Writing the article "How much does "Beta" change depending on time?", I learned how to create an animation by using R language. Then, I would like to continue do that in this article.
In this article, I visualize time series of JGB term structure Ministry of Finance Japan publishes because I'm japanese!
You can download these data from here. You can get daily yield curve data, but I visualized these as monthly data for simplicity.
You can easily understand how JGB term structure behave and Japanese yield gradually go down.
The source code to create it is below.
(To run, you need to install xts, animation package, and ImageMagick)