ICDR2

Pacotes

library(ggthemes)
library(quantmod)

Loading required package: xts

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: TTR

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  as.zoo.data.frame zoo 

library(tidyverse)

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✔ lubridate 1.9.3     ✔ tidyr     1.3.1
✔ purrr     1.0.2     

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library(scales)

Attaching package: 'scales'

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library(zoo)

Taxa de Juros 2 Anos

# Defina o período para os dados
start_date <- "1970-01-01"
end_date <- Sys.Date()

# Obtenha os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obtenha os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajuste os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomeie as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Crie um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Janelas para a taxa de juros (1978-01-01 a 1981-01-01)

# Definir as datas de início e fim
start_date <- "1970-01-01"
end_date <- "1981-01-01"

# Obter os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obter os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajustar os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomear as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Criar um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Janelas para a taxa de juros (1989-01-01 a 1991-01-01)

# Definir as novas datas de início e fim
start_date <- "1989-01-01"
end_date <- "1991-01-01"

# Obter os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obter os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajustar os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomear as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Criar um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Janelas para a taxa de juros (2000-01-01 a 2002-01-01)

# Definir as novas datas de início e fim
start_date <- "2000-01-01"
end_date <- "2002-01-01"

# Obter os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obter os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajustar os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomear as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Criar um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Janelas para a taxa de juros (2006-01-01 a 2008-01-01)

# Definir as novas datas de início e fim
start_date <- "2006-01-01"
end_date <- "2008-01-01"

# Obter os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obter os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajustar os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomear as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Criar um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Janelas para a taxa de juros (2019-01-01 até agora)

# Definir a data de início como 2019-01-01
start_date <- "2019-01-01"
# Definir a data final como a data atual
end_date <- Sys.Date()

# Obter os dados da Federal Funds Rate
fed_funds <- getSymbols("FEDFUNDS", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Obter os dados da taxa de juros de Treasury Bills de 2 anos
treasury_bills_2yr <- getSymbols("DGS2", src = "FRED", from = start_date, to = end_date, auto.assign = FALSE)

# Ajustar os dados para terem o mesmo número de linhas
data <- na.omit(merge(fed_funds, treasury_bills_2yr))

# Renomear as colunas
colnames(data) <- c("Federal_Funds_Rate", "Treasury_Bills_2yr_Rate")

# Criar um gráfico usando ggplot2
ggplot(data, aes(x = index(data))) +
  geom_line(aes(y = Federal_Funds_Rate, color = "Federal Funds Rate")) +
  geom_line(aes(y = Treasury_Bills_2yr_Rate, color = "Treasury Bills 2yr Rate")) +
  scale_color_manual(values = c("red", "blue")) +
  labs(title = "Federal Funds Rate vs Treasury Bills 2 anos Rate",
       y = "Interest Rate (%)",
       color = "Interest Rate Type") +
  theme_economist_white()

Desemprego

# Defina o período para os dados
start_date <- "1970-01-01"
end_date <- Sys.Date()

# Obtenha os dados da taxa de desemprego dos EUA
getSymbols("UNRATE", src = "FRED", from = start_date, to = end_date)

[1] "UNRATE"

unemployment_rate <- na.omit(UNRATE)

# Crie um data frame com as datas e a taxa de desemprego
data <- data.frame(Date = index(unemployment_rate), 
                   Unemployment_Rate = as.numeric(coredata(unemployment_rate)))

# Crie um gráfico usando ggplot2 com a taxa de desemprego
ggplot(data, aes(x = Date, y = Unemployment_Rate)) +
  geom_line(color = "red") +
  labs(title = "Taxa de Desemprego",
       y = "Taxa de Desemprego (%)",
       x = "Year") +
  theme_economist_white()+
   geom_vline(xintercept = as.numeric(as.Date(c("1978-01-01", "1980-12-31"))), linetype = "dashed", color = "black") +
  geom_vline(xintercept = as.numeric(as.Date(c("1989-01-01", "1990-12-31"))), linetype = "dashed", color = "red") +
  geom_vline(xintercept = as.numeric(as.Date(c("2000-01-01", "2001-12-31"))), linetype = "dashed", color = "black") +
  geom_vline(xintercept = as.numeric(as.Date(c("2006-01-01", "2007-12-31"))), linetype = "dashed", color = "red") +
  geom_vline(xintercept = as.numeric(as.Date(c("2019-01-01"))), linetype = "dashed", color = "black")

PIB POTENCIAL E REAL

start_date <- "1970-01-01"
end_date <- Sys.Date()

# Obtenha os dados do Produto Interno Bruto (PIB) real e do PIB potencial dos EUA
getSymbols(c("GDPC1", "GDPPOT"), src = "FRED", from = start_date, to = end_date)

[1] "GDPC1"  "GDPPOT"

# Ajuste o comprimento dos dados do PIB para corresponder aos outros dados
gdp_real <- na.omit(GDPC1)
gdp_potential <- na.omit(GDPPOT)
gdp <- merge(gdp_real, gdp_potential)

# Crie um data frame com as datas, o PIB real e o PIB potencial
data <- data.frame(Date = index(gdp), 
                   GDP_Real = as.numeric(coredata(gdp[,1])),
                   GDP_Potential = as.numeric(coredata(gdp[,2])))

# Crie um gráfico usando ggplot2 com o PIB real e o PIB potencial
ggplot(data, aes(x = Date)) +
  geom_line(aes(y = GDP_Real, color = "Real GDP")) +
  geom_line(aes(y = GDP_Potential, color = "Potential GDP")) +
  scale_color_manual(values = c("blue", "red")) +
  labs(title = "US Real GDP vs Potential GDP",
       y = "GDP (billions of dollars)",
       x = "Data",
       color = "GDP Type") +
  theme_economist_white()+
   geom_vline(xintercept = as.numeric(as.Date(c("1978-01-01", "1980-12-31"))), linetype = "dashed", color = "black") +
  geom_vline(xintercept = as.numeric(as.Date(c("1989-01-01", "1990-12-31"))), linetype = "dashed", color = "red") +
  geom_vline(xintercept = as.numeric(as.Date(c("2000-01-01", "2001-12-31"))), linetype = "dashed", color = "black") +
  geom_vline(xintercept = as.numeric(as.Date(c("2006-01-01", "2007-12-31"))), linetype = "dashed", color = "red") +
  geom_vline(xintercept = as.numeric(as.Date(c("2019-01-01"))), linetype = "dashed", color = "black")

Warning: Removed 1 row containing missing values or values outside the scale range
(`geom_line()`).