[This article was first published on Timely Portfolio
, and kindly contributed to R-bloggers
]. (You can report issue about the content on this page here
Want to share your content on R-bloggers? click here
if you have a blog, or here
if you don't.
The Ministry of Finance Japan very generously provides data on JGBs back to 1974. Here is a quick example how to pull it into R and then graph it.
R code in GIST (do raw for copy/paste):