INTQRT.DES r3 r6 r12 p3 p6 hy6 hy3 spr63 hy3_1 hy6_1 spr63_1 hy6hy3_1 cr3 r3_1 chy6 chy3 chy6_1 chy3_1 cr6 cr6_1 cr3_1 r6_1 cspr63 Obs: 124 1. r3 bond equiv. yield, 3 mo. T-bill 2. r6 bond equiv. yield, 6 mo. T-bill 3. r12 yield on 1 yr. bond 4. p3 price of 3 mo. T-bill 5. p6 price of 6 mo. T-bill 6. hy6 holding yield: 100*(p3 - p6[t-1])/p6[t-1]) 7. hy3 holding yield: r3*(91/365) 8. spr63 spread: r6 - r3 9. hy3_1 hy3[t-1] 10. hy6_1 hy6[t-1] 11. spr63_1 spr63[t-1] 12. hy6hy3_1 hy6 - hy3_1 13. cr3 r3 - r3_1 14. r3_1 r3[t-1] 15. chy6 hy6 - hy6_1 16. chy3 hy3 - hy3_1 17. chy6_1 chy6[t-1] 18. chy3_1 chy3[t-1] 19. cr6 r6 - r6_1 20. cr6_1 cr6[t-1] 21. cr3_1 cr3[t-1] 22. r6_1 r6[t-1] 23. cspr63 spr63 - spr63_1