Quandl::Quandl.api_key("2-ssaDcwP9-5FrxtJN7Y")
Monththree_bill_rate <- Quandl("FRED/TB3MS", type = "ts", start_date = "1970-01-01", end_date = "2020-12-31", collapse = "quarterly")
Monthsix_bill_rate <- Quandl("FRED/TB6MS", type = "ts", start_date = "1970-01-01", end_date = "2020-12-31", collapse = "quarterly")
Monthtwelve_bill_rate <- Quandl("FRED/DTB1YR", type = "ts", start_date = "1970-01-01", end_date = "2020-12-31", collapse = "quarterly")
Yearsthree_bond_rate <- Quandl("FRED/WGS10YR", type = "ts", start_date = "1970-01-01", end_date = "2020-12-31", collapse = "quarterly")
fed_fund_rate <- Quandl("FRED/FEDFUNDS", type = "ts", start_date = "1970-01-01", end_date = "2020-12-31", collapse = "quarterly")
date = seq(as.Date("1970-01-01"),as.Date("2020-12-31"), "quarter")
df1 <- data.frame(date, fed_fund_rate, Monthsix_bill_rate, Monththree_bill_rate, Monthtwelve_bill_rate, Yearsthree_bond_rate)
Fig1 = ggplot() +
geom_line(data=df1, aes(x=date, y=fed_fund_rate, color="fed_fund_rate")) +
geom_line(data=df1, aes(x=date, y=Monthsix_bill_rate, color="Monthsix_bill_rate")) +
geom_line(data=df1, aes(x=date, y=Monththree_bill_rate, color="Monththree_bill_rate")) +
geom_line(data=df1, aes(x=date, y=Monthtwelve_bill_rate, color="Monthtwelve_bill_rate")) +
geom_line(data=df1, aes(x=date, y=Yearsthree_bond_rate, color="Yearsthree_bond_rate")) +
ggtitle("FF rate et taux à 3-6 mois et 1-10 an ")
Fig1
## Don't know how to automatically pick scale for object of type ts. Defaulting to continuous.
