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commit 342384952163c86255e5119dfb8322b2aca7b52b
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Wed Jul 11 17:55:13 2018 +0100
Added Excel.
commit 31f992432e612a86585470b0d5c9e08167de0dc3
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Wed Jul 11 15:17:58 2018 +0000
Minor fix.
commit 518550fee07d994dfad58774e8a27ead8a015e45
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Wed Jul 11 14:57:25 2018 +0000
Correcting Euro-area figures.
commit 6363f73493b0304fa574ea473d16805c2a85f7bf
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Wed Jul 11 11:22:56 2018 +0000
Update R script.
commit f1a468c35a4c2ee9cd2b55f32828c7859d34f656
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Wed Jul 11 11:21:41 2018 +0000
Updated with final data.
commit 72d770a74f62a9a322fe903c6c5bc49153cf7407
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Tue Jul 10 18:52:19 2018 +0100
New-ish data.
commit 9e0575601cdfc174bdce41b364a2bffef93455ef
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Tue Jul 10 12:24:47 2018 +0100
Now with updated data and correct country names.
commit a7f70acb5f0d07d5519c34eb75760535c38d1d55
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Tue Jul 10 12:01:19 2018 +0100
Update for regression.
commit 93201141016b31e8980a2ac8cc7baa0839d56fb6
Author: Evan Hensleigh <futuraprime@gmail.com>
Date: Tue Jul 10 11:55:06 2018 +0100
Adding July numbers.- Loading branch information
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,71 @@ | ||
| library('tidyverse') | ||
| library('data.table') | ||
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||
| big_mac_countries = c('ARG', 'AUS', 'BRA', 'GBR', 'CAN', 'CHL', 'CHN', 'CZE', 'DNK', | ||
| 'EGY', 'HKG', 'HUN', 'IDN', 'ISR', 'JPN', 'MYS', 'MEX', 'NZL', | ||
| 'NOR', 'PER', 'PHL', 'POL', 'RUS', 'SAU', 'SGP', 'ZAF', 'KOR', | ||
| 'SWE', 'CHE', 'TWN', 'THA', 'TUR', 'ARE', 'USA', 'COL', 'CRI', | ||
| 'PAK', 'LKA', 'UKR', 'URY', 'IND', 'VNM', 'GTM', 'HND', # Venezuela removed | ||
| 'NIC', 'AZE', 'BHR', 'HRV', 'JOR', 'KWT', 'LBN', 'MDA', 'OMN', | ||
| 'QAT', 'ROU', 'EUZ') | ||
| base_currencies = c('USD', 'EUR', 'GBP', 'JPY', 'CNY') | ||
|
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| big_mac_data = fread('./source-data/big-mac-source-data.csv', na.strings = '#N/A') %>% | ||
| .[!is.na(local_price)] %>% # remove lines where the local price is missing | ||
| .[,GDP_dollar := as.numeric(GDP_dollar)] %>% # convert GDP to a number | ||
| .[order(date, name)] # sort by date and then by country name, for easy reading | ||
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| latest_date = big_mac_data$date %>% max | ||
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| big_mac_data[, dollar_price := local_price / dollar_ex] | ||
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| big_mac_index = big_mac_data[ | ||
| !is.na(dollar_price) & iso_a3 %in% big_mac_countries | ||
| ,.(date, iso_a3, currency_code, name, local_price, dollar_ex, dollar_price)] | ||
|
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||
| for(currency in base_currencies) { | ||
| big_mac_index[ | ||
| , | ||
| (currency) := dollar_price / .SD[currency_code == currency]$dollar_price - 1, | ||
| by=date | ||
| ] | ||
| } | ||
| big_mac_index[, (base_currencies) := round(.SD, 3), .SDcols=base_currencies] | ||
|
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| fwrite(big_mac_index, './output-data/big-mac-raw-index.csv') | ||
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| big_mac_gdp_data = big_mac_data[GDP_dollar > 0] | ||
|
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| regression_countries = c('ARG', 'AUS', 'BRA', 'GBR', 'CAN', 'CHL', 'CHN', 'CZE', 'DNK', | ||
| 'EGY', 'EUZ', 'HKG', 'HUN', 'IDN', 'ISR', 'JPN', 'MYS', 'MEX', | ||
| 'NZL', 'NOR', 'PER', 'PHL', 'POL', 'RUS', 'SAU', 'SGP', 'ZAF', | ||
| 'KOR', 'SWE', 'CHE', 'TWN', 'THA', 'TUR', 'USA', 'COL', 'PAK', | ||
| 'IND', 'AUT', 'BEL', 'NLD', 'FIN', 'FRA', 'DEU', 'IRL', 'ITA', | ||
| 'PRT', 'ESP', 'GRC', 'EST') | ||
| big_mac_gdp_data = big_mac_gdp_data[iso_a3 %in% regression_countries] | ||
|
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| big_mac_gdp_data[,adj_price := lm(dollar_price ~ GDP_dollar) %>% predict,by=date] | ||
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| big_mac_adj_index = big_mac_gdp_data[ | ||
| !is.na(dollar_price) & iso_a3 %in% regression_countries & iso_a3 %in% big_mac_countries | ||
| ,.(date, iso_a3, currency_code, name, local_price, dollar_ex, dollar_price, GDP_dollar, adj_price)] | ||
|
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||
| for(currency in base_currencies) { | ||
| big_mac_adj_index[ | ||
| , | ||
| (currency) := (dollar_price / adj_price) / | ||
| (.SD[currency_code == currency]$dollar_price / .SD[currency_code == currency]$adj_price ) - 1, | ||
| by=date | ||
| ] | ||
| } | ||
| big_mac_adj_index[, (base_currencies) := round(.SD, 3), .SDcols=base_currencies] | ||
|
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| fwrite(big_mac_adj_index, './output-data/big-mac-adjusted-index.csv') | ||
|
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| big_mac_full_index = merge(big_mac_index, big_mac_adj_index, | ||
| by=c('date', 'iso_a3', 'currency_code', 'name', 'local_price', 'dollar_ex', 'dollar_price'), | ||
| suffixes=c('_raw', '_adjusted'), | ||
| all.x=TRUE | ||
| ) | ||
|
|
||
| fwrite(big_mac_full_index, './output-data/big-mac-full-index.csv') |
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