fred (version 0.3.1)

fred_vintage_revisions: Summarise revision behaviour for a FRED series

Description

For each observation date in a series' vintage history, computes summary statistics on how the value has been revised: number of vintages, first and final value, total revision (final minus first), mean and SD of inter-vintage changes, and elapsed days from first publication to final. Useful for choosing series for real-time analysis (low-revision series are more reliable for nowcasting).

Usage

fred_vintage_revisions(series_id, from = NULL, to = NULL, cache = TRUE)

Value

A fred_tbl with columns series_id, date, n_vintages, first_value, final_value, revision_total, revision_total_pct, revision_mean, revision_sd, days_to_final.

Arguments

series_id

Character. A single FRED series ID.

from, to

Optional observation date range.

cache

Logical. Cache the underlying vintage download. Default TRUE.

Details

Internally fetches fred_all_vintages(series_id, ...) and reduces. For long-running indicators, narrow the window with from/to to keep the API call manageable.

See Also

Other reproducibility: fred_cite_series(), fred_manifest()

Examples

# \donttest{
op <- options(fred.cache_dir = tempdir())
try({
  if (FALSE) {
  rev <- fred_vintage_revisions("GDPC1", from = "2018-01-01")
  summary(rev$revision_total_pct)
  }
})
options(op)
# }