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["6th-osis",{"$f":"$J$7/$B$9^6","v":22.075400243304145},null,null,null,{"$f":"$M$7/$F$9^6","v":574.46200401381066},null,null,{"$f":"$L$7/$I$9^6","v":11.138602921638153},null," "]
[]
[null,null,null,null,null,null,null,null,{"$f":"I7+LN(100)","v":1.7141370247867238}]
[null,null,"      MEAN /LOGDELTA/ - /MEAN LOGDELTA/ =",null,null,null,{"$f":"G7-ABS(F7)","v":3.1246253561909468E-2},null,"adjusted mean"]
[null,null,null,null,null,null,null,null,{"$f":"I9/I16","v":0.26568133605503891}]
[null,null,null,null,null,null,null,null,"adjusted coeff of var"]
["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,null,"αβ=",3.1189148878086468E-2,"β/(α-1)=",3052215.212105846]
["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=",1.4211622367699028,"τ=",0.19952621144136654," "]
["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",{"$f":"AF30*AF31","v":3.2606163062662702E-2},{"$f":"AG31/(AG30-1)","v":0.13328667859634213},"α =",0.72203661260592322,"α =",22.333361243884301,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",{"$f":"AF31*AF30^0.5","v":2.9696717543818408E-2},{"$f":"AG22/(AG30-2)^0.5","v":{"$error":"#NUM!"}},"β =",4.3196076671958239E-2,"β =",136666.1819855556,null,0.93155122065428797,"best gen-gamma and best gen-inverse gamma"]
["Seasonal Adjustment:","Not Applicable",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LOGNORMAL TO FIT VALUES",null,null,null,"VARIOUS DISTRIBUTIONS TO FIT NORMALIZED /LOGDELTA/",null,null,null,null,null," ",null,null," ","from",null,"rms error",5.3652608829516729E-3,"rms error",9.2593117434348338E-3,"rms error",5.1911731874154177E-3]
["Frequency:          ","Monthly",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null," ",null,null,null," "," ","data on",null,null," "]
["Units:              ","Percent",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"from ","from",null,null,null,null,null,{"$f":" (($X26-Y26)^2)/50","v":0},null,null," ","α =",{"$f":"($AF$28/$AF$29)^2","v":1.009921521694257},"normalized",{"$f":"2+($AF$28/$AF$29)^2","v":3.009921521694257},"     this should pick up Weibull",null,null,"and inv. Weibull",null,null,null,null," "]
["Date Range:         ",{"$f":"A35","v":"1953-04-15"},{"$f":"OFFSET(A35,(COUNTA(A35:A7000)-1),0)","v":"2013-05-15T10:30:00"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LN(data)","data",null,null,null,null,null,null,null,null,null,"β =",{"$f":"$AF$28/$AE$26","v":3.1484627354842261E-2},"abslogdelta",{"$f":"$AF$28*($AG$26-1)","v":6.3909480189134699E-2},null,null,null,null,null,null," "," "]
["Last Updated:       ","2013-06-06",null,null,null,null,null,null," ",null,null,null,null,null,null,null,null,"mean",{"$f":"EXP(S31+0.5*S32^2)","v":6.158529788527118},{"$f":"B7","v":6.1383933518005618},null," ",null,null,null,null,null,"α=",1," ","mean",{"$f":"$H7","v":3.1797002768178928E-2},null,"αβ=",{"$f":"AI30*AI31","v":1.9668907265758543E-2},"β/(α-1)=",{"$f":"AK30*AK31","v":132.56438216353229},null," ",null,null,null,"make AQ35 and AR35 green"]
["Notes:              ","Averages of business days. For further information regarding treasury",null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,"std dev",{"$f":"S28*(EXP(S32^2)-1)^0.5","v":2.9565898648161824},{"$f":"B9","v":2.764837268179178},null,null,null,"µ =",0,"µ =",0,"µ =",0," ","std dev",{"$f":"$H9","v":3.1640429566568803E-2},null,"τ=",2.6312402360466614,"τ=",0.32999660958717003,null," ","These are based on the gen-gamma and ",0,null,0,null,null,null,"picks up the total low extreme probability … see counts"]
[" ","constant maturity data, please refer to",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"σ =",{"$f":"F9","v":4.4857175214190408E-2},"σ =",3.5529039930518633E-2,"c=",45.971835558307518," ","α =",1.2055424172196589,1.1499098376720129,"α =",0.3194829469821332,"α =",8.8631720047323803,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 =",{"$f":"I16","v":1.7141370247867238},{"$f":"LN(T28)-0.5*T32^2","v":1.7222055459598211},null,null,null,null,null,null,null,null,null,null,"β =",2.7046881633466083E-2,1.998098435221941E-2,"β =",6.1564811053462919E-2,"β =",14.956765150529764,null,0.7284010787603975,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 =",{"$f":"I9","v":0.45541421492674616},{"$f":"(LN((T29/T28)^2+1))^0.5","v":0.42978481329624552},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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