bit_coin <- read_csv("coindesk-bpi-USD-close_data-2010-07-18_2017-11-15.csv")Hello
bit_coin <- rename(bit_coin, price = 'Close Price')Returns
bit_coin <- mutate(bit_coin, change = (price - lag(price))/lag(price))Something I
bit_coin %>%
ggplot(aes(change)) +
geom_histogram(aes(fill = ..count..), binwidth = 0.005) +
scale_fill_gradient("Count", low = "blue", high = "darkblue") +
background_grid(major = "xy", minor = "none") +
guides(fill = FALSE)Something II
bit_coin %>%
ggplot(aes(Date, change)) +
geom_line(color = "darkblue", size = 0.4) +
geom_ribbon(aes(ymin = change - sd(change), ymax = change + sd(change)),
fill = "grey", alpha = 1) +
labs(x = NULL, y = NULL) +
background_grid(major = "xy", minor = "none")# Download data from FRED
macro_aus <- c("IR3TBB01AUQ156N",
"IRLTLT01AUM156N",
"AUSCPIALLQINMEI",
"LRUNTTTTAUQ156S",
"CCUSMA02AUQ618N",
"SPASTT01AUQ661N") %>%
tq_get(get = "economic.data",
from = "1980-01-01",
to = "2017-09-09")
macro_aus## # A tibble: 1,203 x 3
## symbol date price
## <chr> <date> <dbl>
## 1 IR3TBB01AUQ156N 1980-01-01 10.52
## 2 IR3TBB01AUQ156N 1980-04-01 13.65
## 3 IR3TBB01AUQ156N 1980-07-01 12.30
## 4 IR3TBB01AUQ156N 1980-10-01 11.65
## 5 IR3TBB01AUQ156N 1981-01-01 13.53
## 6 IR3TBB01AUQ156N 1981-04-01 16.18
## 7 IR3TBB01AUQ156N 1981-07-01 15.49
## 8 IR3TBB01AUQ156N 1981-10-01 14.95
## 9 IR3TBB01AUQ156N 1982-01-01 17.41
## 10 IR3TBB01AUQ156N 1982-04-01 19.47
## # ... with 1,193 more rows
# Rename variables
macro_aus$symbol[macro_aus$symbol == "IR3TBB01AUQ156N"] <- "3-Month Bank Bill Rate"
macro_aus$symbol[macro_aus$symbol == "IRLTLT01AUM156N"] <- "10-Year Gov Bond Yield"
macro_aus$symbol[macro_aus$symbol == "AUSCPIALLQINMEI"] <- "Consumer Price Index"
macro_aus$symbol[macro_aus$symbol == "LRUNTTTTAUQ156S"] <- "Unemployment Rate"
macro_aus$symbol[macro_aus$symbol == "CCUSMA02AUQ618N"] <- "AUD/USD exchange rate"
macro_aus$symbol[macro_aus$symbol == "SPASTT01AUQ661N"] <- "Stock Market Index"
# Plot all series
macro_aus %>%
ggplot(aes(date, price, group = symbol, color = symbol)) +
geom_line() +
facet_wrap(~ symbol, scales = "free_y", ncol = 2) +
guides(color = FALSE) # Add new column with log change
macro_aus_r <- macro_aus %>%
group_by(symbol) %>%
mutate(return = (price - lag(price))/lag(price))
macro_aus_r## # A tibble: 1,203 x 4
## # Groups: symbol [6]
## symbol date price return
## <chr> <date> <dbl> <dbl>
## 1 3-Month Bank Bill Rate 1980-01-01 10.52 NA
## 2 3-Month Bank Bill Rate 1980-04-01 13.65 0.29752852
## 3 3-Month Bank Bill Rate 1980-07-01 12.30 -0.09890110
## 4 3-Month Bank Bill Rate 1980-10-01 11.65 -0.05284553
## 5 3-Month Bank Bill Rate 1981-01-01 13.53 0.16137339
## 6 3-Month Bank Bill Rate 1981-04-01 16.18 0.19586105
## 7 3-Month Bank Bill Rate 1981-07-01 15.49 -0.04264524
## 8 3-Month Bank Bill Rate 1981-10-01 14.95 -0.03486120
## 9 3-Month Bank Bill Rate 1982-01-01 17.41 0.16454849
## 10 3-Month Bank Bill Rate 1982-04-01 19.47 0.11832280
## # ... with 1,193 more rows
# Replace NA with 0 in first row
macro_aus_r[is.na(macro_aus_r)] <- 0
# six variables on single line plot
macro_aus_r %>%
ggplot(aes(date, return, group = symbol, color = symbol)) +
geom_line(size = 0.3) +
background_grid(major = "xy", minor = "none") +
theme(legend.position = "bottom", legend.direction = "horizontal") +
guides(color = guide_legend(title = NULL)) +
labs(x = NULL, y = NULL)# Facet wrapped
macro_aus_r %>%
ggplot(aes(date, return, group = symbol, color = symbol)) +
geom_line(size = 0.3) +
facet_wrap(~symbol, ncol = 3) +
background_grid(major = "xy", minor = "none") +
guides(color = FALSE) +
labs(x = NULL, y = NULL, caption = "")