For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.
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ashtongate wrote:Does anyone know more details regarding the cubic spline interpolation function on eviews? Is it appropriate for obtaining smooth yield curves? Thanks.
Unless you are mandated to use a cubic spline, I recommend you try a Nelson-Siegel curve. It is easily fit by a regression and has better properties at the long end.
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