1. autostsm::DGS5
    5 Year Treasury Yield
  2. autostsm::GDP
    US GDP Seasonally Adjusted
  3. autostsm::NA000334Q
    US GDP Not Seasonally Adjusted
  4. autostsm::SP500
    S&P 500
  5. autostsm::UNRATE
    Unemployment Rate Seasonally Adjusted
  6. autostsm::UNRATENSA
    Unemployment Rate Not Seasonally Adjusted
  7. kalmanfilter::sw_dcf
    Stock and Watson Dynamic Common Factor Data Set
  8. kalmanfilter::treasuries
    Treasuries
  9. kimfilter::sw_dcf
    Stock and Watson Markov Switching Dynamic Common Factor Data Set