In jtrecenti/falrec:

library(dplyr)
library(tidyr)
library(ggplot2)
library(falrec)
library(lubridate)
d <- ler_dados()

Falências requeridas

Entre 1991 até agora

d %>%
  filter(porte == 'total', tipo == 'fal_req') %>%
  mutate(data = as.Date(data)) %>% 
  ggplot(aes(x = data, y = valor)) +
  geom_line(colour = 'red') +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("1991-01-01"), as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 500) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Entre 2005 até agora

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'fal_req', 
         data >= as.Date('2005-01-01')) %>%
  ggplot(aes(x = data, y = valor, colour = porte)) +
  geom_line() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("2005-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 100) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Falências decretadas

Entre 1991 até agora

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(porte == 'total', tipo == 'fal_dec') %>%
  ggplot(aes(x = data, y = valor)) +
  geom_line(colour = 'red') +
  theme_bw() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("1991-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 50) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Entre 2005 até agora

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'fal_dec', 
         data >= as.Date('2005-01-01')) %>%
  ggplot(aes(x = data, y = valor, colour = porte)) +
  geom_line() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("2005-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 50) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Falências decretadas

Entre 1991 até agora

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(porte == 'total', tipo == 'fal_dec') %>%
  ggplot(aes(x = data, y = valor)) +
  geom_line(colour = 'red') +
  theme_bw() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("1991-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 50) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Entre 2005 até agora

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'fal_dec', 
         data >= as.Date('2005-01-01')) %>%
  ggplot(aes(x = data, y = valor, colour = porte)) +
  geom_line() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("2005-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 50) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

Recuperações requeridas

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_req', 
         data >= as.Date('2005-01-01')) %>%
  ggplot(aes(x = data, y = valor, colour = porte)) +
  geom_line() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("2005-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 10) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

RollPeriod com dygraphs

ts <- d %>% 
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_req', data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  spread(porte, valor) %>%
  select(data, grande:total) %>%
  {xts::xts(select(., -data), .$data)}

dygraphs::dygraph(ts) %>%
  dygraphs::dyRoller(rollPeriod = 12)

Recuperações deferidas

d %>%
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_def', 
         data >= as.Date('2005-01-01')) %>%
  ggplot(aes(x = data, y = valor, colour = porte)) +
  geom_line() +
#   scale_x_date(breaks = date_breaks('1 year'), 
#                minor_breaks = "3 months",
#                labels = date_format("%Y"),
#                limits = c(as.Date("2005-01-01"), 
#                           as.Date('2016-01-01'))) +
  scale_y_continuous(breaks = 0:100 * 10) +
  theme_bw() +
  theme(axis.text.x = element_text(angle = 45, hjust = 1)) +
  theme(legend.position="bottom")

RollPeriod com dygraphs

ts <- d %>% 
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_def', data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  spread(porte, valor) %>%
  select(data, grande:total) %>%
  {xts::xts(select(., -data), .$data)}

dygraphs::dygraph(ts) %>%
  dygraphs::dyRoller(rollPeriod = 12)

Cruzando com taxa selic

# selic <- read.table('~/Downloads/dados/selic.txt') %>% 
#   select(data = V2, tx = V7, aa = V8) %>% 
#   mutate(data = as.Date(lubridate::dmy(data))) %>% 
#   mutate(tx = as.numeric(gsub(',', '.', tx)),
#          aa = as.numeric(gsub(',', '.', aa)))
# devtools::use_data(selic)

data(selic)

ts_selic <- selic %>% 
  filter(data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  select(data, tx) %>%
  {xts::xts(select(., -data), .$data)}

ts <- d %>% 
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_req', data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  spread(porte, valor) %>%
  select(data, total) %>%
  {xts::xts(select(., -data), .$data)}

ts_fim <- cbind(ts, ts_selic)

Taxa de juros acumulada no período.

dygraphs::dygraph(ts_fim) %>% 
  dygraphs::dyAxis("y", label = "Recuperações requeridas") %>%
  dygraphs::dyAxis("y2", label = "Taxa selic") %>%
  dygraphs::dySeries("tx", axis = 'y2') %>% 
  dygraphs::dySeries("total", axis = 'y') %>% 
  dygraphs::dyOptions(connectSeparatedPoints = TRUE) %>% 
  dygraphs::dyRoller(rollPeriod = 12)

Taxa média diária de juros, anualizada com base em 252 dias úteis.

data(selic)

ts_selic <- selic %>% 
  filter(data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  select(data, aa) %>%
  {xts::xts(select(., -data), .$data)}

ts <- d %>% 
  mutate(data = as.Date(data)) %>% 
  filter(tipo == 'rec_req', data >= as.Date('2005-01-01'),
         data <= as.Date(today())) %>%
  spread(porte, valor) %>%
  select(data, total) %>%
  {xts::xts(select(., -data), .$data)}

ts_fim <- cbind(ts, ts_selic)

dygraphs::dygraph(ts_fim) %>% 
  dygraphs::dyAxis("y", label = "Recuperações requeridas") %>%
  dygraphs::dyAxis("y2", label = "Taxa selic (aa)") %>%
  dygraphs::dySeries("aa", axis = 'y2') %>% 
  dygraphs::dySeries("total", axis = 'y') %>% 
  dygraphs::dyOptions(connectSeparatedPoints = TRUE) %>% 
  dygraphs::dyRoller(rollPeriod = 12)