This section describes main characteristics of the treasury data set and its attributes:
General information
Treasury data set |
Type | Regression | Origin | Real world |
Features | 15 | (Real / Integer / Nominal) | (15 / 0 / 0) |
Instances | 1049 | Missing values? | No |
Attribute description
Attribute | Domain | Attribute | Domain |
1Y-CMaturityRate | [77.055, 142.645] | DemandDeposits | [105.6, 533.0] |
30Y-CMortgageRate | [3.02, 17.15] | FederalFunds | [225.8, 412.1] |
3M-Rate-AuctionAverage | [6.49, 18.63] | MoneyStock | [2.86, 20.06] |
3M-Rate-SecondaryMarket | [2.67, 16.75] | CheckableDeposits | [381.1, 1154.1] |
3Y-CMaturityRate | [2.69, 16.76] | LoansLeases | [269.9, 803.4] |
5Y-CMaturityRate | [4.09, 16.47] | SavingsDeposits | [868.1, 3550.3] |
BankCredit | [4.17, 16.13] | TradeCurrencies | [175.6, 1758.1] |
Currency | [1130.9, 4809.2] | 1MonthCDRate | [3.02, 20.76] |
Additional information
This file contains the Economic data information of USA from 01/04/1980 to 02/04/2000 on a weekly basis. From given features, the goal is to predict 1 Month CD Rate.
In this section you can download some files related to the treasury data set:
- The complete data set already formatted in KEEL format can be downloaded from
here.
- A copy of the data set already partitioned by means of a 5-folds cross validation procedure can be downloaded from here.
- The header file associated to this data set can be downloaded from here.
- This is not a native data set from the KEEL project. It has been obtained from the Bilkent University Function Approximation Repository. The original page where the data set can be found is: http://funapp.cs.bilkent.edu.tr/DataSets/.
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