fImport (version 260.72)

Fred: Import Market Data from the Fred

Description

A collection and description of functions to import financial and economic market data from the Fred Website. The functions are: ll{ fredImport time series from St. Louis FRED Web site, fredSeries easy to use download from St. Louis FRED}

Usage

fredImport(query, file = "tempfile", 
    source = "http://research.stlouisfed.org/fred2/series/", 
    frequency = "daily", save = FALSE, sep = ";", try = TRUE) 
  
fredSeries(query = "DPRIME", frequency = "daily", returnClass = 
    c("timeSeries", "ts", "matrix", "data.frame"), getReturns = FALSE, ...)

Arguments

getReturns

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

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.

sep

a character value, defining the field separator for the destination file which saves the downloaded data records. By default a semicolon.

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 fredImport 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 fredSeries returns an S4 object of class timeSeries or alternatively an object specified by the function argument returnClass.

Examples

## fredImport -
   DPRIME = fredImport("DPRIME")
   if (!is.null(DPRIME)) print(DPRIME@data[1:20, ])