Irates | R Documentation |

## Monthly Interest Rates

### Description

monthly observations from 1946–12 to 1991–02

*number of observations* : 531

*observation* : country

*country* : United–States

### Usage

`data(Irates)`

### Format

A time series containing :

- r1
interest rate for a maturity of 1 months (% per year).

- r2
interest rate for a maturity of 2 months (% per year).

- r3
interest rate for a maturity of 3 months (% per year).

- r5
interest rate for a maturity of 5 months (% per year).

- r6
interest rate for a maturity of 6 months (% per year).

- r11
interest rate for a maturity of 11 months (% per year).

- r12
interest rate for a maturity of 12 months (% per year).

- r36
interest rate for a maturity of 36 months (% per year).

- r60
interest rate for a maturity of 60 months (% per year).

- r120
interest rate for a maturity of 120 months (% per year).

### Source

McCulloch, J.H. and H.C. Kwon (1993) *U.S. term structure data, 1947–1991*, Ohio State Working Paper 93-6, Ohio State University, Columbus.

### References

Verbeek, Marno (2004) *A Guide to Modern Econometrics*, John Wiley and Sons, chapter 8.

### See Also

`Index.Source`

, `Index.Economics`

, `Index.Econometrics`

, `Index.Observations`

,

`Index.Time.Series`