import numpy as np
import pandas as pd
from datetime import datetime
import matplotlib.pylab as plt
df=pd.read_csv('Quarterly.csv')
df.head(5)
df.shape
import matplotlib.ticker as ticker
x=df['Quarter']
y=df['St']
plt.figure(figsize=(12,6))
plt.plot(x,y)
plt.plot([x[0],224],[0,0])
plt.gca().xaxis.set_major_locator(ticker.MultipleLocator(20))
plt.title('The interest rate spread')
plt.show()

diff_st=[]
a=[]
for i in range(0,222):
a=y[i+1]-y[i]
diff_st.append(a)
plt.figure(figsize=(12,6))
plt.plot(x[0:222],diff_st)
plt.plot([x[0],224],[0,0])
plt.title('First-difference of the spread')
plt.gca().xaxis.set_major_locator(ticker.MultipleLocator(20))
plt.show()

time0=np.linspace(0,222,223)
time1=np.linspace(0,221,222)
series0=df['St']
series1=diff_st
df0=pd.DataFrame({'date0':time0[:],'series0':series0[:]})
df0.to_csv('D://0.csv',encoding='utf-8',index=False)
df1=pd.DataFrame({'date1':time1[:],'series1':series1[:]})
df1.to_csv('D://1.csv',encoding='utf-8',index=False)