# How to reconstruct a discontinued economic time series such as the Fed's CP rate?

The old 3-Month Commercial Paper Rate (CP3M) on FRED was discontinued in 1997. I would like to reconstruct this series in a reasonable fashion, so I can use it to analyze more recent events.

I was thinking of using some combination of 3-Month AA Financial Commercial Paper Rate (CPF3M) and 3-Month AA Nonfinancial Commercial Paper Rate (CPN3M), but I'm unsure how to weight them.

Any suggestions?

-
You should read the Fed's about page on CP. –  Tal Fishman Aug 9 '11 at 15:20