.27 1.27 1.27 1.26 1.26 5.1950 0.93 1.14 1.25 1.29 1.31 1.31 1.3 1.28 1.27 6.1950 0.9 1.13 1.25 1.29 1.3 1.31 1.31 1.3 1.29 7.1950 0.86 1.16 1.31 1.36 1.37 1.37 1.36 1.33 1.29 8.1950 1 1.25 1.37 1.41 1.43 1.42 1.42 1.39 1.36 9.1950 1.1 1.29 1.4 1.43 1.44 1.45 1.45 1.44 1.43 McCulloch's Term Structure D Term structure data as computed for 1946 - 1987 by Prof. J. Hu
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McCulloch data set Page 2 10.1950 0.83 1.18 1.37 1.44 1.48 1.49 1.5 1.52 1.52 11.1950 1.07 1.31 1.43 1.48 1.49 1.5 1.5 1.49 1.49 12.1950 0.79 1.25 1.49 1.57 1.6 1.61 1.61 1.58 1.55 1.1951 0.8 1.21 1.44 1.54 1.57 1.59 1.6 1.59 1.57 2.1951 0.78 1.21 1.45 1.55 1.58 1.59 1.59 1.57 1.55 3.1951 1.24 1.44 1.56 1.61 1.64 1.66 1.68 1.73 1.76 4.1951 0.93 1.33 1.55 1.63 1.68 1.7 1.72 1.75 1.77 5.1951 0.96 1.34 1.56 1.65 1.69 1.72 1.74 1.78 1.81 6.1951 0.9 1.38 1.64 1.73 1.77 1.79 1.81 1.81 1.81 7.1951
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This note was uploaded on 01/23/2011 for the course FGB 780 taught by Professor Edwardchang during the Spring '09 term at Missouri State University-Springfield.

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fm3_problems25-7 - McCulloch data set McCulloch's Term...

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