interest.rates

Partial realizations of time series of long-term interest rates (10-year bonds) for several countries.

This package contains a set of measures of dissimilarity between time series to perform time series clustering. Metrics based on raw data, on generating models and on the forecast behavior are implemented. Some additional utilities related to time series clustering are also provided, such as clustering algorithms and cluster evaluation metrics.

Pablo Montero

TSclust

Time series clustering utilities

interest.rates function

A <code>ts</code> object with 215 observations of the monthly long-term interest rates (10-year bonds) from January 1995 to November 2012 of several countries.

interest.rates: Long-Term Interest Rates from 1995 to 2012

Description

Usage

Arguments

format