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February 21, 2021 20:37
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Exchange rates GBP, EUR and USD
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library(reshape2) | |
library(ragg) | |
library(ggplot2) | |
# devtools::install_github("opensdmx/rsdmx") | |
library(rsdmx) | |
usd_eur <- readSDMX("https://sdw-wsrest.ecb.europa.eu/service/data/EXR/D.USD.EUR.SP00.A") | |
usd_eur <- as.data.frame(usd_eur) | |
usd_eur <- usd_eur[c("obsTime", "obsValue")] | |
names(usd_eur) <- c("date", "usd") | |
gbp_eur <- readSDMX("https://sdw-wsrest.ecb.europa.eu/service/data/EXR/D.GBP.EUR.SP00.A") | |
gbp_eur <- as.data.frame(gbp_eur) | |
gbp_eur <- gbp_eur[c("obsTime", "obsValue")] | |
names(gbp_eur) <- c("date", "gbp") | |
dd <- merge(gbp_eur, usd_eur) | |
names(dd) <- c("date", "EUR in GBP", "EUR in USD") | |
dd <- dd[complete.cases(dd),] | |
dd$date <- as.Date(dd$date) | |
dd[["GBP in USD"]] <- dd[["EUR in USD"]] / dd[["EUR in GBP"]] | |
dd[["GBP in EUR"]] <- 1/dd[["EUR in GBP"]] | |
# dd$usd_eur <- 1/dd$eur_usd | |
dd[["EUR in GBP"]] <- NULL | |
# dd$eur_usd <- NULL | |
mm <- melt(dd, id.vars = "date") | |
from_to <- paste0("(", | |
format(min(dd$date), "%b. %Y"), | |
" - ", | |
format(max(dd$date), "%b. %Y"), | |
")" | |
) | |
g <- ggplot(data = mm, aes(x = date, y = value, col = variable)) + | |
geom_line() + | |
theme_bw() + | |
theme(text = element_text(family = "DejaVu Math TeX Gyre")) + | |
labs(title = "Exchange rates GBP, EUR and USD", | |
subtitle = from_to, | |
caption = "Data Source: European Central Bank", | |
x = "Time", | |
y = "Exchange rates", | |
colour = "Currencies") + | |
geom_vline( | |
xintercept = c(as.Date("2016-06-23"), | |
as.Date("2017-07-08"), | |
as.Date("2019-12-12")), | |
linetype = c("dotted", "dashed", "dashed")) + | |
annotate(geom = "text", | |
label = c(as.character("Brexit Referendum (2016-06-23)"), | |
as.character("General Election (2017-07-08)"), | |
as.character("General Election (2019-12-12)")), | |
x = c(as.Date("2016-06-23"), | |
as.Date("2017-07-08"), | |
as.Date("2019-12-12")), | |
y = c(1.7, 1.7, 1.7), | |
angle = 90, | |
vjust = 1.5) | |
agg_png("exchange_rates.png", width = 4000, height = 1700, res = 300) | |
print(g) | |
dev.off() |
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