Dynamic Factor Modeling
/*--------------------------------------------------------------
SAS Sample Library
Name: ssmex07.sas
Description: Example program from SAS/ETS User's Guide,
The SSM Procedure
Title: Dynamic Factor Modeling
Product: SAS/ETS Software
Keys: Dynamic Factor Modeling
PROC: SSM
Notes:
--------------------------------------------------------------*/
title;
data Dns;
input date : date. yield maturity mtype;
format date date.;
datalines;
1-Jan-70 8.019 3 1
1-Jan-70 8.091 6 2
1-Jan-70 8.108 9 3
1-Jan-70 8.01 12 4
1-Jan-70 7.836 15 5
1-Jan-70 7.888 18 6
1-Jan-70 7.896 21 7
1-Jan-70 7.989 24 8
1-Jan-70 8.058 30 9
1-Jan-70 8.065 36 10
1-Jan-70 8.088 48 11
1-Jan-70 8.067 60 12
1-Jan-70 7.815 72 13
1-Jan-70 7.515 84 14
1-Jan-70 7.515 96 15
1-Jan-70 7.515 108 16
1-Jan-70 7.515 120 17
1-Feb-70 6.983 3 1
1-Feb-70 6.987 6 2
1-Feb-70 6.97 9 3
1-Feb-70 6.922 12 4
1-Feb-70 6.938 15 5
1-Feb-70 6.965 18 6
1-Feb-70 6.957 21 7
1-Feb-70 7.024 24 8
1-Feb-70 7.057 30 9
1-Feb-70 7.03 36 10
1-Feb-70 7.162 48 11
1-Feb-70 7.145 60 12
1-Feb-70 7.043 72 13
1-Feb-70 7.02 84 14
1-Feb-70 7.02 96 15
1-Feb-70 7.02 108 16
1-Feb-70 7.02 120 17
1-Mar-70 6.495 3 1
1-Mar-70 6.648 6 2
1-Mar-70 6.473 9 3
1-Mar-70 6.611 12 4
1-Mar-70 6.756 15 5
1-Mar-70 6.735 18 6
1-Mar-70 6.806 21 7
1-Mar-70 6.911 24 8
1-Mar-70 6.87 30 9
1-Mar-70 6.862 36 10
1-Mar-70 7.135 48 11
1-Mar-70 7.052 60 12
1-Mar-70 6.956 72 13
1-Mar-70 7.163 84 14
1-Mar-70 7.163 96 15
1-Mar-70 7.163 108 16
1-Mar-70 7.163 120 17
1-Apr-70 7.052 3 1
1-Apr-70 7.368 6 2
1-Apr-70 7.435 9 3
1-Apr-70 7.492 12 4
1-Apr-70 7.552 15 5
1-Apr-70 7.489 18 6
1-Apr-70 7.55 21 7
1-Apr-70 7.581 24 8
1-Apr-70 7.673 30 9
1-Apr-70 7.736 36 10
1-Apr-70 7.815 48 11
1-Apr-70 7.742 60 12
1-Apr-70 7.771 72 13
1-Apr-70 7.812 84 14
1-Apr-70 7.812 96 15
1-Apr-70 7.812 108 16
1-Apr-70 7.812 120 17
1-May-70 7.079 3 1
1-May-70 7.268 6 2
1-May-70 7.429 9 3
1-May-70 7.441 12 4
1-May-70 7.519 15 5
1-May-70 7.571 18 6
1-May-70 7.665 21 7
1-May-70 7.745 24 8
1-May-70 7.655 30 9
1-May-70 7.604 36 10
1-May-70 7.675 48 11
1-May-70 7.606 60 12
1-May-70 7.65 72 13
1-May-70 7.628 84 14
1-May-70 7.628 96 15
1-May-70 7.628 108 16
1-May-70 7.628 120 17
1-Jun-70 6.585 3 1
1-Jun-70 6.677 6 2
1-Jun-70 7.136 9 3
1-Jun-70 7.192 12 4
1-Jun-70 7.262 15 5
1-Jun-70 7.367 18 6
1-Jun-70 7.411 21 7
1-Jun-70 7.453 24 8
1-Jun-70 7.529 30 9
1-Jun-70 7.571 36 10
1-Jun-70 7.629 48 11
1-Jun-70 7.543 60 12
1-Jun-70 7.501 72 13
1-Jun-70 7.746 84 14
1-Jun-70 7.746 96 15
1-Jun-70 7.746 108 16
1-Jun-70 7.746 120 17
1-Jul-70 6.466 3 1
1-Jul-70 6.643 6 2
1-Jul-70 6.87 9 3
1-Jul-70 6.811 12 4
1-Jul-70 6.989 15 5
1-Jul-70 7.102 18 6
1-Jul-70 7.154 21 7
1-Jul-70 7.186 24 8
1-Jul-70 7.276 30 9
1-Jul-70 7.318 36 10
1-Jul-70 7.485 48 11
1-Jul-70 7.373 60 12
1-Jul-70 7.369 72 13
1-Jul-70 7.466 84 14
1-Jul-70 7.466 96 15
1-Jul-70 7.466 108 16
1-Jul-70 7.466 120 17
1-Aug-70 6.396 3 1
1-Aug-70 6.717 6 2
1-Aug-70 6.864 9 3
1-Aug-70 6.8 12 4
1-Aug-70 6.833 15 5
1-Aug-70 6.962 18 6
1-Aug-70 7.036 21 7
1-Aug-70 7.012 24 8
1-Aug-70 7.072 30 9
1-Aug-70 7.191 36 10
1-Aug-70 7.363 48 11
1-Aug-70 7.255 60 12
1-Aug-70 7.239 72 13
1-Aug-70 7.512 84 14
1-Aug-70 7.512 96 15
1-Aug-70 7.512 108 16
1-Aug-70 7.512 120 17
1-Sep-70 5.923 3 1
1-Sep-70 6.586 6 2
1-Sep-70 6.555 9 3
1-Sep-70 6.594 12 4
1-Sep-70 6.541 15 5
1-Sep-70 6.648 18 6
1-Sep-70 6.584 21 7
1-Sep-70 6.555 24 8
1-Sep-70 6.687 30 9
1-Sep-70 6.829 36 10
1-Sep-70 6.978 48 11
1-Sep-70 7.05 60 12
1-Sep-70 7.07 72 13
1-Sep-70 7.266 84 14
1-Sep-70 7.266 96 15
1-Sep-70 7.266 108 16
1-Sep-70 7.266 120 17
1-Oct-70 5.938 3 1
1-Oct-70 6.16 6 2
1-Oct-70 6.353 9 3
1-Oct-70 6.324 12 4
1-Oct-70 6.351 15 5
1-Oct-70 6.479 18 6
1-Oct-70 6.517 21 7
1-Oct-70 6.511 24 8
1-Oct-70 6.492 30 9
1-Oct-70 6.703 36 10
1-Oct-70 6.852 48 11
1-Oct-70 6.877 60 12
1-Oct-70 7.027 72 13
1-Oct-70 7.096 84 14
1-Oct-70 7.096 96 15
1-Oct-70 7.096 108 16
1-Oct-70 7.096 120 17
1-Nov-70 5.09 3 1
1-Nov-70 5.038 6 2
1-Nov-70 5.093 9 3
1-Nov-70 5.099 12 4
1-Nov-70 5.175 15 5
1-Nov-70 5.162 18 6
1-Nov-70 5.193 21 7
1-Nov-70 5.313 24 8
1-Nov-70 5.473 30 9
1-Nov-70 5.635 36 10
1-Nov-70 5.824 48 11
1-Nov-70 5.906 60 12
1-Nov-70 6.288 72 13
1-Nov-70 6.308 84 14
1-Nov-70 6.308 96 15
1-Nov-70 6.308 108 16
1-Nov-70 6.308 120 17
1-Dec-70 4.915 3 1
1-Dec-70 4.956 6 2
1-Dec-70 4.95 9 3
1-Dec-70 4.886 12 4
1-Dec-70 5.141 15 5
1-Dec-70 5.236 18 6
1-Dec-70 5.339 21 7
1-Dec-70 5.403 24 8
1-Dec-70 5.537 30 9
1-Dec-70 5.768 36 10
1-Dec-70 5.813 48 11
1-Dec-70 5.922 60 12
1-Dec-70 6.131 72 13
1-Dec-70 6.142 84 14
1-Dec-70 6.142 96 15
1-Dec-70 6.142 108 16
1-Dec-70 6.142 120 17
1-Jan-71 4.194 3 1
1-Jan-71 4.261 6 2
1-Jan-71 4.303 9 3
1-Jan-71 4.31 12 4
1-Jan-71 4.255 15 5
1-Jan-71 4.385 18 6
1-Jan-71 4.528 21 7
1-Jan-71 4.643 24 8
1-Jan-71 4.955 30 9
1-Jan-71 5.234 36 10
1-Jan-71 5.602 48 11
1-Jan-71 5.655 60 12
1-Jan-71 6.1 72 13
1-Jan-71 6.068 84 14
1-Jan-71 6.068 96 15
1-Jan-71 6.068 108 16
1-Jan-71 6.068 120 17
1-Feb-71 3.437 3 1
1-Feb-71 3.616 6 2
1-Feb-71 3.745 9 3
1-Feb-71 3.772 12 4
1-Feb-71 3.77 15 5
1-Feb-71 3.933 18 6
1-Feb-71 4.131 21 7
1-Feb-71 4.278 24 8
1-Feb-71 4.543 30 9
1-Feb-71 4.836 36 10
1-Feb-71 5.154 48 11
1-Feb-71 5.304 60 12
1-Feb-71 5.849 72 13
1-Feb-71 5.786 84 14
1-Feb-71 5.786 96 15
1-Feb-71 5.786 108 16
1-Feb-71 5.786 120 17
1-Mar-71 3.629 3 1
1-Mar-71 3.741 6 2
1-Mar-71 3.718 9 3
1-Mar-71 3.758 12 4
1-Mar-71 3.904 15 5
1-Mar-71 3.978 18 6
1-Mar-71 4.075 21 7
1-Mar-71 4.147 24 8
1-Mar-71 4.273 30 9
1-Mar-71 4.514 36 10
1-Mar-71 4.818 48 11
1-Mar-71 4.977 60 12
1-Mar-71 5.435 72 13
1-Mar-71 5.313 84 14
1-Mar-71 5.313 96 15
1-Mar-71 5.313 108 16
1-Mar-71 5.313 120 17
1-Apr-71 3.961 3 1
1-Apr-71 4.282 6 2
1-Apr-71 4.522 9 3
1-Apr-71 4.552 12 4
1-Apr-71 4.701 15 5
1-Apr-71 4.9 18 6
1-Apr-71 5.081 21 7
1-Apr-71 5.216 24 8
1-Apr-71 5.491 30 9
1-Apr-71 5.708 36 10
1-Apr-71 5.799 48 11
1-Apr-71 5.973 60 12
1-Apr-71 6.217 72 13
1-Apr-71 6.055 84 14
1-Apr-71 6.055 96 15
1-Apr-71 6.055 108 16
1-Apr-71 6.055 120 17
1-May-71 4.378 3 1
1-May-71 4.618 6 2
1-May-71 4.747 9 3
1-May-71 4.886 12 4
1-May-71 5.141 15 5
1-May-71 5.252 18 6
1-May-71 5.331 21 7
1-May-71 5.406 24 8
1-May-71 5.713 30 9
1-May-71 5.854 36 10
1-May-71 5.84 48 11
1-May-71 6.206 60 12
1-May-71 6.407 72 13
1-May-71 6.243 84 14
1-May-71 6.243 96 15
1-May-71 6.243 108 16
1-May-71 6.243 120 17
1-Jun-71 5.271 3 1
1-Jun-71 5.516 6 2
1-Jun-71 5.9 9 3
1-Jun-71 6.057 12 4
1-Jun-71 6.14 15 5
1-Jun-71 6.144 18 6
1-Jun-71 6.151 21 7
1-Jun-71 6.267 24 8
1-Jun-71 6.535 30 9
1-Jun-71 6.677 36 10
1-Jun-71 6.614 48 11
1-Jun-71 6.783 60 12
1-Jun-71 6.946 72 13
1-Jun-71 6.792 84 14
1-Jun-71 6.792 96 15
1-Jun-71 6.792 108 16
1-Jun-71 6.792 120 17
1-Jul-71 5.369 3 1
1-Jul-71 5.822 6 2
1-Jul-71 6.035 9 3
1-Jul-71 6.109 12 4
1-Jul-71 6.118 15 5
1-Jul-71 6.216 18 6
1-Jul-71 6.28 21 7
1-Jul-71 6.315 24 8
1-Jul-71 6.631 30 9
1-Jul-71 6.731 36 10
1-Jul-71 6.827 48 11
1-Jul-71 6.891 60 12
1-Jul-71 6.954 72 13
1-Jul-71 6.889 84 14
1-Jul-71 6.889 96 15
1-Jul-71 6.889 108 16
1-Jul-71 6.889 120 17
1-Aug-71 4.477 3 1
1-Aug-71 4.823 6 2
1-Aug-71 5.181 9 3
1-Aug-71 5.27 12 4
1-Aug-71 5.417 15 5
1-Aug-71 5.446 18 6
1-Aug-71 5.286 21 7
1-Aug-71 5.447 24 8
1-Aug-71 5.641 30 9
1-Aug-71 5.711 36 10
1-Aug-71 5.803 48 11
1-Aug-71 6.024 60 12
1-Aug-71 6.174 72 13
1-Aug-71 6.113 84 14
1-Aug-71 6.183 96 15
1-Aug-71 6.237 108 16
1-Aug-71 6.279 120 17
1-Sep-71 4.653 3 1
1-Sep-71 5.003 6 2
1-Sep-71 5.193 9 3
1-Sep-71 5.271 12 4
1-Sep-71 5.345 15 5
1-Sep-71 5.399 18 6
1-Sep-71 5.35 21 7
1-Sep-71 5.399 24 8
1-Sep-71 5.603 30 9
1-Sep-71 5.651 36 10
1-Sep-71 5.77 48 11
1-Sep-71 5.965 60 12
1-Sep-71 6.056 72 13
1-Sep-71 5.97 84 14
1-Sep-71 5.941 96 15
1-Sep-71 5.918 108 16
1-Sep-71 5.902 120 17
1-Oct-71 4.352 3 1
1-Oct-71 4.514 6 2
1-Oct-71 4.57 9 3
1-Oct-71 4.589 12 4
1-Oct-71 4.681 15 5
1-Oct-71 4.769 18 6
1-Oct-71 4.814 21 7
1-Oct-71 4.956 24 8
1-Oct-71 5.14 30 9
1-Oct-71 5.209 36 10
1-Oct-71 5.43 48 11
1-Oct-71 5.66 60 12
1-Oct-71 5.835 72 13
1-Oct-71 5.824 84 14
1-Oct-71 5.814 96 15
1-Oct-71 5.805 108 16
1-Oct-71 5.8 120 17
1-Nov-71 4.377 3 1
1-Nov-71 4.502 6 2
1-Nov-71 4.699 9 3
1-Nov-71 4.743 12 4
1-Nov-71 4.793 15 5
1-Nov-71 4.693 18 6
1-Nov-71 4.906 21 7
1-Nov-71 5.059 24 8
1-Nov-71 5.224 30 9
1-Nov-71 5.285 36 10
1-Nov-71 5.496 48 11
1-Nov-71 5.722 60 12
1-Nov-71 5.985 72 13
1-Nov-71 6.085 84 14
1-Nov-71 6.126 96 15
1-Nov-71 6.157 108 16
1-Nov-71 6.182 120 17
1-Dec-71 3.714 3 1
1-Dec-71 4.078 6 2
1-Dec-71 4.152 9 3
1-Dec-71 4.181 12 4
1-Dec-71 4.439 15 5
1-Dec-71 4.531 18 6
1-Dec-71 4.704 21 7
1-Dec-71 4.828 24 8
1-Dec-71 4.98 30 9
1-Dec-71 5.079 36 10
1-Dec-71 5.204 48 11
1-Dec-71 5.426 60 12
1-Dec-71 5.762 72 13
1-Dec-71 5.841 84 14
1-Dec-71 5.834 96 15
1-Dec-71 5.83 108 16
1-Dec-71 5.869 120 17
1-Jan-72 3.382 3 1
1-Jan-72 3.782 6 2
1-Jan-72 3.995 9 3
1-Jan-72 4.12 12 4
1-Jan-72 4.442 15 5
1-Jan-72 4.595 18 6
1-Jan-72 4.714 21 7
1-Jan-72 4.804 24 8
1-Jan-72 5.1 30 9
1-Jan-72 5.331 36 10
1-Jan-72 5.479 48 11
1-Jan-72 5.718 60 12
1-Jan-72 5.971 72 13
1-Jan-72 6.007 84 14
1-Jan-72 6.026 96 15
1-Jan-72 6.041 108 16
1-Jan-72 6.088 120 17
1-Feb-72 3.47 3 1
1-Feb-72 3.831 6 2
1-Feb-72 3.983 9 3
1-Feb-72 4.291 12 4
1-Feb-72 4.391 15 5
1-Feb-72 4.443 18 6
1-Feb-72 4.626 21 7
1-Feb-72 4.769 24 8
1-Feb-72 5.04 30 9
1-Feb-72 5.246 36 10
1-Feb-72 5.443 48 11
1-Feb-72 5.665 60 12
1-Feb-72 5.897 72 13
1-Feb-72 5.96 84 14
1-Feb-72 6.028 96 15
1-Feb-72 6.082 108 16
1-Feb-72 6.283 120 17
1-Mar-72 3.874 3 1
1-Mar-72 4.463 6 2
1-Mar-72 4.663 9 3
1-Mar-72 4.937 12 4
1-Mar-72 5.141 15 5
1-Mar-72 5.317 18 6
1-Mar-72 5.466 21 7
1-Mar-72 5.528 24 8
1-Mar-72 5.59 30 9
1-Mar-72 5.774 36 10
1-Mar-72 5.875 48 11
1-Mar-72 5.999 60 12
1-Mar-72 6.119 72 13
1-Mar-72 6.11 84 14
1-Mar-72 6.096 96 15
1-Mar-72 6.084 108 16
1-Mar-72 6.269 120 17
1-Apr-72 3.648 3 1
1-Apr-72 4.113 6 2
1-Apr-72 4.355 9 3
1-Apr-72 4.527 12 4
1-Apr-72 4.568 15 5
1-Apr-72 4.78 18 6
1-Apr-72 4.969 21 7
1-Apr-72 5.109 24 8
1-Apr-72 5.354 30 9
1-Apr-72 5.526 36 10
1-Apr-72 5.644 48 11
1-Apr-72 5.798 60 12
1-Apr-72 5.941 72 13
1-Apr-72 5.98 84 14
1-Apr-72 6.063 96 15
1-Apr-72 6.128 108 16
1-Apr-72 6.24 120 17
1-May-72 3.835 3 1
1-May-72 4.232 6 2
1-May-72 4.446 9 3
1-May-72 4.631 12 4
1-May-72 4.63 15 5
1-May-72 4.76 18 6
1-May-72 4.855 21 7
1-May-72 4.947 24 8
1-May-72 5.178 30 9
1-May-72 5.382 36 10
1-May-72 5.563 48 11
1-May-72 5.715 60 12
1-May-72 5.894 72 13
1-May-72 5.937 84 14
1-May-72 5.996 96 15
1-May-72 6.042 108 16
1-May-72 6.249 120 17
1-Jun-72 4.101 3 1
1-Jun-72 4.664 6 2
1-Jun-72 5.054 9 3
1-Jun-72 5.254 12 4
1-Jun-72 5.182 15 5
1-Jun-72 5.311 18 6
1-Jun-72 5.382 21 7
1-Jun-72 5.438 24 8
1-Jun-72 5.556 30 9
1-Jun-72 5.702 36 10
1-Jun-72 5.855 48 11
1-Jun-72 5.909 60 12
1-Jun-72 6.057 72 13
1-Jun-72 6.019 84 14
1-Jun-72 5.999 96 15
1-Jun-72 5.984 108 16
1-Jun-72 6.301 120 17
1-Jul-72 3.857 3 1
1-Jul-72 4.409 6 2
1-Jul-72 4.75 9 3
1-Jul-72 4.95 12 4
1-Jul-72 5.012 15 5
1-Jul-72 5.053 18 6
1-Jul-72 5.151 21 7
1-Jul-72 5.248 24 8
1-Jul-72 5.428 30 9
1-Jul-72 5.667 36 10
1-Jul-72 5.862 48 11
1-Jul-72 5.891 60 12
1-Jul-72 6.017 72 13
1-Jul-72 6.024 84 14
1-Jul-72 6.045 96 15
1-Jul-72 6.06 108 16
1-Jul-72 6.329 120 17
1-Aug-72 4.607 3 1
1-Aug-72 5.065 6 2
1-Aug-72 5.245 9 3
1-Aug-72 5.486 12 4
1-Aug-72 5.549 15 5
1-Aug-72 5.583 18 6
1-Aug-72 5.583 21 7
1-Aug-72 5.635 24 8
1-Aug-72 5.762 30 9
1-Aug-72 5.893 36 10
1-Aug-72 6.117 48 11
1-Aug-72 6.083 60 12
1-Aug-72 6.219 72 13
1-Aug-72 6.382 84 14
1-Aug-72 6.261 96 15
1-Aug-72 6.197 108 16
1-Aug-72 6.41 120 17
1-Sep-72 4.641 3 1
1-Sep-72 5.276 6 2
1-Sep-72 5.456 9 3
1-Sep-72 5.687 12 4
1-Sep-72 5.695 15 5
1-Sep-72 5.729 18 6
1-Sep-72 5.78 21 7
1-Sep-72 5.791 24 8
1-Sep-72 5.829 30 9
1-Sep-72 5.932 36 10
1-Sep-72 6.01 48 11
1-Sep-72 6.055 60 12
1-Sep-72 6.168 72 13
1-Sep-72 6.259 84 14
1-Sep-72 6.337 96 15
1-Sep-72 6.426 108 16
1-Sep-72 6.497 120 17
1-Oct-72 4.82 3 1
1-Oct-72 5.215 6 2
1-Oct-72 5.393 9 3
1-Oct-72 5.541 12 4
1-Oct-72 5.595 15 5
1-Oct-72 5.716 18 6
1-Oct-72 5.741 21 7
1-Oct-72 5.758 24 8
1-Oct-72 5.864 30 9
1-Oct-72 5.937 36 10
1-Oct-72 6.087 48 11
1-Oct-72 6.094 60 12
1-Oct-72 6.182 72 13
1-Oct-72 6.24 84 14
1-Oct-72 6.287 96 15
1-Oct-72 6.335 108 16
1-Oct-72 6.417 120 17
1-Nov-72 4.951 3 1
1-Nov-72 5.279 6 2
1-Nov-72 5.362 9 3
1-Nov-72 5.396 12 4
1-Nov-72 5.365 15 5
1-Nov-72 5.498 18 6
1-Nov-72 5.603 21 7
1-Nov-72 5.644 24 8
1-Nov-72 5.773 30 9
1-Nov-72 5.812 36 10
1-Nov-72 6.014 48 11
1-Nov-72 6.009 60 12
1-Nov-72 6.04 72 13
1-Nov-72 6.109 84 14
1-Nov-72 6.164 96 15
1-Nov-72 6.247 108 16
1-Nov-72 6.333 120 17
1-Dec-72 5.218 3 1
1-Dec-72 5.501 6 2
1-Dec-72 5.525 9 3
1-Dec-72 5.634 12 4
1-Dec-72 5.673 15 5
1-Dec-72 5.768 18 6
1-Dec-72 5.845 21 7
1-Dec-72 5.915 24 8
1-Dec-72 5.999 30 9
1-Dec-72 5.992 36 10
1-Dec-72 6.066 48 11
1-Dec-72 6.17 60 12
1-Dec-72 6.181 72 13
1-Dec-72 6.219 84 14
1-Dec-72 6.212 96 15
1-Dec-72 6.306 108 16
1-Dec-72 6.4 120 17
1-Jan-73 5.77 3 1
1-Jan-73 5.982 6 2
1-Jan-73 5.905 9 3
1-Jan-73 6.148 12 4
1-Jan-73 6.185 15 5
1-Jan-73 6.197 18 6
1-Jan-73 6.164 21 7
1-Jan-73 6.213 24 8
1-Jan-73 6.248 30 9
1-Jan-73 6.281 36 10
1-Jan-73 6.375 48 11
1-Jan-73 6.303 60 12
1-Jan-73 6.298 72 13
1-Jan-73 6.293 84 14
1-Jan-73 6.322 96 15
1-Jan-73 6.318 108 16
1-Jan-73 6.451 120 17
1-Feb-73 5.943 3 1
1-Feb-73 6.263 6 2
1-Feb-73 6.016 9 3
1-Feb-73 6.409 12 4
1-Feb-73 6.481 15 5
1-Feb-73 6.508 18 6
1-Feb-73 6.522 21 7
1-Feb-73 6.522 24 8
1-Feb-73 6.543 30 9
1-Feb-73 6.585 36 10
1-Feb-73 6.614 48 11
1-Feb-73 6.594 60 12
1-Feb-73 6.554 72 13
1-Feb-73 6.591 84 14
1-Feb-73 6.421 96 15
1-Feb-73 6.415 108 16
1-Feb-73 6.551 120 17
1-Mar-73 6.507 3 1
1-Mar-73 6.946 6 2
1-Mar-73 6.786 9 3
1-Mar-73 6.995 12 4
1-Mar-73 6.884 15 5
1-Mar-73 6.899 18 6
1-Mar-73 6.879 21 7
1-Mar-73 6.804 24 8
1-Mar-73 6.808 30 9
1-Mar-73 6.702 36 10
1-Mar-73 6.636 48 11
1-Mar-73 6.651 60 12
1-Mar-73 6.592 72 13
1-Mar-73 6.701 84 14
1-Mar-73 6.628 96 15
1-Mar-73 6.528 108 16
1-Mar-73 6.581 120 17
1-Apr-73 6.385 3 1
1-Apr-73 6.704 6 2
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1-Nov-79 11.64 3 1
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1-Nov-79 10.09 72 13
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1-Nov-79 9.989 96 15
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1-Dec-79 12.314 3 1
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1-Dec-79 10.959 15 5
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1-Dec-79 9.963 60 12
1-Dec-79 10.077 72 13
1-Dec-79 10.011 84 14
1-Dec-79 9.956 96 15
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1-Jan-80 12.343 3 1
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1-Feb-80 14.4 3 1
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1-Mar-80 15.416 3 1
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1-May-80 7.921 3 1
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1-Jun-80 8.067 3 1
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1-Oct-80 13.081 3 1
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1-Nov-80 14.667 3 1
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1-Dec-80 14.724 3 1
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1-Jan-81 15.036 3 1
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1-Apr-81 15.325 3 1
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1-May-81 15.548 3 1
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1-Jun-81 14.683 3 1
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1-Jul-81 15.35 3 1
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1-Aug-81 16.02 3 1
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1-Sep-81 14.898 3 1
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1-Oct-81 13.113 3 1
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1-Nov-81 10.602 3 1
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1-Jan-82 12.835 3 1
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1-Mar-82 13.576 3 1
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1-Apr-82 12.64 3 1
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1-May-82 11.812 3 1
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1-Jun-82 13.11 3 1
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1-Sep-82 7.786 3 1
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1-Jan-83 8.271 3 1
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1-Feb-83 10.776 108 16
1-Feb-83 9.889 120 17
1-Mar-83 8.842 3 1
1-Mar-83 8.995 6 2
1-Mar-83 9.023 9 3
1-Mar-83 9.126 12 4
1-Mar-83 9.269 15 5
1-Mar-83 9.472 18 6
1-Mar-83 9.539 21 7
1-Mar-83 9.677 24 8
1-Mar-83 9.797 30 9
1-Mar-83 10.01 36 10
1-Mar-83 9.963 48 11
1-Mar-83 10.397 60 12
1-Mar-83 10.71 72 13
1-Mar-83 10.255 84 14
1-Mar-83 10.921 96 15
1-Mar-83 10.922 108 16
1-Mar-83 10.175 120 17
1-Apr-83 8.26 3 1
1-Apr-83 8.363 6 2
1-Apr-83 8.471 9 3
1-Apr-83 8.606 12 4
1-Apr-83 8.827 15 5
1-Apr-83 8.966 18 6
1-Apr-83 9.048 21 7
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1-Apr-83 9.333 30 9
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1-Apr-83 9.722 48 11
1-Apr-83 10.029 60 12
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1-Apr-83 9.941 84 14
1-Apr-83 10.654 96 15
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1-May-83 8.855 3 1
1-May-83 9.025 6 2
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1-May-83 9.369 15 5
1-May-83 9.552 18 6
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1-May-83 9.795 24 8
1-May-83 9.919 30 9
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1-May-83 10.856 72 13
1-May-83 10.543 84 14
1-May-83 11.1 96 15
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1-Jun-83 8.988 3 1
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1-Jun-83 9.732 15 5
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1-Jul-83 9.461 3 1
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1-Jul-83 10.2 12 4
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1-Aug-83 9.483 3 1
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1-Aug-83 11.69 84 14
1-Aug-83 12.054 96 15
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1-Aug-83 11.512 120 17
1-Sep-83 8.91 3 1
1-Sep-83 9.199 6 2
1-Sep-83 9.435 9 3
1-Sep-83 9.66 12 4
1-Sep-83 9.77 15 5
1-Sep-83 9.982 18 6
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1-Sep-83 10.279 24 8
1-Sep-83 10.53 30 9
1-Sep-83 10.661 36 10
1-Sep-83 10.778 48 11
1-Sep-83 11.283 60 12
1-Sep-83 11.155 72 13
1-Sep-83 11.114 84 14
1-Sep-83 11.601 96 15
1-Sep-83 10.889 108 16
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1-Oct-83 8.695 3 1
1-Oct-83 9.064 6 2
1-Oct-83 9.368 9 3
1-Oct-83 9.512 12 4
1-Oct-83 9.678 15 5
1-Oct-83 9.936 18 6
1-Oct-83 10.172 21 7
1-Oct-83 10.33 24 8
1-Oct-83 10.535 30 9
1-Oct-83 10.769 36 10
1-Oct-83 11.068 48 11
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1-Oct-83 11.295 72 13
1-Oct-83 11.468 84 14
1-Oct-83 11.763 96 15
1-Oct-83 11.16 108 16
1-Oct-83 11.384 120 17
1-Nov-83 9.092 3 1
1-Nov-83 9.368 6 2
1-Nov-83 9.51 9 3
1-Nov-83 9.687 12 4
1-Nov-83 9.818 15 5
1-Nov-83 10.005 18 6
1-Nov-83 10.238 21 7
1-Nov-83 10.401 24 8
1-Nov-83 10.553 30 9
1-Nov-83 10.672 36 10
1-Nov-83 11.091 48 11
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1-Nov-83 11.181 72 13
1-Nov-83 11.448 84 14
1-Nov-83 11.55 96 15
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1-Dec-83 9.188 3 1
1-Dec-83 9.483 6 2
1-Dec-83 9.65 9 3
1-Dec-83 9.803 12 4
1-Dec-83 10.061 15 5
1-Dec-83 10.294 18 6
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1-Dec-83 11.426 72 13
1-Dec-83 11.561 84 14
1-Dec-83 11.811 96 15
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1-Jan-84 9.112 3 1
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1-Jan-84 9.457 9 3
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1-Jan-84 9.781 15 5
1-Jan-84 9.979 18 6
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1-Jan-84 11.41 84 14
1-Jan-84 11.622 96 15
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1-Feb-84 9.368 3 1
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1-Feb-84 11.503 60 12
1-Feb-84 11.66 72 13
1-Feb-84 11.815 84 14
1-Feb-84 11.876 96 15
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1-Feb-84 11.698 120 17
1-Mar-84 9.979 3 1
1-Mar-84 10.254 6 2
1-Mar-84 10.379 9 3
1-Mar-84 10.658 12 4
1-Mar-84 10.853 15 5
1-Mar-84 11.017 18 6
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1-Mar-84 12.028 60 12
1-Mar-84 12.091 72 13
1-Mar-84 12.187 84 14
1-Mar-84 12.391 96 15
1-Mar-84 12.185 108 16
1-Mar-84 12.187 120 17
1-Apr-84 9.96 3 1
1-Apr-84 10.288 6 2
1-Apr-84 10.453 9 3
1-Apr-84 10.713 12 4
1-Apr-84 10.958 15 5
1-Apr-84 11.073 18 6
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1-Apr-84 12.051 48 11
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1-Apr-84 12.577 84 14
1-Apr-84 12.643 96 15
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1-May-84 10.006 3 1
1-May-84 11.011 6 2
1-May-84 11.41 9 3
1-May-84 11.901 12 4
1-May-84 12.22 15 5
1-May-84 12.258 18 6
1-May-84 12.44 21 7
1-May-84 12.642 24 8
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1-May-84 12.959 36 10
1-May-84 13.127 48 11
1-May-84 13.41 60 12
1-May-84 13.493 72 13
1-May-84 13.554 84 14
1-May-84 13.596 96 15
1-May-84 13.529 108 16
1-May-84 13.595 120 17
1-Jun-84 10.2 3 1
1-Jun-84 10.893 6 2
1-Jun-84 11.55 9 3
1-Jun-84 11.928 12 4
1-Jun-84 12.252 15 5
1-Jun-84 12.463 18 6
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1-Jul-84 10.663 3 1
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1-Jul-84 11.736 15 5
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1-Jul-84 12.622 84 14
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1-Aug-84 10.905 3 1
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1-Aug-84 11.921 18 6
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1-Aug-84 12.542 84 14
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1-Sep-84 10.437 3 1
1-Sep-84 10.762 6 2
1-Sep-84 10.926 9 3
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1-Sep-84 11.285 15 5
1-Sep-84 11.526 18 6
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1-Sep-84 11.724 24 8
1-Sep-84 11.835 30 9
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1-Sep-84 12.108 48 11
1-Sep-84 12.172 60 12
1-Sep-84 12.154 72 13
1-Sep-84 12.25 84 14
1-Sep-84 12.155 96 15
1-Sep-84 12.099 108 16
1-Sep-84 12.023 120 17
1-Oct-84 9.229 3 1
1-Oct-84 9.616 6 2
1-Oct-84 9.812 9 3
1-Oct-84 9.989 12 4
1-Oct-84 10.37 15 5
1-Oct-84 10.688 18 6
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1-Oct-84 10.833 24 8
1-Oct-84 11.022 30 9
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1-Oct-84 11.224 48 11
1-Oct-84 11.279 60 12
1-Oct-84 11.45 72 13
1-Oct-84 11.532 84 14
1-Oct-84 11.474 96 15
1-Oct-84 11.479 108 16
1-Oct-84 11.316 120 17
1-Nov-84 8.649 3 1
1-Nov-84 8.984 6 2
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1-Nov-84 9.485 12 4
1-Nov-84 9.731 15 5
1-Nov-84 9.971 18 6
1-Nov-84 10.2 21 7
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1-Nov-84 11.047 60 12
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1-Nov-84 11.595 84 14
1-Nov-84 11.111 96 15
1-Nov-84 11.346 108 16
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1-Dec-84 7.975 3 1
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1-Dec-84 11.589 84 14
1-Dec-84 11.287 96 15
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1-Jan-85 8.241 3 1
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1-Jan-85 9.165 15 5
1-Jan-85 9.477 18 6
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1-Jan-85 11.115 84 14
1-Jan-85 10.744 96 15
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1-Feb-85 8.708 3 1
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1-Feb-85 10.188 18 6
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1-Feb-85 11.512 96 15
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1-Mar-85 8.37 3 1
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1-Mar-85 9.079 9 3
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1-Mar-85 9.715 15 5
1-Mar-85 9.978 18 6
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1-Mar-85 11.409 84 14
1-Mar-85 11.378 96 15
1-Mar-85 11.376 108 16
1-Mar-85 11.426 120 17
1-Apr-85 7.999 3 1
1-Apr-85 8.409 6 2
1-Apr-85 8.7 9 3
1-Apr-85 8.929 12 4
1-Apr-85 9.298 15 5
1-Apr-85 9.515 18 6
1-Apr-85 9.673 21 7
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1-Apr-85 10.778 60 12
1-Apr-85 11.224 72 13
1-Apr-85 11.317 84 14
1-Apr-85 11.231 96 15
1-Apr-85 11.271 108 16
1-Apr-85 11.228 120 17
1-May-85 7.29 3 1
1-May-85 7.473 6 2
1-May-85 7.675 9 3
1-May-85 8.07 12 4
1-May-85 8.373 15 5
1-May-85 8.565 18 6
1-May-85 8.79 21 7
1-May-85 8.748 24 8
1-May-85 9.085 30 9
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1-May-85 9.72 48 11
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1-May-85 10.242 72 13
1-May-85 10.001 84 14
1-May-85 10.101 96 15
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1-May-85 10.204 120 17
1-Jun-85 6.992 3 1
1-Jun-85 7.191 6 2
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1-Jun-85 7.669 12 4
1-Jun-85 8.052 15 5
1-Jun-85 8.25 18 6
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1-Jun-85 8.536 24 8
1-Jun-85 8.904 30 9
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1-Jun-85 10.324 72 13
1-Jun-85 9.98 84 14
1-Jun-85 10.115 96 15
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1-Jul-85 7.434 3 1
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1-Jul-85 8.402 15 5
1-Jul-85 8.567 18 6
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1-Jul-85 8.842 24 8
1-Jul-85 9.239 30 9
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1-Jul-85 10.013 48 11
1-Jul-85 9.926 60 12
1-Jul-85 10.609 72 13
1-Jul-85 10.27 84 14
1-Jul-85 10.481 96 15
1-Jul-85 10.42 108 16
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1-Aug-85 7.3 3 1
1-Aug-85 7.547 6 2
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1-Aug-85 8.211 15 5
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1-Aug-85 10.022 84 14
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1-Aug-85 10.166 120 17
1-Sep-85 7.221 3 1
1-Sep-85 7.334 6 2
1-Sep-85 7.713 9 3
1-Sep-85 7.825 12 4
1-Sep-85 8.256 15 5
1-Sep-85 8.495 18 6
1-Sep-85 8.569 21 7
1-Sep-85 8.717 24 8
1-Sep-85 9.025 30 9
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1-Sep-85 9.902 84 14
1-Sep-85 10.196 96 15
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1-Oct-85 7.352 3 1
1-Oct-85 7.526 6 2
1-Oct-85 7.691 9 3
1-Oct-85 7.776 12 4
1-Oct-85 8.148 15 5
1-Oct-85 8.329 18 6
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1-Oct-85 9.902 72 13
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1-Oct-85 9.852 96 15
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1-Nov-85 7.321 3 1
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1-Nov-85 8.034 15 5
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1-Dec-85 7.174 3 1
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1-Dec-85 8.814 72 13
1-Dec-85 8.643 84 14
1-Dec-85 8.638 96 15
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1-Jan-86 7.124 3 1
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1-Feb-86 7.171 3 1
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1-Mar-86 6.474 3 1
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1-Apr-86 6.224 3 1
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1-May-86 6.43 3 1
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1-Jun-86 6.095 3 1
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1-Jun-86 6.619 15 5
1-Jun-86 6.692 18 6
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1-Jun-86 6.778 24 8
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1-Mar-93 2.929 3 1
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1-Aug-99 6.035 108 16
1-Aug-99 5.863 120 17
1-Sep-99 4.807 3 1
1-Sep-99 4.891 6 2
1-Sep-99 5.02 9 3
1-Sep-99 5.376 12 4
1-Sep-99 5.458 15 5
1-Sep-99 5.528 18 6
1-Sep-99 5.578 21 7
1-Sep-99 5.55 24 8
1-Sep-99 5.629 30 9
1-Sep-99 5.654 36 10
1-Sep-99 5.807 48 11
1-Sep-99 5.879 60 12
1-Sep-99 5.956 72 13
1-Sep-99 6.041 84 14
1-Sep-99 6.017 96 15
1-Sep-99 5.953 108 16
1-Sep-99 5.792 120 17
1-Oct-99 5.045 3 1
1-Oct-99 5.196 6 2
1-Oct-99 5.258 9 3
1-Oct-99 5.494 12 4
1-Oct-99 5.584 15 5
1-Oct-99 5.677 18 6
1-Oct-99 5.73 21 7
1-Oct-99 5.723 24 8
1-Oct-99 5.811 30 9
1-Oct-99 5.816 36 10
1-Oct-99 5.994 48 11
1-Oct-99 6.045 60 12
1-Oct-99 6.016 72 13
1-Oct-99 6.118 84 14
1-Oct-99 6.096 96 15
1-Oct-99 6.052 108 16
1-Oct-99 5.952 120 17
1-Nov-99 5.249 3 1
1-Nov-99 5.469 6 2
1-Nov-99 5.572 9 3
1-Nov-99 5.759 12 4
1-Nov-99 5.853 15 5
1-Nov-99 5.88 18 6
1-Nov-99 5.921 21 7
1-Nov-99 5.931 24 8
1-Nov-99 5.946 30 9
1-Nov-99 5.989 36 10
1-Nov-99 6.088 48 11
1-Nov-99 6.143 60 12
1-Nov-99 6.145 72 13
1-Nov-99 6.227 84 14
1-Nov-99 6.199 96 15
1-Nov-99 6.169 108 16
1-Nov-99 6.141 120 17
1-Dec-99 5.327 3 1
1-Dec-99 5.643 6 2
1-Dec-99 5.847 9 3
1-Dec-99 5.898 12 4
1-Dec-99 6.084 15 5
1-Dec-99 6.129 18 6
1-Dec-99 6.143 21 7
1-Dec-99 6.148 24 8
1-Dec-99 6.179 30 9
1-Dec-99 6.221 36 10
1-Dec-99 6.301 48 11
1-Dec-99 6.39 60 12
1-Dec-99 6.419 72 13
1-Dec-99 6.47 84 14
1-Dec-99 6.441 96 15
1-Dec-99 6.413 108 16
1-Dec-99 6.387 120 17
1-Jan-00 5.663 3 1
1-Jan-00 5.829 6 2
1-Jan-00 6.094 9 3
1-Jan-00 6.169 12 4
1-Jan-00 6.397 15 5
1-Jan-00 6.474 18 6
1-Jan-00 6.513 21 7
1-Jan-00 6.506 24 8
1-Jan-00 6.543 30 9
1-Jan-00 6.561 36 10
1-Jan-00 6.55 48 11
1-Jan-00 6.66 60 12
1-Jan-00 6.627 72 13
1-Jan-00 6.635 84 14
1-Jan-00 6.589 96 15
1-Jan-00 6.59 108 16
1-Jan-00 6.557 120 17
1-Feb-00 5.735 3 1
1-Feb-00 5.939 6 2
1-Feb-00 6.132 9 3
1-Feb-00 6.101 12 4
1-Feb-00 6.332 15 5
1-Feb-00 6.384 18 6
1-Feb-00 6.442 21 7
1-Feb-00 6.441 24 8
1-Feb-00 6.479 30 9
1-Feb-00 6.506 36 10
1-Feb-00 6.49 48 11
1-Feb-00 6.569 60 12
1-Feb-00 6.569 72 13
1-Feb-00 6.555 84 14
1-Feb-00 6.506 96 15
1-Feb-00 6.465 108 16
1-Feb-00 6.236 120 17
1-Mar-00 5.827 3 1
1-Mar-00 6.059 6 2
1-Mar-00 6.151 9 3
1-Mar-00 6.308 12 4
1-Mar-00 6.362 15 5
1-Mar-00 6.38 18 6
1-Mar-00 6.387 21 7
1-Mar-00 6.39 24 8
1-Mar-00 6.362 30 9
1-Mar-00 6.339 36 10
1-Mar-00 6.263 48 11
1-Mar-00 6.253 60 12
1-Mar-00 6.219 72 13
1-Mar-00 6.153 84 14
1-Mar-00 6.11 96 15
1-Mar-00 6.043 108 16
1-Mar-00 6.047 120 17
1-Apr-00 5.8 3 1
1-Apr-00 6.039 6 2
1-Apr-00 6.14 9 3
1-Apr-00 6.453 12 4
1-Apr-00 6.53 15 5
1-Apr-00 6.565 18 6
1-Apr-00 6.595 21 7
1-Apr-00 6.567 24 8
1-Apr-00 6.522 30 9
1-Apr-00 6.49 36 10
1-Apr-00 6.483 48 11
1-Apr-00 6.456 60 12
1-Apr-00 6.42 72 13
1-Apr-00 6.374 84 14
1-Apr-00 6.283 96 15
1-Apr-00 6.205 108 16
1-Apr-00 6.039 120 17
1-May-00 5.575 3 1
1-May-00 6.223 6 2
1-May-00 6.096 9 3
1-May-00 6.27 12 4
1-May-00 6.652 15 5
1-May-00 6.665 18 6
1-May-00 6.653 21 7
1-May-00 6.597 24 8
1-May-00 6.585 30 9
1-May-00 6.532 36 10
1-May-00 6.523 48 11
1-May-00 6.453 60 12
1-May-00 6.422 72 13
1-May-00 6.367 84 14
1-May-00 6.297 96 15
1-May-00 6.214 108 16
1-May-00 6.116 120 17
1-Jun-00 5.839 3 1
1-Jun-00 6.136 6 2
1-Jun-00 6.036 9 3
1-Jun-00 6.411 12 4
1-Jun-00 6.388 15 5
1-Jun-00 6.342 18 6
1-Jun-00 6.36 21 7
1-Jun-00 6.28 24 8
1-Jun-00 6.271 30 9
1-Jun-00 6.203 36 10
1-Jun-00 6.21 48 11
1-Jun-00 6.158 60 12
1-Jun-00 6.177 72 13
1-Jun-00 6.141 84 14
1-Jun-00 6.082 96 15
1-Jun-00 6.002 108 16
1-Jun-00 5.904 120 17
1-Jul-00 6.194 3 1
1-Jul-00 6.277 6 2
1-Jul-00 6.284 9 3
1-Jul-00 6.367 12 4
1-Jul-00 6.338 15 5
1-Jul-00 6.296 18 6
1-Jul-00 6.285 21 7
1-Jul-00 6.204 24 8
1-Jul-00 6.219 30 9
1-Jul-00 6.228 36 10
1-Jul-00 6.177 48 11
1-Jul-00 6.134 60 12
1-Jul-00 6.101 72 13
1-Jul-00 6.066 84 14
1-Jul-00 6.02 96 15
1-Jul-00 5.963 108 16
1-Jul-00 5.913 120 17
1-Aug-00 6.256 3 1
1-Aug-00 6.276 6 2
1-Aug-00 6.212 9 3
1-Aug-00 6.131 12 4
1-Aug-00 6.224 15 5
1-Aug-00 6.184 18 6
1-Aug-00 6.124 21 7
1-Aug-00 6.087 24 8
1-Aug-00 6.032 30 9
1-Aug-00 6.023 36 10
1-Aug-00 5.959 48 11
1-Aug-00 5.932 60 12
1-Aug-00 5.913 72 13
1-Aug-00 5.874 84 14
1-Aug-00 5.815 96 15
1-Aug-00 5.785 108 16
1-Aug-00 5.573 120 17
1-Sep-00 6.166 3 1
1-Sep-00 6.192 6 2
1-Sep-00 6.11 9 3
1-Sep-00 6.201 12 4
1-Sep-00 6.103 15 5
1-Sep-00 6.067 18 6
1-Sep-00 5.975 21 7
1-Sep-00 5.885 24 8
1-Sep-00 5.878 30 9
1-Sep-00 5.871 36 10
1-Sep-00 5.82 48 11
1-Sep-00 5.797 60 12
1-Sep-00 5.849 72 13
1-Sep-00 5.851 84 14
1-Sep-00 5.832 96 15
1-Sep-00 5.829 108 16
1-Sep-00 5.703 120 17
1-Oct-00 6.308 3 1
1-Oct-00 6.262 6 2
1-Oct-00 6.134 9 3
1-Oct-00 6.209 12 4
1-Oct-00 6.122 15 5
1-Oct-00 6.033 18 6
1-Oct-00 5.921 21 7
1-Oct-00 5.824 24 8
1-Oct-00 5.84 30 9
1-Oct-00 5.825 36 10
1-Oct-00 5.77 48 11
1-Oct-00 5.706 60 12
1-Oct-00 5.776 72 13
1-Oct-00 5.762 84 14
1-Oct-00 5.748 96 15
1-Oct-00 5.747 108 16
1-Oct-00 5.667 120 17
1-Nov-00 6.162 3 1
1-Nov-00 6.077 6 2
1-Nov-00 5.936 9 3
1-Nov-00 5.835 12 4
1-Nov-00 5.871 15 5
1-Nov-00 5.763 18 6
1-Nov-00 5.645 21 7
1-Nov-00 5.548 24 8
1-Nov-00 5.541 30 9
1-Nov-00 5.537 36 10
1-Nov-00 5.484 48 11
1-Nov-00 5.389 60 12
1-Nov-00 5.455 72 13
1-Nov-00 5.413 84 14
1-Nov-00 5.409 96 15
1-Nov-00 5.455 108 16
1-Nov-00 5.41 120 17
1-Dec-00 5.849 3 1
1-Dec-00 5.622 6 2
1-Dec-00 5.373 9 3
1-Dec-00 5.424 12 4
1-Dec-00 5.36 15 5
1-Dec-00 5.272 18 6
1-Dec-00 5.144 21 7
1-Dec-00 5.051 24 8
1-Dec-00 5.067 30 9
1-Dec-00 5.09 36 10
1-Dec-00 5.049 48 11
1-Dec-00 4.989 60 12
1-Dec-00 5.091 72 13
1-Dec-00 5.114 84 14
1-Dec-00 5.121 96 15
1-Dec-00 5.129 108 16
1-Dec-00 5.097 120 17
1-Jan-01 . 3 1
1-Jan-01 . 6 2
1-Jan-01 . 9 3
1-Jan-01 . 12 4
1-Jan-01 . 15 5
1-Jan-01 . 18 6
1-Jan-01 . 21 7
1-Jan-01 . 24 8
1-Jan-01 . 30 9
1-Jan-01 . 36 10
1-Jan-01 . 48 11
1-Jan-01 . 60 12
1-Jan-01 . 72 13
1-Jan-01 . 84 14
1-Jan-01 . 96 15
1-Jan-01 . 108 16
1-Jan-01 . 120 17
1-Feb-01 . 3 1
1-Feb-01 . 6 2
1-Feb-01 . 9 3
1-Feb-01 . 12 4
1-Feb-01 . 15 5
1-Feb-01 . 18 6
1-Feb-01 . 21 7
1-Feb-01 . 24 8
1-Feb-01 . 30 9
1-Feb-01 . 36 10
1-Feb-01 . 48 11
1-Feb-01 . 60 12
1-Feb-01 . 72 13
1-Feb-01 . 84 14
1-Feb-01 . 96 15
1-Feb-01 . 108 16
1-Feb-01 . 120 17
1-Mar-01 . 3 1
1-Mar-01 . 6 2
1-Mar-01 . 9 3
1-Mar-01 . 12 4
1-Mar-01 . 15 5
1-Mar-01 . 18 6
1-Mar-01 . 21 7
1-Mar-01 . 24 8
1-Mar-01 . 30 9
1-Mar-01 . 36 10
1-Mar-01 . 48 11
1-Mar-01 . 60 12
1-Mar-01 . 72 13
1-Mar-01 . 84 14
1-Mar-01 . 96 15
1-Mar-01 . 108 16
1-Mar-01 . 120 17
1-Apr-01 . 3 1
1-Apr-01 . 6 2
1-Apr-01 . 9 3
1-Apr-01 . 12 4
1-Apr-01 . 15 5
1-Apr-01 . 18 6
1-Apr-01 . 21 7
1-Apr-01 . 24 8
1-Apr-01 . 30 9
1-Apr-01 . 36 10
1-Apr-01 . 48 11
1-Apr-01 . 60 12
1-Apr-01 . 72 13
1-Apr-01 . 84 14
1-Apr-01 . 96 15
1-Apr-01 . 108 16
1-Apr-01 . 120 17
1-May-01 . 3 1
1-May-01 . 6 2
1-May-01 . 9 3
1-May-01 . 12 4
1-May-01 . 15 5
1-May-01 . 18 6
1-May-01 . 21 7
1-May-01 . 24 8
1-May-01 . 30 9
1-May-01 . 36 10
1-May-01 . 48 11
1-May-01 . 60 12
1-May-01 . 72 13
1-May-01 . 84 14
1-May-01 . 96 15
1-May-01 . 108 16
1-May-01 . 120 17
1-Jun-01 . 3 1
1-Jun-01 . 6 2
1-Jun-01 . 9 3
1-Jun-01 . 12 4
1-Jun-01 . 15 5
1-Jun-01 . 18 6
1-Jun-01 . 21 7
1-Jun-01 . 24 8
1-Jun-01 . 30 9
1-Jun-01 . 36 10
1-Jun-01 . 48 11
1-Jun-01 . 60 12
1-Jun-01 . 72 13
1-Jun-01 . 84 14
1-Jun-01 . 96 15
1-Jun-01 . 108 16
1-Jun-01 . 120 17
1-Jul-01 . 3 1
1-Jul-01 . 6 2
1-Jul-01 . 9 3
1-Jul-01 . 12 4
1-Jul-01 . 15 5
1-Jul-01 . 18 6
1-Jul-01 . 21 7
1-Jul-01 . 24 8
1-Jul-01 . 30 9
1-Jul-01 . 36 10
1-Jul-01 . 48 11
1-Jul-01 . 60 12
1-Jul-01 . 72 13
1-Jul-01 . 84 14
1-Jul-01 . 96 15
1-Jul-01 . 108 16
1-Jul-01 . 120 17
1-Aug-01 . 3 1
1-Aug-01 . 6 2
1-Aug-01 . 9 3
1-Aug-01 . 12 4
1-Aug-01 . 15 5
1-Aug-01 . 18 6
1-Aug-01 . 21 7
1-Aug-01 . 24 8
1-Aug-01 . 30 9
1-Aug-01 . 36 10
1-Aug-01 . 48 11
1-Aug-01 . 60 12
1-Aug-01 . 72 13
1-Aug-01 . 84 14
1-Aug-01 . 96 15
1-Aug-01 . 108 16
1-Aug-01 . 120 17
1-Sep-01 . 3 1
1-Sep-01 . 6 2
1-Sep-01 . 9 3
1-Sep-01 . 12 4
1-Sep-01 . 15 5
1-Sep-01 . 18 6
1-Sep-01 . 21 7
1-Sep-01 . 24 8
1-Sep-01 . 30 9
1-Sep-01 . 36 10
1-Sep-01 . 48 11
1-Sep-01 . 60 12
1-Sep-01 . 72 13
1-Sep-01 . 84 14
1-Sep-01 . 96 15
1-Sep-01 . 108 16
1-Sep-01 . 120 17
1-Oct-01 . 3 1
1-Oct-01 . 6 2
1-Oct-01 . 9 3
1-Oct-01 . 12 4
1-Oct-01 . 15 5
1-Oct-01 . 18 6
1-Oct-01 . 21 7
1-Oct-01 . 24 8
1-Oct-01 . 30 9
1-Oct-01 . 36 10
1-Oct-01 . 48 11
1-Oct-01 . 60 12
1-Oct-01 . 72 13
1-Oct-01 . 84 14
1-Oct-01 . 96 15
1-Oct-01 . 108 16
1-Oct-01 . 120 17
1-Nov-01 . 3 1
1-Nov-01 . 6 2
1-Nov-01 . 9 3
1-Nov-01 . 12 4
1-Nov-01 . 15 5
1-Nov-01 . 18 6
1-Nov-01 . 21 7
1-Nov-01 . 24 8
1-Nov-01 . 30 9
1-Nov-01 . 36 10
1-Nov-01 . 48 11
1-Nov-01 . 60 12
1-Nov-01 . 72 13
1-Nov-01 . 84 14
1-Nov-01 . 96 15
1-Nov-01 . 108 16
1-Nov-01 . 120 17
1-Dec-01 . 3 1
1-Dec-01 . 6 2
1-Dec-01 . 9 3
1-Dec-01 . 12 4
1-Dec-01 . 15 5
1-Dec-01 . 18 6
1-Dec-01 . 21 7
1-Dec-01 . 24 8
1-Dec-01 . 30 9
1-Dec-01 . 36 10
1-Dec-01 . 48 11
1-Dec-01 . 60 12
1-Dec-01 . 72 13
1-Dec-01 . 84 14
1-Dec-01 . 96 15
1-Dec-01 . 108 16
1-Dec-01 . 120 17
1-Jan-02 . 3 1
1-Jan-02 . 6 2
1-Jan-02 . 9 3
1-Jan-02 . 12 4
1-Jan-02 . 15 5
1-Jan-02 . 18 6
1-Jan-02 . 21 7
1-Jan-02 . 24 8
1-Jan-02 . 30 9
1-Jan-02 . 36 10
1-Jan-02 . 48 11
1-Jan-02 . 60 12
1-Jan-02 . 72 13
1-Jan-02 . 84 14
1-Jan-02 . 96 15
1-Jan-02 . 108 16
1-Jan-02 . 120 17
1-Feb-02 . 3 1
1-Feb-02 . 6 2
1-Feb-02 . 9 3
1-Feb-02 . 12 4
1-Feb-02 . 15 5
1-Feb-02 . 18 6
1-Feb-02 . 21 7
1-Feb-02 . 24 8
1-Feb-02 . 30 9
1-Feb-02 . 36 10
1-Feb-02 . 48 11
1-Feb-02 . 60 12
1-Feb-02 . 72 13
1-Feb-02 . 84 14
1-Feb-02 . 96 15
1-Feb-02 . 108 16
1-Feb-02 . 120 17
1-Mar-02 . 3 1
1-Mar-02 . 6 2
1-Mar-02 . 9 3
1-Mar-02 . 12 4
1-Mar-02 . 15 5
1-Mar-02 . 18 6
1-Mar-02 . 21 7
1-Mar-02 . 24 8
1-Mar-02 . 30 9
1-Mar-02 . 36 10
1-Mar-02 . 48 11
1-Mar-02 . 60 12
1-Mar-02 . 72 13
1-Mar-02 . 84 14
1-Mar-02 . 96 15
1-Mar-02 . 108 16
1-Mar-02 . 120 17
1-Apr-02 . 3 1
1-Apr-02 . 6 2
1-Apr-02 . 9 3
1-Apr-02 . 12 4
1-Apr-02 . 15 5
1-Apr-02 . 18 6
1-Apr-02 . 21 7
1-Apr-02 . 24 8
1-Apr-02 . 30 9
1-Apr-02 . 36 10
1-Apr-02 . 48 11
1-Apr-02 . 60 12
1-Apr-02 . 72 13
1-Apr-02 . 84 14
1-Apr-02 . 96 15
1-Apr-02 . 108 16
1-Apr-02 . 120 17
1-May-02 . 3 1
1-May-02 . 6 2
1-May-02 . 9 3
1-May-02 . 12 4
1-May-02 . 15 5
1-May-02 . 18 6
1-May-02 . 21 7
1-May-02 . 24 8
1-May-02 . 30 9
1-May-02 . 36 10
1-May-02 . 48 11
1-May-02 . 60 12
1-May-02 . 72 13
1-May-02 . 84 14
1-May-02 . 96 15
1-May-02 . 108 16
1-May-02 . 120 17
1-Jun-02 . 3 1
1-Jun-02 . 6 2
1-Jun-02 . 9 3
1-Jun-02 . 12 4
1-Jun-02 . 15 5
1-Jun-02 . 18 6
1-Jun-02 . 21 7
1-Jun-02 . 24 8
1-Jun-02 . 30 9
1-Jun-02 . 36 10
1-Jun-02 . 48 11
1-Jun-02 . 60 12
1-Jun-02 . 72 13
1-Jun-02 . 84 14
1-Jun-02 . 96 15
1-Jun-02 . 108 16
1-Jun-02 . 120 17
1-Jul-02 . 3 1
1-Jul-02 . 6 2
1-Jul-02 . 9 3
1-Jul-02 . 12 4
1-Jul-02 . 15 5
1-Jul-02 . 18 6
1-Jul-02 . 21 7
1-Jul-02 . 24 8
1-Jul-02 . 30 9
1-Jul-02 . 36 10
1-Jul-02 . 48 11
1-Jul-02 . 60 12
1-Jul-02 . 72 13
1-Jul-02 . 84 14
1-Jul-02 . 96 15
1-Jul-02 . 108 16
1-Jul-02 . 120 17
1-Aug-02 . 3 1
1-Aug-02 . 6 2
1-Aug-02 . 9 3
1-Aug-02 . 12 4
1-Aug-02 . 15 5
1-Aug-02 . 18 6
1-Aug-02 . 21 7
1-Aug-02 . 24 8
1-Aug-02 . 30 9
1-Aug-02 . 36 10
1-Aug-02 . 48 11
1-Aug-02 . 60 12
1-Aug-02 . 72 13
1-Aug-02 . 84 14
1-Aug-02 . 96 15
1-Aug-02 . 108 16
1-Aug-02 . 120 17
1-Sep-02 . 3 1
1-Sep-02 . 6 2
1-Sep-02 . 9 3
1-Sep-02 . 12 4
1-Sep-02 . 15 5
1-Sep-02 . 18 6
1-Sep-02 . 21 7
1-Sep-02 . 24 8
1-Sep-02 . 30 9
1-Sep-02 . 36 10
1-Sep-02 . 48 11
1-Sep-02 . 60 12
1-Sep-02 . 72 13
1-Sep-02 . 84 14
1-Sep-02 . 96 15
1-Sep-02 . 108 16
1-Sep-02 . 120 17
1-Oct-02 . 3 1
1-Oct-02 . 6 2
1-Oct-02 . 9 3
1-Oct-02 . 12 4
1-Oct-02 . 15 5
1-Oct-02 . 18 6
1-Oct-02 . 21 7
1-Oct-02 . 24 8
1-Oct-02 . 30 9
1-Oct-02 . 36 10
1-Oct-02 . 48 11
1-Oct-02 . 60 12
1-Oct-02 . 72 13
1-Oct-02 . 84 14
1-Oct-02 . 96 15
1-Oct-02 . 108 16
1-Oct-02 . 120 17
1-Nov-02 . 3 1
1-Nov-02 . 6 2
1-Nov-02 . 9 3
1-Nov-02 . 12 4
1-Nov-02 . 15 5
1-Nov-02 . 18 6
1-Nov-02 . 21 7
1-Nov-02 . 24 8
1-Nov-02 . 30 9
1-Nov-02 . 36 10
1-Nov-02 . 48 11
1-Nov-02 . 60 12
1-Nov-02 . 72 13
1-Nov-02 . 84 14
1-Nov-02 . 96 15
1-Nov-02 . 108 16
1-Nov-02 . 120 17
1-Dec-02 . 3 1
1-Dec-02 . 6 2
1-Dec-02 . 9 3
1-Dec-02 . 12 4
1-Dec-02 . 15 5
1-Dec-02 . 18 6
1-Dec-02 . 21 7
1-Dec-02 . 24 8
1-Dec-02 . 30 9
1-Dec-02 . 36 10
1-Dec-02 . 48 11
1-Dec-02 . 60 12
1-Dec-02 . 72 13
1-Dec-02 . 84 14
1-Dec-02 . 96 15
1-Dec-02 . 108 16
1-Dec-02 . 120 17
;
proc sort data=dns;
by date;
run;
data tmp1;
set dns(keep=date);
by date;
if first.date then do;
yield = .;
maturity = 42;
mtype = 18;
output;
end;
run;
proc append data=tmp1 base=dns; run;
proc sort data=dns;
by date;
run;
proc iml;
use dns;
read all var {date} into x;
bsp = bspline(x, 2, ., 4);
create spline var{c1 c2 c3 c4 c5 c6 c7};
append from bsp;
quit;
data dns;
merge dns spline;
run;
proc ssm data=Dns optimizer(technique=dbldog maxiter=400);
id date interval=month;
/* Time-varying parameter lambda */
parms v1-v7;
lambda = exp(v1*c1 + v2*c2 + v3*c3 + v4*c4
+ v5*c5 + v6*c6 + v7*c7);
/* Observation equation disturbance -- separate variance for each maturity */
parms sigma1-sigma17 / lower=1.e-4;
array s_array(17) sigma1-sigma17;
do i=1 to 17;
if (mtype=i) then sigma = s_array[i];
end;
if (mtype=18) then sigma = (sigma10+sigma11)/2;
irregular wn variance=sigma;
/* Variables Z1, Z2, Z3 needed in the observation equation */
Z1= 1.0;
tmp = lambda*maturity;
Z2 = (1-exp(-tmp))/tmp;
Z3 = ( 1-exp(-tmp)-tmp*exp(-tmp) )/tmp;
/* Zero-mean VAR(1) factor zeta and the associated component */
state zeta(3) type=VARMA(p(d)=1) cov(g) print=(cov ar);
comp zetaComp = (Z1-Z3)*zeta;
/* Constant mean vector mu and the associated component */
state mu(3) type=rw;
comp muComp = (Z1-Z3)*mu;
/* Observation equation */
model yield = muComp zetaComp wn;
/* Various components defined only for output purposes */
eval yieldSurface = muComp + zetaComp;
comp zeta1 = zeta[1];
comp zeta2 = zeta[2];
comp zeta3 = zeta[3];
comp mu1 = mu[1];
comp mu2 = mu[2];
comp mu3 = mu[3];
comp z2zeta = (Z2)*zeta[2];
comp z3zeta = (Z3)*zeta[3];
comp z2Mu = (Z2)*mu[2];
comp z3Mu = (Z3)*mu[3];
eval beta1 = mu1 + zeta1;
eval beta2 = mu2 + zeta2;
eval beta3 = mu3 + zeta3;
eval shortTem = z2zeta + z2Mu;
eval medTerm = z3zeta + z3Mu;
/* output the component estimates and the forecasts */
output out=dnsFor pdv;
run;
proc sgplot data= dnsFor;
title "The Estimated Yield Surface and the Observed Yields ";
where maturity in (3 60 120) and date >= '31dec1990'd;
series x=date y=smoothed_yieldSurface / group=maturity;
scatter x=date y=yield / group=maturity;
refline '31dec2000'd / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;
proc sgplot data=dnsFor;
title "Long-Term Bond Yields Over Time ";
series x=date y=smoothed_beta1 ;
refline '31dec2000'd / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;
proc sgplot data=dnsFor;
title "The Correction Term for the Short-Term Yields ";
where maturity in (3 120);
series x=date y=smoothed_shortTem / group=maturity;
refline '31dec2000'd / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;
title;
proc sgplot data=dnsFor;
title "Interpolated Yield Curve for the Bond of 42 Months' Maturity";
title2 "(With 95% Pointwise Confidence Band)";
where maturity in (42);
band x=date lower=smoothed_lower_yieldSurface upper=smoothed_upper_yieldSurface;
series x=date y=smoothed_yieldSurface;
refline '31dec2000'd / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;
proc sgplot data= dnsFor;
title "Estimated Yield Curves";
title2 "(Maturities 36, 42, and 48 Months)";
where maturity in (36 42 48) and date >= '31dec1990'd;
series x=date y=smoothed_yieldSurface / group=maturity;
refline '31dec2000'd / axis=x lineattrs=GraphReference(pattern = Dash)
name="RefLine" label="Start of multistep forecasts";
run;