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["6th-osis",{"$f":"$J$7/$B$9^6","v":21.499535350728273},null,null,null,{"$f":"$M$7/$F$9^6","v":477.90291373456375},null,null,{"$f":"$L$7/$I$9^6","v":7.9015304937005251},null," "]
[]
[null,null,null,null,null,null,null,null,{"$f":"I7+LN(100)","v":1.7634078142419765}]
[null,null,"      MEAN /LOGDELTA/ - /MEAN LOGDELTA/ =",null,null,null,{"$f":"G7-ABS(F7)","v":2.5723085506808654E-2},null,"adjusted mean"]
[null,null,null,null,null,null,null,null,{"$f":"I9/I16","v":0.23386338153455535}]
[null,null,null,null,null,null,null,null,"adjusted coeff of var"]
["Title:              ","20-Year Treasury Constant Maturity Rate",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"αβ=",2.0272150936902131E-2,"β/(α-1)=",37807847.648070119]
["Series ID:          ","GS10",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null,"τ=",2.0265790405071602,"τ=",0.1836159110211171," "]
["Source:             ","Board of Governors of the Federal Reserve System",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"mean",{"$f":"AF30*AF31","v":2.7687671324564369E-2},{"$f":"AG31/(AG30-1)","v":0.10176618214838974},"α =",0.4440699309101343,"α =",27.236351896606823,null,null,"These are all based on best mix of a stand-alone"]
["Release:            ","H.15 Selected Interest Rates",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," "," ",null,"std dev",{"$f":"AF31*AF30^0.5","v":2.5349560515490536E-2},{"$f":"AG22/(AG30-2)^0.5","v":{"$error":"#NUM!"}},"β =",4.5650807509875227E-2,"β =",1388139.1968937044,null,0.93155122065428797,"best gen-gamma and best gen-inverse gamma"]
["Seasonal Adjustment:","Not Applicable",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LOGNORMAL TO FIT VALUES",null,null,null,"VARIOUS DISTRIBUTIONS TO FIT NORMALIZED /LOGDELTA/",null,null,null,null,null," ",null,null," ","from",null,"rms error",4.3660884155100081E-3,"rms error",1.0074497157770458E-2,"rms error",3.645601285258598E-3]
["Frequency:          ","Monthly",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null," ",null,null,null," "," ","data on",null,null," "]
["Units:              ","Percent",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"from ","from",null,null,null,null,null,{"$f":" (($X26-Y26)^2)/50","v":0},null,null," ","α =",{"$f":"($AF$28/$AF$29)^2","v":1.0362188767828868},"normalized",{"$f":"2+($AF$28/$AF$29)^2","v":3.036218876782887},"     this should pick up Weibull",null,null,"and inv. Weibull",null,null,null,null," "]
["Date Range:         ",{"$f":"A35","v":"1953-04-15"},{"$f":"OFFSET(A35,(COUNTA(A35:A7001)-1),0)","v":"2013-06-14T21:00:00"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LN(data)","data",null,null,null,null,null,null,null,null,null,"β =",{"$f":"$AF$28/$AE$26","v":2.4828521928328049E-2},"abslogdelta",{"$f":"$AF$28*($AG$26-1)","v":5.2387397615670558E-2},null,null,null,null,null,null," "," "]
["Last Updated:       ","2013-07-09",null,null,null,null,null,null," ",null,null,null,null,null,null,null,null,"mean",{"$f":"EXP(S31+0.5*S32^2)","v":6.3499266192399766},{"$f":"B7","v":6.34630705394191},null," ",null,null,null,null,null,"α=",1," ","mean",{"$f":"$H7","v":2.5727783104751364E-2},null,"αβ=",{"$f":"AI30*AI31","v":6.8435779990393799E-3},"β/(α-1)=",{"$f":"AK30*AK31","v":72303324084.387161},null," ",null,null,null,"make AQ35 and AR35 green"]
["Notes:              ","Averages of business days. For further information regarding treasury",null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,"std dev",{"$f":"S28*(EXP(S32^2)-1)^0.5","v":2.7340757368126911},{"$f":"B9","v":2.6590173935269457},null,null,null,"µ =",0,"µ =",0,"µ =",0," ","std dev",{"$f":"$H9","v":2.5274153338610317E-2},null,"τ=",4.8743008311786573,"τ=",0.15522627076289974,null," ","These are based on the gen-gamma and ",0,null,0,null,null,null,"picks up the total low extreme probability … see counts"]
[" ","constant maturity data, please refer to",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"σ =",{"$f":"F9","v":3.6065261887291145E-2},"σ =",2.9870234523640495E-2,"c=",54.516569761598731," ","α =",1.1929767863620477,1.1871854617028164,"α =",0.13650370144778515,"α =",47.5361578850247,null," ","gen-inverse gamma within the best mixture ",0,null,0]
[null,"http://www.federalreserve.gov/releases/h15/current/h15.pdf",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"µ =",{"$f":"I16","v":1.7634078142419765},{"$f":"LN(T28)-0.5*T32^2","v":1.7670051256815897},null,null,null,null,null,null,null,null,null,null,"β =",2.3208893618959021E-2,1.9049149791179242E-2,"β =",5.0134743061580334E-2,"β =",1521017417.0842035,null,0.58545313351956618,null,0,null,0,null,0,null,null,null,null,null,"(for freqabs)"]
[" ","http://federalreserve.gov/releases/h15/data.htm",null,null,null,null,null,null,null,null,null,null,null,null,null,null,"HISTORICAL","σ =",{"$f":"I9","v":0.41239651446308767},{"$f":"(LN((T29/T28)^2+1))^0.5","v":0.40216402558998277},null,null,null,"historical","mean",null,"L2"," ","L2",null,6.8288363406528605E-3,"L2","L2",2.5143316976794665E-2,"L2"," ","generalized",null,"gen. gamma-inv.gamma",null,null,null,null,null,"mean","L2","L2","L2","L2","L2","L2"]
[null,null,null,null,"NORMALIZED",null,null,"NORMALIZED",null,null,null,"SIXTH","SIXTH MOMENT",null,"labels",null,"DATA ",null,"LOGNORMAL",null,null,"labels",null,"data","gaussian","rms error","gaussian","rms error","logistic","rms error","rms error","gamma","inv. gamma","rms error","gen. gamma","rms error","inv. gamma","rms error","L2 mixture","rms error",null,null,null,"HISTORICAL","GAUSSIAN","GAUSSIAN","digamma","dimixture","digengamma","logistic","  gen-gamma"]
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