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["Title:              ","10-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,{"$f":"((X42-AG42)^2)/4","v":9.2260642106679161E-8},null,null,null,null,null,null,"αβ=",3.0806113134732312E-2,"β/(α-1)=",45564.324357792437]
["Series ID:          ","GS10",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"((X44-AG44)^2)/4","v":1.6895646598442243E-6},null," ",null,null,null,null,"τ=",1.4478156930905361,"τ=",0.23676718199982244," "]
["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,null,null,{"$f":"((X46-AG46)^2)/4","v":6.3411579067424756E-8}," "," ",null,"mean",{"$f":"AL11*AL12","v":3.2467852099360546E-2},{"$f":"AM12/(AM11-1)","v":0.13091419160134304},"α =",0.70620469257201313,"α =",16.008962819647895,null,null,"These are all based on best mix of a stand-alone"]
["Release:            ","H.15 Selected Interest Rates",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null,{"$f":"((X52-AG52)^2)/4","v":1.0873663555472017E-7}," "," ",null,"std dev",{"$f":"AL12*AL11^0.5","v":2.9505403791857798E-2},{"$f":"AM3/(AM11-2)^0.5","v":{"$error":"#NUM!"}},"β =",4.362207368310704E-2,"β =",2846.1759122752833,null,0.9343523354562886,"best gen-gamma and best gen-inverse gamma"]
["Seasonal Adjustment:","Not Applicable",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LOGNORMAL TO FIT VALUES",null,null,null,"VARIOUS DISTRIBUTIONS TO FIT NORMALIZED /LOGDELTA/",null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AG1:AG4)^0.5","v":1.3978460274912429E-3},null,null," "," ","from",null,"rms error",5.1557128586508403E-3,"rms error",9.3700606515126576E-3,"rms error",5.1261760796657563E-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," "," ",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,{"$f":" (($X7-Y7)^2)/50","v":0},null,null," ",null,null," ",null," ",null,"α =",{"$f":"($AL$9/$AL$10)^2","v":1.0120131153088952},"normalized",{"$f":"2+($AL$9/$AL$10)^2","v":3.0120131153088954},"     this should pick up Weibull",null,null,"and inv. Weibull",null,null,null,null," "]
["Date Range:         ","1953-04 to 2012-04",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LN(data)","data",null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,"β =",{"$f":"$AL$9/$AK$7","v":3.123157475441371E-2},"abslogdelta",{"$f":"$AL$9*($AM$7-1)","v":6.3593222218055703E-2},null,null,null,null,null,null," "," "]
["Last Updated:       ","2012-05-22",null,null,null,null,null,null," ",null,null,null,null,null,null,null,null,"mean",{"$f":"EXP(S12+0.5*S13^2)","v":6.1687284302624459},{"$f":"B743","v":6.1503194444444516},null," ",null,null,null,null,null,"α=",1,"α=",0.14318379355204447,"α=",-0.50001583450674914,"α=",28.413234085015137,1.1450699505144211,"mean",{"$f":"$H743","v":3.1606763263216861E-2},null,"αβ=",{"$f":"AO11*AO12","v":6.4507014564965269E-3},"β/(α-1)=",{"$f":"AQ11*AQ12","v":5.1149920490543184E-2},null,0,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"mean",{"$f":"BG743","v":1.0005002238058962},null,null,null,"inv.mean",{"$f":"BP743","v":1.0006176137386562}]
["Notes:              ","Averages of business days. For further information regarding treasury",null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,"std dev",{"$f":"S9*(EXP(S13^2)-1)^0.5","v":2.9391642612483992},{"$f":"B745","v":2.7593828382366885},null,null,null,"µ =",0,"µ =",0,"µ =",0,"µ =",0,"µ =",0,"µ =",0,0,"std dev",{"$f":"$H745","v":3.1418608969848022E-2},null,"τ=",3.4192085435230131,"τ=",2.0452158297945298,null,0,"These are based on the gen-gamma and ",null,null,null,null,null,null,"picks up the total low extreme probability … see counts",null,null,null,null,null,null,null,null," ","std dev",{"$f":"BG745","v":4.325140016144554E-2},null,null,null,"inv.std dev",{"$f":"BP745","v":4.3334845966984954E-2}]
[" ","constant maturity data, please refer to",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"σ =",{"$f":"F745","v":4.4405584317837803E-2},"σ =",3.5429186275635786E-2,"c=",46.11526145878139,"c=",195.03496081034601,"c=",31.829131852518188,"c=",1.9573407316668965,43.795973969733311,"α =",1.2108880491295546,1.1531283522696483,"α =",0.3176477807407625,"α =",1.2752639534782597,null,0,"gen-inverse gamma within the best mixture ",null,null,null,null,null,null,null,null,null,null,null,null,null,null," "]
[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 =",{"$f":"I752","v":1.7172001362278442},{"$f":"LN(T9)-0.5*T13^2","v":1.7248048038749659},null,null,null,null,null,null,null,null,null,null,"NONSENSE","NONSENSE","NONSENSE","NONSENSE","NONSENSE","NONSENSE","β =",2.6813256702549852E-2,2.0046674448626688E-2,"β =",2.030771769112736E-2,"β =",4.0109281181384203E-2,null,0.45484927418361309,null,null,null,null,null,null,null,null,null,null,null,"(for freqabs)",null,null,null,null,null,"α=",{"$f":"(2*(BL10/BL9)^2-1)/((BL10/BL9)^2-1)","v":0.99812768749882219},null,null,null,"α="]
[null,"http://federalreserve.gov/releases/h15/data.htm",null,null,null,null,null,null,null,null,null,null,null,null,null,null,"frequency","σ =",{"$f":"I745","v":0.45231093586537729},{"$f":"(LN((T10/T9)^2+1))^0.5","v":0.42825043789960476},null,null,null,"frequency","mean",null,"L2"," ","L2",null,"exp-symmetric"," ","exp-symmetric"," ","exp-symmetric"," ",6.7261590145317853E-3,"L2","L2",2.5046394831995385E-2,"L2"," ","generalized",null,"gen. gamma-inv.gamma",null,null,null,null,null,"mean","L2","L2","L2","L2","L2","L2",null,null,null,null,null,"θ=",0.86890138582701637,{"$f":"$BL$9*($BL$12-1)","v":-1.8732490764629748E-3},null,null,"θ="]
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["1955-11-19",2.89,1.0000000000000231E-2,1.0000000000000231E-2,1.1210013908206072E-2,3.4662079764863291E-3,3.4662079764863291E-3,3.9771012148906671E-3,-3.5439136838637504,1201.0495494160637,112.99015812559318,7.9652448360083061E-2,3.9573080818055306E-15,15.25,15,2,2.7777777777777779E-3,null,2.6729404893248709E-3,null,0.15250000000000005,0.15000000000000005,1,1.3908205841446453E-3,3.0066502325620803E-4,2.3533448454177889E-8,1.4630267649584638E-5,3.7502966083460893E-8,4.5687788694781517E-4,1.7272256666282968E-8,2.118726652765357E-3,1.4516362869448225E-8,1.616896767252296E-3,1.4002860429732613E-9,1.8141672432796518E-3,4.9102025698841487E-9,1.7822963484317187E-9,1.090810641649731E-3,3.0735824114552779E-3,5.6073017177303356E-8,0,3.8304592025355488E-8,2.2677114053567538E-3,1.5226485392594973E-8,1.2362445185723331E-3,4.7314376332308404E-10,-3.8010893238404238E-2,-4.051089323840424E-2,14,1.9471488178025034E-2,2.9936561926818595E-2,2.9773275520362963E-2,2.495510280305463E-2,2.8477885018599401E-2,2.6624287343789521E-2,2.7196264438823087E-2,3.3652333056577444E-4,null,1.0034722222222223,0.96270245388673836,0.96029870369171844,14,1.9471488178025034E-2,6.3186094328324671E-3,6.3186094328324671E-3,1.6960609733895923E-6,null,0.9965397923875432]
["1955-12-19",2.96,6.999999999999984E-2,6.999999999999984E-2,7.121001390820568E-2,2.393276621162814E-2,2.393276621162814E-2,2.4443659450032476E-2,-3.5199809176521222,1054.3990962702555,103.59449635520035,6.3730493013735248E-2,2.1330318824341876E-10,15.75,15.5,1,1.3888888888888889E-3,null,2.2010612939895591E-3,null,0.15750000000000006,0.15500000000000005,0,0,2.0432514907930965E-4,8.2670824844123003E-10,7.9775726868902552E-6,1.2602310093983647E-12,3.6294457068875019E-4,2.6084903246027954E-9,1.8388205841701755E-3,9.2637291527888913E-8,1.3798589567639574E-3,5.2164677823608685E-8,1.552971177015916E-3,6.607450620937533E-8,1.645307415915482E-8,9.1152632712243609E-4,2.8763950897569002E-3,1.6383462796787338E-7,0,0,2.0234167237186407E-3,8.1073569065827285E-8,1.1030670955642326E-3,2.4094198362703205E-8,-3.301089323840424E-2,-3.5510893238404243E-2,32,4.4506258692628649E-2,3.2919599750624029E-2,3.4561449157165969E-2,2.9233085781611601E-2,3.3669479171371496E-2,3.0991889797384098E-2,3.193834340118254E-2,2.5185372269831419E-4,null,1.0242214532871972,{"$f":"EXP(AU48)","v":0.96752802001824223},0.96511222097522897,32,{"$f":"AX48","v":4.4506258692628649E-2},6.2430884197437475E-3,6.2430884197437475E-3,1.4353629405213557E-5,null,0.97635135135135143]
["1956-01-19",2.9,-6.0000000000000053E-2,6.0000000000000053E-2,5.8789986091794214E-2,-2.0478531343540676E-2,2.0478531343540676E-2,1.996763810513634E-2,-3.5404594489956631,1179.1153025484507,111.61027643278878,7.7168624897952648E-2,6.3381159703790593E-11,16.25,16,0,0,null,1.8145857578395486E-3,null,0.16250000000000006,0.16000000000000006,0,0,1.3710722668447417E-4,3.7224537839817403E-10,4.2643577098377961E-6,3.6009399361293174E-13,2.8829944333974566E-4,1.6458726540595488E-9,1.5970352260310516E-3,6.9877301731069919E-8,1.177464610129686E-3,3.7984189263228857E-8,{"$f":"2*(0.5*(2-(2/(EXP(AI$11*U49)+1))^AI$9)-0.5*(2-(2/(EXP(AI$11*U48)+1))^AI$9))","v":1.3284663016313036E-3},4.8351307248491888E-8,1.1484069647858974E-8,7.6154154004681729E-4,2.6971764428009859E-3,1.440546685861501E-7,0,0,1.8114993293776305E-3,6.4980788521497132E-8,9.8754017422611343E-4,1.9311595954664207E-8,-2.8010893238404239E-2,-3.0510893238404242E-2,15,2.0862308762169681E-2,{"$f":"NORMDIST(AU49,F$743,F$745,TRUE)-NORMDIST(AU48,F$743,F$745,TRUE)","v":3.5744301856322963E-2},3.932981342474054E-2,3.4094563673299216E-2,3.7436666210106988E-2,3.5713138621832119E-2,3.6958103618801141E-2,1.8768699656979138E-4,null,0.97972972972972971,0.97237777440063866,{"$f":"EXP(AV49)","v":0.96994986611453016},15,2.0862308762169681E-2,6.1689137347897827E-3,{"$f":"1-(BL$13/(LN(BH49)+BL$13))^BL$12-(1-(BL$13/(LN(BH48)+BL$13))^BL$12)","v":6.1689137347897827E-3},{"$f":"((BK49-BL49)^2)/102","v":2.1166260532414935E-6},null,{"$f":"1/BG49","v":1.0206896551724138}]
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["1956-03-19",2.96,0.12000000000000011,0.12000000000000011,0.12121001390820595,4.1385216162854281E-2,4.1385216162854281E-2,4.1896109401258617E-2,-3.5199809176521222,1054.3990962702555,103.59449635520035,6.3730493013735248E-2,5.4080683234955266E-9,17.25,17,0,0,null,1.2379672430206101E-3,null,0.17250000000000007,0.17000000000000007,0,0,5.9434169358274502E-5,6.9948920540753582E-11,1.1479219259591389E-6,2.6093559368272054E-14,1.8187349765441674E-4,6.5500929008022043E-10,1.2040950158080932E-3,3.9721775536818963E-8,8.5719270549833304E-4,2.0130940667384986E-8,9.7012982262167924E-4,2.5784982814793722E-8,5.5881301971733115E-9,5.3122554057316584E-4,2.3845647959591654E-3,1.1259701517084705E-7,0,0,1.4655446321005794E-3,4.2531110270867777E-8,7.989427199059406E-4,1.2639791479023807E-8,-1.8010893238404237E-2,-2.051089323840424E-2,31,4.3115438108484005E-2,4.0570495602821111E-2,4.7981699621322815E-2,4.5425013459148345E-2,4.143353254574586E-2,4.5798358099953251E-2,4.6911883637224649E-2,1.0294194057369754E-4,null,1.0422535211267605,0.98215033350229664,0.97969802433224762,31,4.3115438108484005E-2,6.0244770138295767E-3,6.0244770138295767E-3,1.3487641126717338E-5,null,0.95945945945945954]
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["1959-01-19",4.0199999999999996,0.1599999999999997,0.1599999999999997,0.16121001390820555,4.0614719154190126E-2,4.0614719154190126E-2,4.1125612392594463E-2,-3.213888283357162,93.469170473248582,20.595812317579075,1.1985383843912487E-3,4.8380936198138312E-9,null,null,null,null,null,null,null,0.34250000000000019,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,5.6857731766668529E-4,null,0,null,1.2497020877011433E-4,null,6.8127600016453223E-5,null,0.15198910676159583,0.14948910676159582,0,0,1.5033251162810402E-4,7.3151338247923192E-6,5.4540532082486548E-4,6.1812225928616657E-4,1.6826166528283171E-4,2.2843894347390759E-4,null,null,1.0414507772020725,1.1641475550261871,1.1612408210699907,{"$error":"#N/A"},{"$error":"#N/A"},4.1824390635365472E-3,4.1824390635365472E-3,{"$error":"#N/A"},null,0.96019900497512445]
["1959-02-19",3.96,-5.9999999999999609E-2,5.9999999999999609E-2,5.8789986091793769E-2,-1.5037877364540446E-2,1.5037877364540446E-2,1.4526984126136108E-2,-3.2289261607217021,110.41923949035728,23.015999233286912,1.5710531300271876E-3,9.3983750479137666E-12,null,null,null,null,null,null,null,0.3475000000000002,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,5.514532706437647E-4,null,0,null,1.1860132103902465E-4,null,6.4655596247206607E-5,null,0.15698910676159583,0.15448910676159583,0,0,1.0216257453965483E-4,3.9887863434451276E-6,4.5576316356121804E-4,5.5153354778211632E-4,1.2592686134915709E-4,1.8147228534437509E-4,null,null,0.98507462686567171,1.1699828689291767,1.167061564908392,{"$error":"#N/A"},{"$error":"#N/A"},4.1417081786213616E-3,4.1417081786213616E-3,{"$error":"#N/A"},null,1.0151515151515151]
["1959-03-19",3.99,3.0000000000000249E-2,3.0000000000000249E-2,3.1210013908206088E-2,7.5472056353829038E-3,7.5472056353829038E-3,8.0580988737872419E-3,-3.221378955086319,101.65010878308166,21.780703272881933,1.3736091455478882E-3,2.7377611196768701E-13,null,null,null,null,null,null,null,0.3525000000000002,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,5.3507388677775936E-4,null,0,null,1.1264056867288375E-4,null,6.140608776839314E-5,null,0.16198910676159584,0.15948910676159583,0,0,6.8553613342237085E-5,2.132178854918898E-6,3.8077077002340864E-4,4.9377008711305671E-4,9.3843498284895688E-5,1.4414972166987283E-4,null,null,1.0075757575757576,1.175847432464826,1.1729114853467006,{"$error":"#N/A"},{"$error":"#N/A"},4.1015695823672926E-3,4.1015695823672926E-3,{"$error":"#N/A"},null,0.99248120300751885]
["1959-04-19",4.12,0.12999999999999989,0.12999999999999989,0.13121001390820575,3.2061932459662879E-2,3.2061932459662879E-2,3.2572825698067215E-2,-3.1893170226266565,70.046468310269404,16.992508490084496,7.4886063034143905E-4,1.1943527446413906E-9,null,null,null,null,null,null,null,0.35750000000000021,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,5.1939710347304047E-4,null,0,null,1.0705660590426547E-4,null,5.8361986412149213E-5,null,0.16698910676159584,0.16448910676159584,0,0,4.5422232501479698E-5,1.1173026578381595E-6,3.1805219316499711E-4,4.4345930078028533E-4,6.9642632880007049E-5,1.1449543794261885E-4,null,null,1.0325814536340852,1.1817413922475293,1.178790728633232,{"$error":"#N/A"},{"$error":"#N/A"},4.0620118447237674E-3,4.0620118447237674E-3,{"$error":"#N/A"},null,0.96844660194174759]
["1959-05-19",4.3099999999999996,0.1899999999999995,0.1899999999999995,0.19121001390820536,4.5084740754221274E-2,4.5084740754221274E-2,4.559563399262561E-2,-3.1442322818724349,38.847161301829331,11.47024935491419,2.8320937650043253E-4,8.9854442274230408E-9,null,null,null,null,null,null,null,0.36250000000000021,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,5.0438376589467815E-4,null,0,null,1.0182088112054011E-4,null,5.5507727246126488E-5,null,0.17198910676159584,0.16948910676159584,0,0,2.9717084679137251E-5,5.7396096297956944E-7,2.6561277028652741E-4,3.994713599529703E-4,5.1470970286848772E-5,9.0936748827208369E-5,null,null,1.0461165048543688,1.1876648956265876,1.1846994417493748,{"$error":"#N/A"},{"$error":"#N/A"},4.0230238100619209E-3,4.0230238100619209E-3,{"$error":"#N/A"},null,0.95591647331786556]
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["1983-07-19",11.38,0.53000000000000114,0.53000000000000114,0.53121001390820699,4.7692348711716376E-2,4.7692348711716376E-2,4.8203241950120712E-2,-2.1733127572899065,20457.425113512596,747.99836180435625,0.13322538318904839,1.2544619368633133E-8,null,null,null,null,null,null,null,1.8124999999999833,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,1.6291481436447874E-5,null,0,null,3.0323966315748407E-7,null,1.6531132246661912E-7,null,{"$error":"#VALUE!"},null,null,null,null,null,null,{"$error":"#VALUE!"},null,null,null,null,1.0488479262672812,null,null,null,null,null,null,null,null,0.95342706502636199]
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["1984-11-19",11.57,-0.58999999999999986,0.58999999999999986,0.588789986091794,-4.9736335332435676E-2,4.9736335332435676E-2,4.9225442094031339E-2,-2.1567546447825063,25342.072893648074,862.7694470553115,0.15285230571702871,1.4227799989893435E-8,null,null,null,null,null,null,null,1.8924999999999816,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,1.4849827100316126E-5,null,0,null,2.5943439463382845E-7,null,1.4143084853636654E-7,null,{"$error":"#VALUE!"},null,null,null,null,null,null,{"$error":"#VALUE!"},null,null,null,null,0.9514802631578948,null,null,null,null,null,null,null,null,1.0509939498703542]
["1984-12-19",11.5,-7.0000000000000284E-2,7.0000000000000284E-2,6.8789986091794444E-2,-6.0685058363809004E-3,6.0685058363809004E-3,5.5576125979765623E-3,-2.1628231506188871,23440.512301068917,819.05185718367602,0.14539717388803447,2.946657246824144E-14,null,null,null,null,null,null,null,1.8974999999999815,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,1.476600548921958E-5,null,0,null,2.5697350780617967E-7,null,1.400892942961218E-7,null,{"$error":"#VALUE!"},null,null,null,null,null,null,{"$error":"#VALUE!"},null,null,null,null,0.99394987035436466,null,null,null,null,null,null,null,null,1.0060869565217392]
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[]
[]
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