E3 - Series de tiempo

VFAC

29/11/2020

library(ggcorrplot)
library(tidyverse)
library(visdat)
library(highcharter)
library(plotly)
library(forecast)
euro_tc <- as.tibble(read_csv("EURO_TC.csv"))

colnames(euro_tc) <- map_chr(str_extract_all(colnames(euro_tc), "\\w+|\\\\"), ~ paste(.x, collapse = "_"))

euro_tc <- euro_tc %>% rename("Period" = "Period_\\_Unit")

euro_tc[,2:33] <- lapply(euro_tc[,2:33], as.numeric)

euro_tc$Period <- as.Date(euro_tc$Period, "%d/%m/%Y", offset = 0)
(euro_tc %>%
ggplot(aes(x = Period, y = Brazilian_real)) +
  geom_line(color = "blue") + 
  labs(x = "Tiempo", y = "Tipo de Cambio") +
  labs(title = "Tipo de cambio Euro a Real Brasileño")) %>%
  ggplotly()
correlacion <- cor(euro_tc[2:33], method = "spearman")

ggcorrplot(correlacion)

EuroTC <- euro_tc %>% 
              select(Period, Chinese_yuan_renminbi, 
                  US_dollar, Indian_rupee, 
                  Japanese_yen, Russian_rouble, 
                  Korean_won, Mexican_peso,
                  Brazilian_real, UK_pound_sterling,
                  Iceland_krona)
Correlacion <- cor(EuroTC[2:11], method = "spearman")

ggcorrplot(Correlacion)