Consider the monthly yields of Moody's Aaa & Baa seasoned bonds from January 1919 to November, 2011.
Question:
Consider the monthly yields of Moody's Aaa \& Baa seasoned bonds from January 1919 to November, 2011. The data are obtained from FRED of Federal Reserve Bank of St. Louis. Consider the log series of monthly Aaa bond yields. Build a time series model for the series, including model checking.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
An Introduction To Analysis Of Financial Data With R
ISBN: 9780470890813
1st Edition
Authors: Ruey S Tsay
Question Posted: