fImport (version 260.72)

Economagic: Import Market Data from Economagic

Description

A collection and description of functions to import financial and economic market data from Economagic. The functions are: ll{ economagicImport Economic series from Economagic's Web site, economagicSeries easy to use download from Economagic.}

Usage

economagicImport(query, file = "tempfile", 
    source = "http://www.economagic.com/em-cgi/data.exe/",  
    frequency = c("quarterly", "monthly", "daily"), save = FALSE, 
    colname = "VALUE", try = TRUE)  
economagicSeries(query, frequency = c("quarterly", "monthly", "daily"),
    returnClass = c("timeSeries", "ts", "matrix", "data.frame"), 
    getReturns = FALSE, ...)

Arguments

getReturns

a logical flag. Should return values be computed using the function returnSeries?

colname

a character string which defines the name of the value column. By default "VALUE".

file

a character string with filename, usually having extension ".csv", where to save the downloaded data.

frequency

a character string, one of "quarterly", "monthly", or "daily", defining the frequency of the data records.

query

a character string, denoting the location of the data at the web site.

returnClass

a character string naming the class of the object to be returned. By default the function returns a "timeSeries" object, alternatives are: "ts", "matrix", or "data.frame".

save

a logical value, if set to TRUE the downloaded data file will be stored under the path and file name specified by the string file. By default FALSE.

source

a character string with the download URL.

try

a logical value, if set to TRUE the Internet access will be checked.

...

optional arguments to be passed.

Value

• The function economagicImport returns an S4 object of class fWEBDATA with the following slots:
• @call
  the function call.
• @data
  the data as downloaded formatted as a data.frame.
• @param
  a character vector whose elements contain the values of selected parameters of the argument list.
• @title
  a character string with the name of the download. This can be overwritten specifying a user defined input argument.
• @description
  a character string with an optional user defined description. By default just the current date when the test was applied will be returned.
• The function economagicSeries returns an S4 object of class timeSeries or alternatively an object specified by the function argument returnClass.

Details

Import data from www.economagic.com Frequently requested data files from Economagic for the US economy include:

ll{ [query] Description: var/leading-ind-long Index of Leading Economic Indicators beana/t102l01 Real Gross Domestic Product fedstl/trsp500 SP 500 Total Return fedstl/gnp Gross National Product in Current Dollars var/cpiu-long Consumer Price Index - All Urban Consumers feddal/ru Unemployment Rate fedstl/indpro Total Industrial Production Index fedstl/exjpus+2 FX Rate: Japanese Yen to one US Dollar fedstl/fedfunds+2 Federal Funds Rate fedstl/mdiscrt+2 Discount Rate fedbog/tcm30y+2 30-Year Treasury Constant Maturity Rate fedstl/mprime+2 Bank Prime Loan Rate fedstl/tb3ms+2 3-Month Treasury Bills - Secondary Market fedstl/tb6ms+2 6-Month Treasury Bills - Secondary Market fedbog/cm+2 30 Year Federal Home Loan Mortgages var/west-texas-crude-long Price of West Texas Intermediate Crude }

Examples

## economagicImport -
   USDEUR = economagicImport(query = "fedny/day-fxus2eu", 
     frequency = "daily", colname = "USDEUR")
   # Print Data Slot if Internet Download was Successful:
   if (!is.null(USDEUR)) print(USDEUR@data[1:20, ])

## economagicImport -
   USFEDFUNDS = economagicImport(query = "fedstl/fedfunds+2", 
     frequency = "monthly", colname = "USFEDFUNDS")
   if (!is.null(USFEDFUNDS)) print(USFEDFUNDS@data[1:20, ])
   
## economagicImport -
   USGNP = economagicImport(query = "fedstl/gnp", 
     frequency = "quarterly", colname = "USGNP")
   if(!is.null(USGNP)) print(USGNP@data[1:20, ])