news_data

A simple <code>tibble</code> containing the term counting of the financial news from the wall street journal and the news york times from 1992:01 through 2018:11.

datasets

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

Lucas Godeiro

TextForecast

Regression Analysis and Forecasting Using Textual Data from a
Time-Varying Dictionary

Luiz Renato Lima

news_data function

A tibble with 1631 components.<dl class="dl-horizontal">
<dt>dates</dt><dd>The vector of dates.</dd>
<dt>X</dt><dd>The terms counting.</dd>
</dl>

Format

News Data — news_data

A tibble with 1631 components.<dl class='dl-horizontal'>
<dt>dates</dt><dd>The vector of dates.</dd>
<dt>X</dt><dd>The terms counting.</dd>
</dl>

news_data: News Data

Description

Usage

Arguments

Format