Load weekly unemployment initial claim data and related Google Trend data over 5-year span (each week ends on the Saturday). The list of Google search terms is the same as in paper.
load_5y_search_data(folder = "0408")foldernames for a certain periods of Google Trends data. The foldernames are "0408", "0610", "0812", "1014", "1216", "1418", "1620". For example, the folder "0408" is for 2004-2008.
A list of following named xts objects
claim.data unemployment initial claim data of the same span as Google Trend data.
claim.all load all unemployment initial claim data since 1967
claim.early unemployment initial claim data from 1980-01-06 to the start of claim.data.
allSearch Google Trends data of a span over five years. It is in the scale of 0 -- 100.