Assigment 4

EU Exchange Rate Timeseries ( 1999-01-01 to 2019- 09-01)

library(ggplot2)
library(readxl)
library(lubridate)
library(sqldf)
library(gridExtra)

 Euro_US <- read_excel("C:/Users/shahi/Desktop/Sanjay/Euro US exchange.xls", 
 range = "A11:B260")
 
 

colnames( Euro_US)[colnames( Euro_US)== "observation_date"] <- "Date"

str(Euro_US)

## Classes 'tbl_df', 'tbl' and 'data.frame':    249 obs. of  2 variables:
##  $ Date  : POSIXct, format: "1999-01-01" "1999-02-01" ...
##  $ EXUSEU: num  1.16 1.12 1.09 1.07 1.06 ...

Euro_US$Date <- as.Date(Euro_US$Date)

ggplot(data = Euro_US) + aes(x = Date, y = EXUSEU) +
      geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
geom_line( color = "blue") +
  labs(
    title = " FRED U.S/ Euro Exchange Rate",
    subtitle = "Source: https://fred.stlouisfed.org/series/EXUSEU",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "Exchange Rate"
  )

Euro_US$Euro_Growth <-0

for (i in 2:length(Euro_US$EXUSEU))
{
 Euro_US$Euro_Growth[i] <-((Euro_US$EXUSEU[i]- Euro_US$EXUSEU[(i-1)])/ Euro_US$EXUSEU[(i-1)])*100
  
}

ggplot(data = Euro_US) + aes(x = Date, y = Euro_Growth) +
      geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
geom_line( color = "blue") +
  labs(
    title = " Euro to U.S Dollar Growth Rate",
    subtitle = "Source: https://fred.stlouisfed.org/series/EXUSEU",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "Growth Rate"
  )

Canada Exchange Rate Time Series (1971-01-01 to 2019-09-01)

Cananda_US <- read_excel("C:/Users/shahi/Desktop/Sanjay/Cananda US Exchange Rate.xls", 
    range = "A11:B596")

colnames(Cananda_US)[colnames( Cananda_US)== "observation_date"] <- "Date"
Cananda_US$Date <- as.Date(Cananda_US$Date)


ggplot(data = Cananda_US ) + aes(x = Date, y = EXCAUS) +
  geom_rect(aes(xmin = ymd('1973-11-01'),
                xmax = ymd('1975-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1980-02-01'),
                xmax = ymd('1980-07-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1981-07-01'),
                xmax = ymd('1982-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1990-07-01'),
                xmax = ymd('1991-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
geom_line( color = "blue") +
  labs(
    title = " FRED U.S/ Canada Exchange Rate",
    subtitle = "Source: https://fred.stlouisfed.org/series/EXCAUS",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "Exchange Rate"
  )

Japan Exchange Rate Time Series (1971-01-01 to 2019-09-01)

Japan_US <- read_excel("C:/Users/shahi/Desktop/Sanjay/Japan US echange rates.xls", 
    range = "A11:B596")

colnames(Japan_US)[colnames(Japan_US)== "observation_date"] <- "Date"

Japan_US$Date <- as.Date(Japan_US$Date)


ggplot(data = Japan_US ) + aes(x = Date, y = EXJPUS) +
   geom_rect(aes(xmin = ymd('1973-11-01'),
                xmax = ymd('1975-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1980-02-01'),
                xmax = ymd('1980-07-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1981-07-01'),
                xmax = ymd('1982-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1990-07-01'),
                xmax = ymd('1991-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
geom_line( color = "blue") +
  labs(
    title = " FRED Japan/ U.S Exchange Rate",
    subtitle = "Source: https://fred.stlouisfed.org/series/EXJPUS",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "Exchange Rate (Yen)"
  )

Canada & Japan Appreciation/depreciation to U.S Dollar

 Canada_Japan <- sqldf("SELECT a.Date, a.EXCAUS AS Canada, (1/ b.EXJPUS
 ) as Japan
      FROM Cananda_US a LEFT OUTER JOIN  Japan_US b
      ON a.Date = b.Date
      "
      )

nCanada <- length(Canada_Japan$Canada)
VAT <- numeric(nCanada)



Canada_Japan$Canada_Growth<-0

for (i in 2:length(Canada_Japan$Canada))
{
  Canada_Japan$Canada_Growth[i] <-(( Canada_Japan$Canada[i]- Canada_Japan$Canada[(i-1)])/ Canada_Japan$Canada[(i-1)])*100
  
}



Canada_Japan$Japan_Growth<-0

for (i in 2:length(Canada_Japan$Japan))
{
  Canada_Japan$Japan_Growth[i] <-(( Canada_Japan$Japan[i]- Canada_Japan$Japan[(i-1)])/ Canada_Japan$Japan[(i-1)])*100
  
  }

Canada <- ggplot( data =  Canada_Japan, aes( x = Date, y = Canada_Growth)) +
  geom_rect(aes(xmin = ymd('1973-11-01'),
                xmax = ymd('1975-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1980-02-01'),
                xmax = ymd('1980-07-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1981-07-01'),
                xmax = ymd('1982-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1990-07-01'),
                xmax = ymd('1991-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
  geom_line(colour= "blue") +
  labs(
    title = "Cananda Growth rate to U.S Dollar",
    subtitle = "Data Source: https://fred.stlouisfed.org/series/EXCAUS",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "CAD Growth Rate "
  )
Canada

Japan <- ggplot( data =  Canada_Japan, aes( x = Date, y = Japan_Growth)) +
  geom_rect(aes(xmin = ymd('1973-11-01'),
                xmax = ymd('1975-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1980-02-01'),
                xmax = ymd('1980-07-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1981-07-01'),
                xmax = ymd('1982-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('1990-07-01'),
                xmax = ymd('1991-03-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
    geom_rect(aes(xmin = ymd('2001-03-01'),
                xmax = ymd('2001-11-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05)+
   geom_rect(aes(xmin = ymd('2007-12-01'),
                xmax = ymd('2009-06-01'),
                ymin= -Inf,
                ymax = Inf), fill = 'grey', alpha = .05) +
  geom_line(colour= "blue") +
  labs(
    title = "Japan's Yen Growth rate to U.S Dollar",
    subtitle = "Data Source: https://fred.stlouisfed.org/series/EXJPUS",
    caption =  " Bar lines are U.S Recessions",
    x = "Date Monthly",
    y = "Yen Growth Rate "
  )

Japan

grid.arrange(Japan, Canada)

Assigment 4

Shahid Abdulaziz

10/19/2019

EU Exchange Rate Timeseries ( 1999-01-01 to 2019- 09-01)

Canada Exchange Rate Time Series (1971-01-01 to 2019-09-01)

Japan Exchange Rate Time Series (1971-01-01 to 2019-09-01)

Canada & Japan Appreciation/depreciation to U.S Dollar