What is the maturity of the interest rates in the first column? What is the sampling frequency of this data set—daily, weekly, monthly, or quarterly? What country are the data from? Are the rates...

What is the maturity of the interest rates in the first column? What is the sampling frequency of this data set—daily, weekly, monthly, or quarterly? What country are the data from? Are the rates expressed as percentages or fractions (decimals)?

 In the plot you have just created, panels (a), (b), and (c) show how the short rate, changes in the short rate, and squared changes in the short rate depend on time. The plots of changes in the short rate are useful for choosing the drift μ(t − 1, rt−1) while squared changes in the short rate are helpful for selecting the volatility σ(t − 1, rt−1).