The name is absent



Table 2

Descriptive Statistics, Yield Curve Residuals

Maturity
(Months)

Mean

Standard

Deviation

Min.

Max.

MAE

RMSE

^(1)

^(12)

^(30)

3

-0.018

0.080

-0.332

0.156

0.061

0.082

0.777

0.157

-0.360

6

-0.013

0.042

-0.141

0.218

0.032

0.044

0.291

0.257

-0.046

9

-0.026

0.062

-0.200

0.218

0.052

0.067

0.704

0.216

-0.247

12

0.013

0.080

-0.160

0.267

0.064

0.081

0.563

0.322

-0.266

15

0.063

0.050

-0.063

0.243

0.067

0.080

0.650

0.139

-0.070

18

0.048

0.035

-0.048

0.165

0.052

0.059

0.496

0.183

-0.139

21

0.026

0.030

-0.091

0.101

0.033

0.040

0.370

-0.044

-0.011

24

-0.027

0.045

-0.190

0.082

0.037

0.052

0.667

0.212

0.056

30

-0.020

0.036

-0.200

0.098

0.029

0.041

0.398

0.072

-0.058

36

-0.037

0.046

-0.203

0.128

0.047

0.059

0.597

0.053

-0.017

48

-0.018

0.065

-0.204

0.230

0.052

0.067

0.754

0.239

-0.321

60

-0.053

0.058

-0.199

0.186

0.066

0.079

0.758

-0.021

-0.175

72

0.010

0.080

-0.133

0.399

0.056

0.081

0.904

0.278

-0.163

84

0.001

0.062

-0.259

0.263

0.044

0.062

0.589

0.019

0.000

96

0.032

0.045

-0.202

0.111

0.045

0.055

0.697

0.120

-0.144

108

0.033

0.046

-0.161

0.132

0.047

0.057

0.669

0.081

-0.176

120

-0.016

0.071

-0.256

0.164

0.057

0.073

0.623

0.252

-0.070



More intriguing information

1. The Impact of Individual Investment Behavior for Retirement Welfare: Evidence from the United States and Germany
2. Evaluating the Success of the School Commodity Food Program
3. Transgression et Contestation Dans Ie conte diderotien. Pierre Hartmann Strasbourg
4. Geography, Health, and Demo-Economic Development
5. Global Excess Liquidity and House Prices - A VAR Analysis for OECD Countries
6. The name is absent
7. The Macroeconomic Determinants of Volatility in Precious Metals Markets
8. The name is absent
9. Self-Help Groups and Income Generation in the Informal Settlements of Nairobi
10. A simple enquiry on heterogeneous lending rates and lending behaviour
11. Pupils’ attitudes towards art teaching in primary school: an evaluation tool
12. Co-ordinating European sectoral policies against the background of European Spatial Development
13. The name is absent
14. Does Presenting Patients’ BMI Increase Documentation of Obesity?
15. TLRP: academic challenges for moral purposes
16. The name is absent
17. The Complexity Era in Economics
18. Foreign direct investment in the Indian telecommunications sector
19. Visual Perception of Humanoid Movement
20. The name is absent