Level from FNMA, Condensed Consolidated Balance Sheets, sum of Short-term debt and Long-term debt. Unadjusted transactions are the change in the level, less other volume changes. Other volume changes include charge-offs on one-to-four-family residential mortgage loans from 2007:Q1 to 2009:Q4. Gross charge-offs on one-to-four-family residential mortgage loans data are available in FNMA 10-Q and 10-K SEC filings. Seasonally adjusted transactions are obtained using X-13-ARIMA procedure.
Last edited on: 09/14/2018