Hi @zeeshan0112,
Take a look at the following, where I have used your code modified for tidyverse and then I've only included the first 500 of your observations:
# Load libraries ----------------------------------------------------------
library("tidyverse")
library("lubridate")
# Set example data --------------------------------------------------------
my_data <- tribble(
~date, ~libor_1m, ~libor_3m,
"02-01-2013", 0.21, 0.31,
"03-01-2013", 0.21, 0.31,
"04-01-2013", 0.21, 0.31,
"07-01-2013", 0.21, 0.31,
"08-01-2013", 0.21, 0.31,
"09-01-2013", 0.21, 0.31,
"10-01-2013", 0.21, 0.31,
"11-01-2013", 0.21, 0.30,
"14-01-2013", 0.21, 0.30,
"15-01-2013", 0.21, 0.30,
"16-01-2013", 0.21, 0.30,
"17-01-2013", 0.20, 0.30,
"18-01-2013", 0.20, 0.30,
"21-01-2013", 0.20, 0.30,
"22-01-2013", 0.20, 0.30,
"23-01-2013", 0.20, 0.30,
"24-01-2013", 0.20, 0.30,
"25-01-2013", 0.20, 0.30,
"28-01-2013", 0.20, 0.30,
"29-01-2013", 0.20, 0.30,
"30-01-2013", 0.20, 0.30,
"31-01-2013", 0.20, 0.30,
"01-02-2013", 0.20, 0.30,
"04-02-2013", 0.20, 0.30,
"05-02-2013", 0.20, 0.30,
"06-02-2013", 0.20, 0.29,
"07-02-2013", 0.20, 0.29,
"08-02-2013", 0.20, 0.29,
"11-02-2013", 0.20, 0.29,
"12-02-2013", 0.20, 0.29,
"13-02-2013", 0.20, 0.29,
"14-02-2013", 0.20, 0.29,
"15-02-2013", 0.20, 0.29,
"18-02-2013", 0.20, 0.29,
"19-02-2013", 0.20, 0.29,
"20-02-2013", 0.20, 0.29,
"21-02-2013", 0.20, 0.29,
"22-02-2013", 0.20, 0.29,
"25-02-2013", 0.20, 0.29,
"26-02-2013", 0.20, 0.29,
"27-02-2013", 0.20, 0.29,
"28-02-2013", 0.20, 0.29,
"01-03-2013", 0.20, 0.28,
"04-03-2013", 0.21, 0.28,
"05-03-2013", 0.20, 0.28,
"06-03-2013", 0.20, 0.28,
"07-03-2013", 0.20, 0.28,
"08-03-2013", 0.20, 0.28,
"11-03-2013", 0.20, 0.28,
"12-03-2013", 0.20, 0.28,
"13-03-2013", 0.20, 0.28,
"14-03-2013", 0.20, 0.28,
"15-03-2013", 0.20, 0.28,
"18-03-2013", 0.20, 0.28,
"19-03-2013", 0.20, 0.28,
"20-03-2013", 0.20, 0.28,
"21-03-2013", 0.20, 0.28,
"22-03-2013", 0.20, 0.28,
"25-03-2013", 0.20, 0.28,
"26-03-2013", 0.20, 0.28,
"27-03-2013", 0.20, 0.28,
"28-03-2013", 0.20, 0.28,
"02-04-2013", 0.20, 0.28,
"03-04-2013", 0.20, 0.28,
"04-04-2013", 0.20, 0.28,
"05-04-2013", 0.20, 0.28,
"08-04-2013", 0.20, 0.28,
"09-04-2013", 0.20, 0.28,
"10-04-2013", 0.20, 0.28,
"11-04-2013", 0.20, 0.28,
"12-04-2013", 0.20, 0.28,
"15-04-2013", 0.20, 0.28,
"16-04-2013", 0.20, 0.28,
"17-04-2013", 0.20, 0.28,
"18-04-2013", 0.20, 0.28,
"19-04-2013", 0.20, 0.28,
"22-04-2013", 0.20, 0.28,
"23-04-2013", 0.20, 0.28,
"24-04-2013", 0.20, 0.28,
"25-04-2013", 0.20, 0.28,
"26-04-2013", 0.20, 0.28,
"29-04-2013", 0.20, 0.27,
"30-04-2013", 0.20, 0.27,
"01-05-2013", 0.20, 0.27,
"02-05-2013", 0.20, 0.27,
"03-05-2013", 0.20, 0.28,
"07-05-2013", 0.20, 0.28,
"08-05-2013", 0.20, 0.28,
"09-05-2013", 0.20, 0.28,
"10-05-2013", 0.20, 0.28,
"13-05-2013", 0.20, 0.28,
"14-05-2013", 0.20, 0.27,
"15-05-2013", 0.20, 0.27,
"16-05-2013", 0.20, 0.27,
"17-05-2013", 0.20, 0.27,
"20-05-2013", 0.20, 0.27,
"21-05-2013", 0.20, 0.27,
"22-05-2013", 0.20, 0.27,
"23-05-2013", 0.19, 0.27,
"24-05-2013", 0.19, 0.27,
"28-05-2013", 0.19, 0.27,
"29-05-2013", 0.19, 0.28,
"30-05-2013", 0.19, 0.27,
"31-05-2013", 0.19, 0.28,
"03-06-2013", 0.19, 0.27,
"04-06-2013", 0.19, 0.27,
"05-06-2013", 0.19, 0.27,
"06-06-2013", 0.19, 0.27,
"07-06-2013", 0.19, 0.28,
"10-06-2013", 0.19, 0.27,
"11-06-2013", 0.19, 0.27,
"12-06-2013", 0.19, 0.27,
"13-06-2013", 0.19, 0.27,
"14-06-2013", 0.19, 0.27,
"17-06-2013", 0.19, 0.27,
"18-06-2013", 0.19, 0.27,
"19-06-2013", 0.19, 0.27,
"20-06-2013", 0.19, 0.27,
"21-06-2013", 0.19, 0.27,
"24-06-2013", 0.20, 0.28,
"25-06-2013", 0.19, 0.28,
"26-06-2013", 0.20, 0.28,
"27-06-2013", 0.20, 0.27,
"28-06-2013", 0.19, 0.27,
"01-07-2013", 0.20, 0.27,
"02-07-2013", 0.20, 0.27,
"03-07-2013", 0.19, 0.27,
"04-07-2013", 0.19, 0.27,
"05-07-2013", 0.19, 0.27,
"08-07-2013", 0.19, 0.27,
"09-07-2013", 0.19, 0.27,
"10-07-2013", 0.19, 0.27,
"11-07-2013", 0.19, 0.27,
"12-07-2013", 0.19, 0.27,
"15-07-2013", 0.19, 0.27,
"16-07-2013", 0.19, 0.27,
"17-07-2013", 0.19, 0.27,
"18-07-2013", 0.19, 0.27,
"19-07-2013", 0.19, 0.26,
"22-07-2013", 0.19, 0.26,
"23-07-2013", 0.19, 0.27,
"24-07-2013", 0.19, 0.26,
"25-07-2013", 0.19, 0.26,
"26-07-2013", 0.19, 0.27,
"29-07-2013", 0.19, 0.27,
"30-07-2013", 0.19, 0.27,
"31-07-2013", 0.19, 0.27,
"01-08-2013", 0.19, 0.27,
"02-08-2013", 0.19, 0.27,
"05-08-2013", 0.19, 0.27,
"06-08-2013", 0.19, 0.27,
"07-08-2013", 0.19, 0.27,
"08-08-2013", 0.19, 0.26,
"09-08-2013", 0.18, 0.26,
"12-08-2013", 0.18, 0.26,
"13-08-2013", 0.18, 0.26,
"14-08-2013", 0.18, 0.26,
"15-08-2013", 0.18, 0.26,
"16-08-2013", 0.18, 0.26,
"19-08-2013", 0.18, 0.26,
"20-08-2013", 0.18, 0.26,
"21-08-2013", 0.18, 0.26,
"22-08-2013", 0.18, 0.26,
"23-08-2013", 0.18, 0.26,
"27-08-2013", 0.18, 0.26,
"28-08-2013", 0.18, 0.26,
"29-08-2013", 0.18, 0.26,
"30-08-2013", 0.18, 0.26,
"02-09-2013", 0.18, 0.26,
"03-09-2013", 0.18, 0.26,
"04-09-2013", 0.18, 0.26,
"05-09-2013", 0.18, 0.26,
"06-09-2013", 0.18, 0.26,
"09-09-2013", 0.18, 0.26,
"10-09-2013", 0.18, 0.26,
"11-09-2013", 0.18, 0.25,
"12-09-2013", 0.18, 0.25,
"13-09-2013", 0.18, 0.25,
"16-09-2013", 0.18, 0.25,
"17-09-2013", 0.18, 0.25,
"18-09-2013", 0.18, 0.25,
"19-09-2013", 0.18, 0.25,
"20-09-2013", 0.18, 0.25,
"23-09-2013", 0.18, 0.25,
"24-09-2013", 0.18, 0.25,
"25-09-2013", 0.18, 0.25,
"26-09-2013", 0.18, 0.25,
"27-09-2013", 0.18, 0.25,
"30-09-2013", 0.18, 0.25,
"01-10-2013", 0.18, 0.25,
"02-10-2013", 0.18, 0.24,
"03-10-2013", 0.17, 0.24,
"04-10-2013", 0.17, 0.24,
"07-10-2013", 0.17, 0.24,
"08-10-2013", 0.17, 0.24,
"09-10-2013", 0.18, 0.25,
"10-10-2013", 0.17, 0.24,
"11-10-2013", 0.17, 0.24,
"14-10-2013", 0.18, 0.25,
"15-10-2013", 0.17, 0.24,
"16-10-2013", 0.18, 0.25,
"17-10-2013", 0.17, 0.24,
"18-10-2013", 0.17, 0.24,
"21-10-2013", 0.17, 0.24,
"22-10-2013", 0.17, 0.24,
"23-10-2013", 0.17, 0.24,
"24-10-2013", 0.17, 0.24,
"25-10-2013", 0.17, 0.24,
"28-10-2013", 0.17, 0.24,
"29-10-2013", 0.17, 0.24,
"30-10-2013", 0.17, 0.24,
"31-10-2013", 0.17, 0.24,
"01-11-2013", 0.17, 0.24,
"04-11-2013", 0.17, 0.24,
"05-11-2013", 0.17, 0.24,
"06-11-2013", 0.17, 0.24,
"07-11-2013", 0.17, 0.24,
"08-11-2013", 0.17, 0.24,
"11-11-2013", 0.17, 0.24,
"12-11-2013", 0.17, 0.24,
"13-11-2013", 0.17, 0.24,
"14-11-2013", 0.17, 0.24,
"15-11-2013", 0.17, 0.24,
"18-11-2013", 0.17, 0.24,
"19-11-2013", 0.17, 0.24,
"20-11-2013", 0.17, 0.24,
"21-11-2013", 0.17, 0.24,
"22-11-2013", 0.17, 0.24,
"25-11-2013", 0.16, 0.24,
"26-11-2013", 0.16, 0.24,
"27-11-2013", 0.17, 0.24,
"28-11-2013", 0.17, 0.24,
"29-11-2013", 0.17, 0.24,
"02-12-2013", 0.17, 0.24,
"03-12-2013", 0.17, 0.24,
"04-12-2013", 0.17, 0.24,
"05-12-2013", 0.17, 0.24,
"06-12-2013", 0.17, 0.24,
"09-12-2013", 0.17, 0.24,
"10-12-2013", 0.17, 0.24,
"11-12-2013", 0.17, 0.24,
"12-12-2013", 0.17, 0.24,
"13-12-2013", 0.16, 0.24,
"16-12-2013", 0.17, 0.24,
"17-12-2013", 0.17, 0.24,
"18-12-2013", 0.17, 0.25,
"19-12-2013", 0.16, 0.25,
"20-12-2013", 0.16, 0.25,
"23-12-2013", 0.16, 0.25,
"24-12-2013", 0.17, 0.25,
"27-12-2013", 0.17, 0.25,
"30-12-2013", 0.17, 0.25,
"31-12-2013", 0.17, 0.25,
"02-01-2014", 0.17, 0.24,
"03-01-2014", 0.16, 0.24,
"06-01-2014", 0.16, 0.24,
"07-01-2014", 0.16, 0.24,
"08-01-2014", 0.16, 0.24,
"09-01-2014", 0.16, 0.24,
"10-01-2014", 0.16, 0.24,
"13-01-2014", 0.16, 0.24,
"14-01-2014", 0.16, 0.24,
"15-01-2014", 0.16, 0.24,
"16-01-2014", 0.16, 0.24,
"17-01-2014", 0.16, 0.24,
"20-01-2014", 0.16, 0.24,
"21-01-2014", 0.16, 0.24,
"22-01-2014", 0.16, 0.24,
"23-01-2014", 0.16, 0.24,
"24-01-2014", 0.16, 0.24,
"27-01-2014", 0.16, 0.24,
"28-01-2014", 0.16, 0.24,
"29-01-2014", 0.16, 0.24,
"30-01-2014", 0.16, 0.24,
"31-01-2014", 0.16, 0.24,
"03-02-2014", 0.16, 0.24,
"04-02-2014", 0.16, 0.24,
"05-02-2014", 0.16, 0.24,
"06-02-2014", 0.16, 0.24,
"07-02-2014", 0.16, 0.23,
"10-02-2014", 0.15, 0.23,
"11-02-2014", 0.15, 0.24,
"12-02-2014", 0.15, 0.24,
"13-02-2014", 0.15, 0.24,
"14-02-2014", 0.15, 0.24,
"17-02-2014", 0.15, 0.24,
"18-02-2014", 0.15, 0.23,
"19-02-2014", 0.15, 0.23,
"20-02-2014", 0.16, 0.24,
"21-02-2014", 0.16, 0.23,
"24-02-2014", 0.15, 0.23,
"25-02-2014", 0.15, 0.23,
"26-02-2014", 0.15, 0.23,
"27-02-2014", 0.15, 0.24,
"28-02-2014", 0.16, 0.24,
"03-03-2014", 0.16, 0.24,
"04-03-2014", 0.16, 0.24,
"05-03-2014", 0.16, 0.23,
"06-03-2014", 0.15, 0.24,
"07-03-2014", 0.16, 0.24,
"10-03-2014", 0.16, 0.23,
"11-03-2014", 0.16, 0.23,
"12-03-2014", 0.16, 0.23,
"13-03-2014", 0.16, 0.23,
"14-03-2014", 0.16, 0.23,
"17-03-2014", 0.16, 0.23,
"18-03-2014", 0.16, 0.23,
"19-03-2014", 0.16, 0.23,
"20-03-2014", 0.15, 0.23,
"21-03-2014", 0.15, 0.23,
"24-03-2014", 0.15, 0.24,
"25-03-2014", 0.15, 0.23,
"26-03-2014", 0.15, 0.23,
"27-03-2014", 0.15, 0.23,
"28-03-2014", 0.15, 0.23,
"31-03-2014", 0.15, 0.23,
"01-04-2014", 0.15, 0.23,
"02-04-2014", 0.15, 0.23,
"03-04-2014", 0.15, 0.23,
"04-04-2014", 0.15, 0.23,
"07-04-2014", 0.15, 0.23,
"08-04-2014", 0.15, 0.23,
"09-04-2014", 0.15, 0.23,
"10-04-2014", 0.15, 0.23,
"11-04-2014", 0.15, 0.23,
"14-04-2014", 0.15, 0.23,
"15-04-2014", 0.15, 0.23,
"16-04-2014", 0.15, 0.23,
"17-04-2014", 0.15, 0.23,
"22-04-2014", 0.15, 0.23,
"23-04-2014", 0.15, 0.23,
"24-04-2014", 0.15, 0.23,
"25-04-2014", 0.15, 0.23,
"28-04-2014", 0.15, 0.22,
"29-04-2014", 0.15, 0.23,
"30-04-2014", 0.15, 0.22,
"01-05-2014", 0.15, 0.22,
"02-05-2014", 0.15, 0.22,
"06-05-2014", 0.15, 0.22,
"07-05-2014", 0.15, 0.22,
"08-05-2014", 0.15, 0.22,
"09-05-2014", 0.15, 0.22,
"12-05-2014", 0.15, 0.23,
"13-05-2014", 0.15, 0.22,
"14-05-2014", 0.15, 0.23,
"15-05-2014", 0.15, 0.23,
"16-05-2014", 0.15, 0.23,
"19-05-2014", 0.15, 0.23,
"20-05-2014", 0.15, 0.23,
"21-05-2014", 0.15, 0.23,
"22-05-2014", 0.15, 0.23,
"23-05-2014", 0.15, 0.23,
"27-05-2014", 0.15, 0.23,
"28-05-2014", 0.15, 0.23,
"29-05-2014", 0.15, 0.23,
"30-05-2014", 0.15, 0.23,
"02-06-2014", 0.15, 0.23,
"03-06-2014", 0.15, 0.23,
"04-06-2014", 0.15, 0.23,
"05-06-2014", 0.15, 0.23,
"06-06-2014", 0.15, 0.23,
"09-06-2014", 0.15, 0.23,
"10-06-2014", 0.15, 0.23,
"11-06-2014", 0.15, 0.23,
"12-06-2014", 0.15, 0.23,
"13-06-2014", 0.15, 0.23,
"16-06-2014", 0.15, 0.23,
"17-06-2014", 0.16, 0.23,
"18-06-2014", 0.15, 0.23,
"19-06-2014", 0.15, 0.23,
"20-06-2014", 0.15, 0.23,
"23-06-2014", 0.15, 0.23,
"24-06-2014", 0.15, 0.23,
"25-06-2014", 0.15, 0.23,
"26-06-2014", 0.15, 0.23,
"27-06-2014", 0.15, 0.23,
"30-06-2014", 0.16, 0.23,
"01-07-2014", 0.16, 0.23,
"02-07-2014", 0.16, 0.23,
"03-07-2014", 0.16, 0.23,
"04-07-2014", 0.15, 0.23,
"07-07-2014", 0.15, 0.23,
"08-07-2014", 0.15, 0.23,
"09-07-2014", 0.15, 0.23,
"10-07-2014", 0.15, 0.23,
"11-07-2014", 0.15, 0.23,
"14-07-2014", 0.15, 0.23,
"15-07-2014", 0.15, 0.23,
"16-07-2014", 0.16, 0.23,
"17-07-2014", 0.16, 0.23,
"18-07-2014", 0.15, 0.23,
"21-07-2014", 0.15, 0.23,
"22-07-2014", 0.16, 0.23,
"23-07-2014", 0.16, 0.23,
"24-07-2014", 0.15, 0.24,
"25-07-2014", 0.16, 0.23,
"28-07-2014", 0.16, 0.24,
"29-07-2014", 0.16, 0.24,
"30-07-2014", 0.16, 0.24,
"31-07-2014", 0.16, 0.24,
"01-08-2014", 0.16, 0.24,
"04-08-2014", 0.16, 0.24,
"05-08-2014", 0.16, 0.24,
"06-08-2014", 0.16, 0.23,
"07-08-2014", 0.16, 0.23,
"08-08-2014", 0.16, 0.24,
"11-08-2014", 0.16, 0.23,
"12-08-2014", 0.16, 0.23,
"13-08-2014", 0.16, 0.23,
"14-08-2014", 0.16, 0.23,
"15-08-2014", 0.16, 0.23,
"18-08-2014", 0.16, 0.23,
"19-08-2014", 0.16, 0.23,
"20-08-2014", 0.16, 0.23,
"21-08-2014", 0.16, 0.23,
"22-08-2014", 0.16, 0.24,
"26-08-2014", 0.16, 0.24,
"27-08-2014", 0.16, 0.23,
"28-08-2014", 0.15, 0.23,
"29-08-2014", 0.16, 0.23,
"01-09-2014", 0.16, 0.23,
"02-09-2014", 0.16, 0.23,
"03-09-2014", 0.16, 0.23,
"04-09-2014", 0.16, 0.23,
"05-09-2014", 0.15, 0.23,
"08-09-2014", 0.15, 0.23,
"09-09-2014", 0.15, 0.23,
"10-09-2014", 0.15, 0.23,
"11-09-2014", 0.15, 0.23,
"12-09-2014", 0.15, 0.23,
"15-09-2014", 0.15, 0.23,
"16-09-2014", 0.15, 0.23,
"17-09-2014", 0.15, 0.23,
"18-09-2014", 0.15, 0.23,
"19-09-2014", 0.15, 0.23,
"22-09-2014", 0.15, 0.24,
"23-09-2014", 0.15, 0.23,
"24-09-2014", 0.15, 0.24,
"25-09-2014", 0.15, 0.23,
"26-09-2014", 0.15, 0.23,
"29-09-2014", 0.15, 0.24,
"30-09-2014", 0.16, 0.24,
"01-10-2014", 0.15, 0.23,
"02-10-2014", 0.15, 0.23,
"03-10-2014", 0.15, 0.23,
"06-10-2014", 0.15, 0.23,
"07-10-2014", 0.15, 0.23,
"08-10-2014", 0.15, 0.23,
"09-10-2014", 0.15, 0.23,
"10-10-2014", 0.15, 0.23,
"13-10-2014", 0.15, 0.23,
"14-10-2014", 0.15, 0.23,
"15-10-2014", 0.15, 0.23,
"16-10-2014", 0.16, 0.23,
"17-10-2014", 0.16, 0.23,
"20-10-2014", 0.16, 0.23,
"21-10-2014", 0.15, 0.23,
"22-10-2014", 0.15, 0.23,
"23-10-2014", 0.15, 0.23,
"24-10-2014", 0.15, 0.23,
"27-10-2014", 0.15, 0.23,
"28-10-2014", 0.15, 0.23,
"29-10-2014", 0.15, 0.23,
"30-10-2014", 0.16, 0.23,
"31-10-2014", 0.16, 0.23,
"03-11-2014", 0.16, 0.23,
"04-11-2014", 0.16, 0.23,
"05-11-2014", 0.16, 0.23,
"06-11-2014", 0.16, 0.23,
"07-11-2014", 0.16, 0.23,
"10-11-2014", 0.15, 0.23,
"11-11-2014", 0.15, 0.23,
"12-11-2014", 0.15, 0.23,
"13-11-2014", 0.15, 0.23,
"14-11-2014", 0.15, 0.23,
"17-11-2014", 0.15, 0.23,
"18-11-2014", 0.16, 0.23,
"19-11-2014", 0.16, 0.23,
"20-11-2014", 0.16, 0.23,
"21-11-2014", 0.16, 0.23,
"24-11-2014", 0.15, 0.23,
"25-11-2014", 0.16, 0.24,
"26-11-2014", 0.16, 0.24,
"27-11-2014", 0.16, 0.23,
"28-11-2014", 0.15, 0.23,
"01-12-2014", 0.16, 0.23,
"02-12-2014", 0.16, 0.23,
"03-12-2014", 0.16, 0.23,
"04-12-2014", 0.16, 0.24,
"05-12-2014", 0.16, 0.24,
"08-12-2014", 0.16, 0.24,
"09-12-2014", 0.16, 0.24,
"10-12-2014", 0.16, 0.24,
"11-12-2014", 0.16, 0.24,
"12-12-2014", 0.16, 0.24,
"15-12-2014", 0.16, 0.24,
"16-12-2014", 0.16, 0.24,
"17-12-2014", 0.16, 0.25,
"18-12-2014", 0.17, 0.25,
"19-12-2014", 0.16, 0.25) %>%
mutate(date = dmy(date))
# Visualise ---------------------------------------------------------------
my_plot <- my_data %>%
ggplot(aes(x = date, y = libor_1m)) +
geom_line(colour = "red", lwd = 3) +
labs(title = "LIBOR",
x = "Year",
y = "LIBOR rate") +
theme_classic(base_size = 16)
# Save visualisation ------------------------------------------------------
ggsave(filename = "LIBOR_rate.png",
width = 10,
height = 6,
dpi = 72)
Yielding
Hope it helps 