r-GetBCBData

Imports Datasets from BCB (Central Bank of Brazil) using Its Official API.

Motivation

The Central Bank of Brazil (BCB) offers access to its SGS system (sistema gerenciador de series temporais) with a official API available here.

Package GetBCBData offers a R interface to the API and many other advantages:

• Use of a caching system with package memoise to speed up repeated requests of data;
• User can utilize all cores of the machine (parallel computing) when fetching a large batch of time series;
• Error handling internally. Even if requested series does not exist, the function will still return all results.

Installation

# CRAN (official release)  
install.packages('GetBCBData')

# Github (dev version)
devtools::install_github('msperlin/GetBCBData')

A simple example

library(GetBCBData)
library(tidyverse)

my.countries <- c('Germany', 'Canada', 'USA', 
                  'France', 'Italy', 'Japan')

my.ids <- c(3785:3790)

names(my.ids) <- paste0('Unemp. rate - ', my.countries)

df.bcb <- gbcbd_get_series(id = my.ids ,
                       first.date = '2000-01-01',
                       last.date = Sys.Date(),
                       format.data = 'long',
                       #series.name = 'ABC',
                       use.memoise = TRUE, 
                       cache.path = tempdir(), # use tempdir for cache folder
                       do.parallel = FALSE)

glimpse(df.bcb)

p <- ggplot(df.bcb, aes(x = ref.date, y = value) ) +
  geom_line() + 
  labs(title = 'Unemploymnent Rates Around the World', 
       subtitle = paste0(min(df.bcb$ref.date), ' to ', max(df.bcb$ref.date)),
       x = '', y = 'Percentage*100') + facet_wrap(~series.name)
  

print(p)