Question
import pandas_datareader.data as wb import datetime as date #Step 1(10 points): Remotely Download Treasury Constant Maturity Rate from FRED #(https://fred.stlouisfed.org/categories/115) from 02/01/2014 to 02/01/2016: #6-Month
import pandas_datareader.data as wb
import datetime as date
#Step 1(10 points): Remotely Download "Treasury Constant Maturity Rate" from FRED
#(https://fred.stlouisfed.org/categories/115) from 02/01/2014 to 02/01/2016:
#6-Month
#1-Year
#5-Year
#10-Year
#Step 2( 5 points ): Determine the average and standard deviation for each of the
maturities( maturity is 6-month, 1 year, etc.)
#Step 3( 5 points ): Select only those rows that have value more or less than avg
+/- 1 std
#Step 4( 10 points ): Make a dataframe which has only those rows for which all of
the maturities
#has value outside of avg +/- 1 std. Hint: think about joins for frames in step 3
#Step 5( 5 points): Save the generated dataframe as sigma.xlsx
#Please upload this filled file and sigma.xlsx
MY CODE
import datetime as date import pandas_datareader.data as web start = date.datetime(2014,1,2) end = date.datetime(2016,1,2) start end six_month = web.DataReader('DGS6MO', 'fred', start, end) one_year = web.DataReader('DGS1', 'fred', start, end) five_year = web.DataReader('DGS5', 'fred', start, end) ten_year = web.DataReader('DGS10', 'fred', start, end) average_six_months =six_month["DGS6MO"].mean() std_six_months =six_month["DGS6MO"].std() average_one_year =one_year["DGS1"].mean() std_one_year =one_year["DGS1"].std() average_five_year =five_year["DGS5"].mean() std_five_year =five_year["DGS5"].std() average_ten_year =ten_year["DGS10"].mean() std_ten_year =ten_year["DGS10"].std() rows_between_6 =six_month[(six_month["DGS6MO"]>=average_six_months-std_six_months) & (six_month["DGS6MO"]>=average_six_months+std_six_months)] rows_between_1 =one_year[(one_year["DGS1"]>=average_one_year-std_one_year) & (one_year["DGS1"]>=average_one_year+std_one_year)] rows_between_5 =five_year[(five_year["DGS5"]>=average_five_year-std_five_year) & (five_year["DGS5"]>=average_five_year+std_five_year)] rows_between_10 =ten_year[(ten_year["DGS10"]>=average_ten_year-std_ten_year) & (ten_year["DGS10"]>=average_ten_year+std_ten_year)] ## for 10 years
This code is step 1 to 3 completed. Can someone help me with step 4 and 5jQuery224040968462160626085_1603456448536 In python
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