This project uses R to carry out various statistical tests and analysis to discover the extent of Brexit's correlation and causation to different aspects such as the financial markets. This project was built as a practice case-study to help get more comfortable with the R language and also with carrying out statistical tests in practice.

These instructions will get you a copy of the project up and running on your local machine for development and testing purposes.

Below are the libraries used throughout this project

library(quantmod)
library(PerformanceAnalytics)
library(lubridate)
library(fBasics)
library(ggplot2)
library(data.table)
library(flipTime)
library(urca)
library(forecast)
library(TSA)
library(FinTS)
library(rugarch)
library(tseries)
library(fGarch)
library(dplyr)
library(CausalImpact)
library(crypto)
library(coinmarketcapr)

• GBP/EUR Exchange Daily Historic Data - pulled from quantmod R package (source: Yahoo Finance)
• GBP Effective Exchange Index - UK National Statistics Office
• UK Trading Data - UK National Statistics Office
• UK Consumer Price Indices - UK National Statistics Office
• Crypto Data - pulled using crypto R package

• David Farrugia