fImport-package: Import Data Package

Description

Package of functions to download data from the internet or from other sources.

Arguments

Overview:

The package makes functions available to download financial market data from the internet. Functions are availalbe for the follwing web sites: 1. Data from research.stlouisfed.org 2. Data from www.oanda.com 3. Data from chart.yahoo.com There are two kinds of functions available, the first kind is called *Series which downloads a "timeSeries" object from a web site wher the star * is a placeholder for the web site (fred, oanda, and yahoo), and the second kind is called *Import which downloads an S4 object of class "fWEBDATA" wit a @Data slot which keeps the "timeSeries" object and further slots which keep additional download information. We recommend the first kind of functions for easy download of economic and financial time series, whereas we recommend to use the second kind of functions when additional information is required for example for the storage of the data in a data base management system. IMPORTANT NOTE: The download from the web site www.forecasts.org has been withdrawn since the time series are no longer updated. Note, all the series offered by the "forecasts.org" web site are also available from the FRED St. Louis database.

Downloading a 'timeSeries' Object:

The following functions

1. fredSeries 2. oandaSeries 3. yahooSeries allow for an easy download of economic and financial time series data as objects of class "timeSeries". Note, with version 280.73 major changes were made in the argument list of the downloading functions. We apologize for any inconveniences caused by these changes. The reason was that now all functions have the same arguments which makes their usage much easier. For details we refer to the help pages of the functions mentioned above.

Importing a 'fWEBDATA' Object:

If you like to keep additional download information, use the functions 1. fredImport 2. oandaImport 3. yahooImport which return objects of class "fWEBDATA".

Key Statistics:

The function yahooKeystats allows to download kyy statistics from Yahoo's web site.

Briefing:

The function yahooBriefings allows to download a briefing from Yahoo's web site.

Examples:

Simple examples for downloading time series objects are given in the help pages, more elaborated examples can be found in the unit testing directory.

License:

This Rmetrics package is written for educational usage teaching "Computational Finance and Financial Engineering" and licensed under GPL.