fred (version 0.3.1)

fred_as_of: Fetch a series as it appeared on a given vintage date

Description

Returns the values that were available in FRED on date, before any subsequent revisions. This is the standard real-time data access pattern: set realtime_start = realtime_end = date. Useful for backtesting forecasting models against the data that was actually available at the time, not the revised series we see today.

Usage

fred_as_of(
  series_id,
  date,
  from = NULL,
  to = NULL,
  units = "lin",
  frequency = NULL,
  aggregation = "avg",
  cache = TRUE
)

Value

A fred_tbl with columns date, series_id, value, realtime_start, realtime_end.

Arguments

series_id

Character. One or more FRED series IDs.

date

Character or Date. The vintage date ("YYYY-MM-DD").

from, to

Optional observation date range.

units

Character. Raw FRED units code. Default "lin".

frequency, aggregation

Optional frequency aggregation arguments (see fred_series()).

cache

Logical. Cache results locally. Default TRUE.

Details

Underneath, this calls the series/observations endpoint with the realtime parameters set. Results are cached separately from the default (latest-vintage) cache, so calling fred_series("GDP") and fred_as_of("GDP", "2020-01-15") keep distinct cache entries.

See Also

Other vintages: fred_all_vintages(), fred_first_release(), fred_real_time_panel()

Examples

# \donttest{
op <- options(fred.cache_dir = tempdir())
try({
  # GDP as it looked on 1 March 2020
  gdp_2020 <- fred_as_of("GDP", "2020-03-01")
})
options(op)
# }