- 1、本文档共15页,可阅读全部内容。
- 2、有哪些信誉好的足球投注网站(book118)网站文档一经付费(服务费),不意味着购买了该文档的版权,仅供个人/单位学习、研究之用,不得用于商业用途,未经授权,严禁复制、发行、汇编、翻译或者网络传播等,侵权必究。
- 3、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。如您付费,意味着您自己接受本站规则且自行承担风险,本站不退款、不进行额外附加服务;查看《如何避免下载的几个坑》。如果您已付费下载过本站文档,您可以点击 这里二次下载。
- 4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等,请点击“版权申诉”(推荐),也可以打举报电话:400-050-0827(电话支持时间:9:00-18:30)。
查看更多
Term Structure of Interest Rates UCSB Economics利率期限结构UCSB经济学
Term Structure of Interest Rates Project One 2007 6 Month Treasury Bill- TB6MS 10 Year Treasury Rate-GS10 Term=GS10–tb6ms, 1958.12 -2007.04 6 Month Treasury Bill- TB6MS Analysis of term Is term stationary, i.e. are GS10 and TB6ms co-integrated? Is term normally distributed? What is your best autoregressive model for term? Estimate your best ARMA model for term through April 2006 and see how well a forecast from this model fits the next 12 months. Re-estimate through April 2007 and forecast term for the remaining months of 2007 Forecast Within Sample: ‘06:05-07:04 * * * * *
文档评论(0)