years <- c(2017,2018,2019,2017,2017,2018,2018,2019)
obs <- c("a","b","c","d","e","f","g","h")
df <- data.frame(years,obs)

anos <- unique(df$years)

for (val in anos){
    assign(paste0("df_",val), filter(df, years == val))
}

library(shiny)

years <- c(2017,2018,2019,2017,2017,2018,2018,2019)
obs <- c("a","b","c","d","e","f","g","h")
df <- data.frame(years,obs)

ui <- fluidPage(
    sidebarPanel(
    radioButtons("year","year",choices=c(2017,2018,2019)),
    pickerInput("valor","valor",choices=obs,selected=obs,multiple=TRUE)
    ),
  mainPanel(
    htmlOutput("result")
  )
)

server <- function(input,output,session){
    df_val <- reactive({
            filter(df, obs %in% input$valor)
    })

    anos <- reactive(unique(df_val()$years))

    for (val in anos){
            assign(paste0("df_",val),filter(df_val(), years == val))
    }
}

shinyApp(ui=ui,server=server)

Error in server(...) :
  long vectors not supported yet: ../../../../R-3.5.3/src/main/eval.c:2204