As the junior analyst for an investment management firm, please help regarding the term structure of interest rates. Because the shape of the term structure of interest rates is often used to predict future macroeconomic conditions as wells as the course of future short-term interest rates.

Please help me to understand how to make 2 charts- Chart 1 - Plot the yield curve for each year between 2006 - 2022 and display these data on one graph. For each year indicate the shape of the yield curve, i.e., Normal, Inverted, or Flat.

Chart 2 - First you must calculate the series of one-year forward rates for each year between 2006 - 2022, i.e., for each year there are nine forward rates: 2f1, 3f1, 4f1, 5f1, 6f1, 7f1, 8f1, 9f1, 10f1. Then, plot the series of one-year forward rates for each year between 2006 - 2022. You must include your forward rate estimates in the presentation. For each forward-rate curve indicate the expected direction of future short-term rates, i.e., Increasing, Decreasing, Constant.

Use the provided spreadsheets that contains yield curve (1st spreadsheet) and zero-coupon yields from 2006 - 2022 (2nd spreadsheet). These data are published by the Board of Governors of the Federal Reserve System and represents "constant maturity" and zero-coupon yields that are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities. These yields are based on the closing market bid yields on actively traded Treasury securities in the over the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York.