| #get Japan yield data from the Ministry of Finance Japan | |
| #data goes back to 1974 | |
| require(latticeExtra) | |
| require(xtsExtra) | |
| url <- "http://www.mof.go.jp/english/jgbs/reference/interest_rate/" | |
| filenames <- paste("jgbcme",c("","_2010","_2000-2009","_1990-1999","_1980-1989","_1974-1979"),".csv",sep="") | |
| #load all data and combine into one jgb data.frame | |
| jgb <- read.csv(paste(url,filenames[1],sep=""),stringsAsFactors=FALSE) | |
| for (i in 2:length(filenames)) { | |
| jgb <- rbind(jgb,read.csv(paste(url,"/historical/",filenames[i],sep=""),stringsAsFactors=FALSE)) | |
| } | |
| #now clean up the jgb data.frame to make a jgb xts | |
| jgb.xts <- as.xts(data.matrix(jgb[,2:NCOL(jgb)]),order.by=as.Date(jgb[,1])) | |
| plot.xts(jgb.xts,ylim=c(0,12),screens=1,las=1) | |
| plot.xts(jgb.xts,ylim=c(0,12),screens=c(rep(1,5),rep(2,5),rep(3,5)),las=1) | |
| #use lattice to do the same thing | |
| #for the sake of time will do final formatting here | |
| xyplot(jgb.xts,col=brewer.pal("Blues",n=9)[5:9], | |
| ylim=c(0,12), | |
| screens=c(rep(1,5),rep(2,5),rep(3,5)), | |
| lattice.options=theEconomist.opts(), | |
| par.settings=theEconomist.theme(box="transparent"), | |
| scale=list(y=list(rot=0)), | |
| strip=strip.custom(factor.levels=c("1-5 Year","5-10 Year","10-40 Year"),style=5), | |
| main="Japanese Government Bonds Since 1974") | |
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