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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,null,"αβ=",{"$f":"AI3*AI4","v":3.118914785561817E-2},"β/(α-1)=",2.516502218280801E+48]
["Series ID:          ","GS10",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null,"τ=",1.4211623330653493,"τ=",5.2639028351550252E-2," "]
["Source:             ","Board of Governors of the Federal Reserve System",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"mean",{"$f":"AF11*AF12","v":3.2606163060275674E-2},{"$f":"AG12/(AG11-1)","v":0.13328667427394011},"α =",0.72203653702718829,"α =",316.48974101556655,null,null,"These are all based on best mix of a stand-alone"]
["Release:            ","H.15 Selected Interest Rates",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," "," ",null,"std dev",{"$f":"AF12*AF11^0.5","v":2.9696717534856799E-2},{"$f":"AG3/(AG11-2)^0.5","v":{"$error":"#NUM!"}},"β =",4.3196079777391851E-2,"β =",7.9512915970221819E+45,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",5.3652608829516807E-3,"rms error",8.5140392414555875E-3,"rms error",5.343106712763202E-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,{"$f":" (($X7-Y7)^2)/50","v":0},null,null," ","α =",{"$f":"($AF$9/$AF$10)^2","v":1.009921521694257},"normalized",{"$f":"2+($AF$9/$AF$10)^2","v":3.009921521694257},"     this should pick up Weibull",null,null,"and inv. Weibull",null,null,null,null," "]
["Date Range:         ","1953-04 to 2013-05",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LN(data)","data",null,null,null,null,null,null,null,null,null,"β =",{"$f":"$AF$9/$AE$7","v":3.1484627354842261E-2},"abslogdelta",{"$f":"$AF$9*($AG$7-1)","v":6.3909480189134699E-2},null,null,null,null,null,null," "," "]
["Last Updated:       ","2013-06-06",null,null,null,null,null,null," ",null,null,null,null,null,null,null,null,"mean",{"$f":"EXP(S12+0.5*S13^2)","v":6.158529788527118},{"$f":"B745","v":6.1383933518005618},null," ",null,null,null,null,null,"α=",1," ","mean",{"$f":"$H745","v":3.1797002768178928E-2},null,"αβ=",{"$f":"AI11*AI12","v":6.6205938745112908E-3},"β/(α-1)=",{"$f":"AK11*AK12","v":4.9624249853794669E-2},null," "]
["Notes:              ","Averages of business days. For further information regarding treasury",null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,"std dev",{"$f":"S9*(EXP(S13^2)-1)^0.5","v":2.9565898648161824},{"$f":"B747","v":2.764837268179178},null,null,null,"µ =",0,"µ =",0,"µ =",0," ","std dev",{"$f":"$H747","v":3.1640429566568803E-2},null,"τ=",3.2890507418579555,"τ=",2.0281325890224746,null," ","These are based on the gen-gamma and ",null,null,null,null,null,null,"picks up the total low extreme probability … see counts"]
[" ","constant maturity data, please refer to",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"σ =",{"$f":"F747","v":4.4857175214190408E-2},"σ =",3.5529039932295003E-2,"c=",45.971835587446783," ","α =",1.2055424177707441,1.1499098426021712,"α =",0.33430691916096783,"α =",1.2550319782875896,null," ","gen-inverse gamma within the best mixture "]
[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 =",{"$f":"I754","v":1.7141370247867238},{"$f":"LN(T9)-0.5*T13^2","v":1.7222055459598211},null,null,null,null,null,null,null,null,null,null,"β =",2.70468816191222E-2,1.9980984361373227E-2,"β =",1.9803939120157706E-2,"β =",3.9540227430303221E-2,null,0.44717956225945538,null,null,null,null,null,null,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 =",{"$f":"I747","v":0.45541421492674616},{"$f":"(LN((T10/T9)^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"]
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["10-percentile",{"$f":"PERCENTILE(B16:B737,0.1)","v":3.0140000000000002},{"$f":"PERCENTILE(C17:C737,0.1)","v":-0.27999999999999936},{"$f":"PERCENTILE(D17:D737,0.1)","v":2.0000000000000018E-2},2.1248266296810005E-2,-4.984780572756764E-2,4.2105325363434578E-3,4.2552683125336044E-3,{"$f":"PERCENTILE(I16:I737,0.1)","v":-3.5019099560414531}]
["median",{"$f":"MEDIAN(B16:B737)","v":5.74},{"$f":"MEDIAN(C17:C737)","v":0},{"$f":"MEDIAN(D17:D737)","v":0.13999999999999968},0.13875173370318969,0,2.4227295335324271E-2,2.424915977693597E-2,{"$f":"MEDIAN(I16:I737)","v":-2.8577109756566164},null,null,null,null," "]
["90-percentile",{"$f":"PERCENTILE(B16:B737,0.9)","v":9.7799999999999994},{"$f":"PERCENTILE(C17:C737,0.9)","v":0.28000000000000025},{"$f":"PERCENTILE(D17:D737,0.9)","v":0.41000000000000014},0.41124826629681011,4.5182222793232973E-2,6.7703796219821283E-2,6.7522594023464527E-2,{"$f":"PERCENTILE(I16:I737,0.9)","v":-2.3248307019413654}]
["maximum",{"$f":"MAX(B16:B737)","v":15.32},{"$f":"MAX(C17:C737)","v":1.6099999999999994},{"$f":"MAX(D17:D737)","v":1.7599999999999998},1.7587517337031897,0.17830951530399383,0.37753033077661036,0.37699946155505926,{"$f":"MAX(I16:I737)","v":-1.876011021675646}]
[]
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["standard deviation",{"$f":"STDEVP(B16:B737)","v":2.764837268179178},{"$f":"STDEVP(C17:C737)","v":0.27452057960628146},{"$f":"STDEVP(D17:D737)","v":0.20000604214087547},0.19995818624447631,{"$f":"STDEVP(F17:F737)","v":4.4857175214190408E-2},3.1664845774641619E-2,3.1640429566568803E-2,{"$f":"STDEVP(I16:I737)","v":0.45541421492674616}]
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["skewness",{"$f":"SKEW(B16:B737)*((STDEV(B16:B737)/STDEVP(B16:B737))^3)*721*720/722^2","v":0.90228791548909304},{"$f":"SKEW(C17:C737)*((STDEV(C17:C737)/STDEVP(C17:C737))^3)*720*719/721^2","v":-0.46801676496212075},2.928383791626513,2.9281375216829368,-1.0100426092514128,3.4283697182063118,3.4245939111969754,{"$f":"SKEW(I16:I737)*((STDEV(I16:I737)/STDEVP(I16:I737))^3)*721*720/722^2","v":-0.17887944096299263}]
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["6th-osis",{"$f":"$J$745/$B$747^6","v":22.075400243304145},null,null,null,{"$f":"$M$745/$F$747^6","v":574.46200401381066},null,null,{"$f":"$L$745/$I$747^6","v":11.138602921638153},null," "," "]
[]
[null,null,null,null,null,null,null,null,{"$f":"I745+LN(100)","v":1.7141370247867238}]
[null,null,"      MEAN /LOGDELTA/ - /MEAN LOGDELTA/ =",null,null,null,{"$f":"G745-ABS(F745)","v":3.1246253561909468E-2},null,"adjusted mean"]
[null,null,null,null,null,null,null,null,{"$f":"I747/I754","v":0.26568133605503891}]
[" ",null,null,null,null,null,null,null,"adjusted coeff of var",null,null,null," "]
[]
[]
[null,null,null,null," "]