Using Tidyquant and Plotly: A Simple Introduction

Installation

To have access to the quandl data, it is better to declare my API address, for example:

quandl_api_key("enter-your-api-key-here")

Import data (in a tibble form)

Import two time series in levels:

dat01 <- c("FRED/CTFPPPJPA669NRUG", 
            "FRED/CTFPPPBOA669NRUG") %>%
    tq_get(get          = "quandl",
           from         = "1950-01-01",
           to           = "2014-01-01",
           collapse     = "annual")       

Import two time series in growth rates:

dat02 <- c("FRED/CTFPPPJPA669NRUG", 
            "FRED/CTFPPPBOA669NRUG") %>%
    tq_get(get          = "quandl",
           from         = "1950-01-01",
           to           = "2014-01-01",
           transform    = "rdiff",
           collapse     = "annual")    

Wrangle data

Recode the name of the countries and create a factor variable:

dat01$symbol_rec <- recode(dat01$symbol,
               "FRED/CTFPPPJPA669NRUG" = "Japan",
               "FRED/CTFPPPBOA669NRUG" = "Bolivia")
dat01$symbol_rec <- factor(dat01$symbol_rec)

dat02$symbol_rec <- recode(dat02$symbol,
               "FRED/CTFPPPJPA669NRUG" = "Japan",
               "FRED/CTFPPPBOA669NRUG" = "Bolivia")
dat02$symbol_rec <- factor(dat02$symbol_rec)

Visualize levels

fig01 <- dat01 %>%
  ggplot(aes(x = date,
             y = value,
             color = symbol_rec)) +
  geom_line()

Here is an interactive visualization via Plotly

ggplotly(fig01)

Visualize growth rates

fig02 <- dat02 %>%
  ggplot(aes(x = date,
             y = value,
             color = symbol_rec)) +
  geom_line()

Here is an interactive visualization via Plotly

ggplotly(fig02)

Rendering of this documents

The interactive html version of this document can be accessed from: https://rawgit.com/ds777/tidyquant-and-html-widgets/master/tidyquant-and-html-widgets.nb.html

Additional references

• https://business-science.github.io/tidyquant/articles/TQ01-core-functions-in-tidyquant.html
• https://plot.ly/ggplot2/getting-started/