10-Year Treasury Constant Maturity Rate
Why Use This Data Source In Your Models?
The 10-Year Treasury Bill Rate is the yield received for investing in a government issued treasury security that has a maturity of 10 years. This is indicative of the overall health of the US economy.
10-Year Treasury Constant Maturity Rate
Instantly Download this Data Using Our Automated Feature Engineering Tool.
Automated Data Profiling
Suggested Treatment:
Grain Transformation:
Source:
Board of Governors of Fed Reserve System
Release:
Selected Interest Rates
Units:
Percent, Not Seasonally Adjusted
Frequency:
Daily
Available Through:
12/20/2024
Suggested Treatment:
The data shows auto correlation and a non-normal distribution. The data should be differenced. While the Order Norm transformation, provides the best normality, the Yeo Johnson variable will also perform well.
Grain Transformation:
Data is unable to be distributed by time or geography. The roll up method used is Weighted Average.
Auto Correlation Analysis:
Data shows auto correlation indicating a need for differencing
The ACF indicates 1 order differencing is appropriate.
Following first order differencing, no further differencing is required based on the differenced ACF at lag one of -0.01
Trend Analysis:
The Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test, KPSS Trend = 1.21 p-value = 0.01 indicates that the data is not stationary.
Distribution Analysis:
The Shapiro-Wilk test returned W = 0.98 with a p-value =0.00 indicating the data does not follow a normal distribution.
A skewness score of -0.11 indicates the data are fairly symmetrical.
Hartigan's dip test score of 0.01 with a p-value of 0.00 inidcates the data is multimodal
Statistics (Pearson P/ df, lower => more normal)
Auto Correlation Function
Auto Correlation Function After Differencing
Partial Auto Correlation Function
Seasonal Impact
Seasonal and Trend Decompostion
Citation:
Board of Governors of the Federal Reserve System (US), 10-Year Treasury Constant Maturity Rate [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, December 19, 2019.
Designed For Data Scientists and Analysts
400+ Data Sources
Use our platform to aggregate, normalize, and profile open source and premium control data. Spend less time finding and wrangling data, and more time building efficient and feature-rich machine learning data pipelines.
Data Science Treatments
Instantly apply industry-standard data science treatments and transformations, including (but not limited to) Differencing, Lead/Lag, Box Cox. Easily manipulate data across different time and geographic grains.
Auto Discovery
Our Patent Pending iterative testing engine allows you to upload your target variable, and the platform will test for possible statistical relationships across all available data sources. Saving you time and removing analyst bias.
Data Ingestion
Easily integrate your Ready Signal data to the data science platform of your choice. Connect directly to Ready Signal through our API or using one of our pre-built data connectors or download directly in Excel or CSV format.
