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["6th-osis",{"$f":"$J$7/$B$9^6","v":21.598299326491659},null,null,null,{"$f":"$M$7/$F$9^6","v":426.04159676989758},null,null,{"$f":"$L$7/$I$9^6","v":7.5497998705699674},null," "]
[]
[null,null,null,null,null,null,null,null,{"$f":"I7+LN(100)","v":1.7438973062951657}]
[null,null,"      MEAN /LOGDELTA/ - /MEAN LOGDELTA/ =",null,null,null,{"$f":"G7-ABS(F7)","v":2.5863657128092726E-2},null,"adjusted mean"]
[null,null,null,null,null,null,null,null,{"$f":"I9/I16","v":0.24209179840405085}]
[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=",2.3085602990697326E-2,"β/(α-1)=",1858657833444955.7]
["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=",1.7292035713220586,"τ=",0.11795913543898258," "]
["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",{"$f":"AF30*AF31","v":2.7655695733937089E-2},{"$f":"AG31/(AG30-1)","v":0.12682933482158623},"α =",0.53921804272096008,"α =",61.310644143685217,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",{"$f":"AF31*AF30^0.5","v":2.5590284675525651E-2},{"$f":"AG22/(AG30-2)^0.5","v":{"$error":"#NUM!"}},"β =",4.2813112992667227E-2,"β =",30315418462886.773,null,0.93155122065428797,"best gen-gamma and best gen-inverse gamma"]
["Seasonal Adjustment:","Not Applicable",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LOGNORMAL TO FIT VALUES",null,null,null,"VARIOUS DISTRIBUTIONS TO FIT NORMALIZED /LOGDELTA/",null,null,null,null,null," ",null,null," ","from",null,"rms error",3.4228587259504156E-3,"rms error",8.9104546421811398E-3,"rms error",3.0889724536231036E-3]
["Frequency:          ","Monthly",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,null,null,null," ",null,null,null," "," ","data on",null,null," "]
["Units:              ","Percent",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"from ","from",null,null,null,null,null,{"$f":" (($X26-Y26)^2)/50","v":0},null,null," ","α =",{"$f":"($AF$28/$AF$29)^2","v":1.0212340639999868},"normalized",{"$f":"2+($AF$28/$AF$29)^2","v":3.0212340639999868},"     this should pick up Weibull",null,null,"and inv. Weibull",null,null,null,null," "]
["Date Range:         ",{"$f":"A35","v":"1953-04-15"},{"$f":"OFFSET(A35,(COUNTA(A35:A7001)-1),0)","v":"2015-04-15T12:00:00"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"LN(data)","data",null,null,null,null,null,null,null,null,null,"β =",{"$f":"$AF$28/$AE$26","v":2.5855028318275207E-2},"abslogdelta",{"$f":"$AF$28*($AG$26-1)","v":5.3368736271343017E-2},null,null,null,null,null,null," "," "]
["Last Updated:       ","2015-05-27",null,null,null,null,null,null," ",null,null,null,null,null,null,null,null,"mean",{"$f":"EXP(S31+0.5*S32^2)","v":6.2527204953663746},{"$f":"B7","v":6.2488456375838952},null," ",null,null,null,null,null,"α=",1," ","mean",{"$f":"$H7","v":2.6404035644306934E-2},null,"αβ=",{"$f":"AI30*AI31","v":9.5963825480153506E-3},"β/(α-1)=",{"$f":"AK30*AK31","v":5.5199655409377475E+18},null," ",null,null,null,"make AQ35 and AR35 green"]
["Notes:              ","Averages of business days. For further information regarding treasury",null,null,null,null,null,null,null,null,null,null,null,null,null," ",null,"std dev",{"$f":"S28*(EXP(S32^2)-1)^0.5","v":2.7619091073509834},{"$f":"B9","v":2.6794381378493242},null,null,null,"µ =",0,"µ =",0,"µ =",0," ","std dev",{"$f":"$H9","v":2.6128090043099281E-2},null,"τ=",3.9701833299888136,"τ=",0.10385212877359101,null," ","These are based on the gen-gamma and ",null,null,null,null,null,null,"picks up the total low extreme probability … see counts"]
[" ","constant maturity data, please refer to",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"σ =",{"$f":"F9","v":3.6688683270688083E-2},"σ =",2.9914589785923085E-2,"c=",54.553635771763219," ","α =",1.1679357242817676,1.1391930552715521,"α =",0.18813468641502309,"α =",82.778308981753668,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 =",{"$f":"I16","v":1.7438973062951657},{"$f":"LN(T28)-0.5*T32^2","v":1.7480064946922198},null,null,null,null,null,null,null,null,null,null,"β =",2.367912476600046E-2,1.7653762611875241E-2,"β =",5.1008044985632446E-2,"β =",6.6683719549700888E+16,null,0.64003604874092113,null,null,null,null,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 =",{"$f":"I9","v":0.42218323511297656},{"$f":"(LN((T29/T28)^2+1))^0.5","v":0.41082904963193612},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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["2015-01-14T04:30:00",2.2000000000000002,-0.34999999999999964,0.34999999999999964,0.20999999999999952,-0.14763599880606443,0.14763599880606443,0.10705071869098609,-3.8167128256238212,4405.4199840387109,268.73539960985642,0.76071217715663031,1.5050035481252001E-6]
["2015-02-13T15:00:00",2.34,0.13999999999999968,0.13999999999999968,0.2799999999999998,6.1693569005339753E-2,6.1693569005339753E-2,0.10227884912041808,-3.7550192566184815,3566.9015413082907,233.4501089731678,0.50966612086025509,1.1447614477937561E-6]
["2015-03-16T01:30:00",2.41,7.0000000000000284E-2,7.0000000000000284E-2,0.21000000000000041,2.947581813295368E-2,2.947581813295368E-2,7.0061098248032014E-2,-3.7255434384855279,3200.3972994518276,217.17138289953573,0.41677178937051307,1.1826647295693239E-7]
["2015-04-15T12:00:00",2.33,-8.0000000000000071E-2,8.0000000000000071E-2,6.0000000000000053E-2,-3.375847992495442E-2,3.375847992495442E-2,6.8268001901239106E-3,-3.7593019184104821,3622.0041396400034,235.84823376728707,0.52449612214503571,1.0122858156301183E-13]
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