prevederer (version 0.0.1)

prevedere_correlation: Correlation

Description

Calculates Pearson's r and other statistics at different offsets between an endogenous and exogenous indicator.

Usage

prevedere_correlation(key, endog_provider, endog_provider_id,
  exog_provider, exog_provider_id, freq = prevedere_frequencies(key),
  calculation = prevedere_calculations(key), raw = FALSE)

Arguments

key

A Prevedere API key.

endog_provider

Code for the data provider of the endogenous indicator, can be hexadecimal or abbreviated name.

endog_provider_id

Specific ProviderID for the endogenous indicator.

exog_provider

Code for the data provider of the exogenous indicator, can be hexadecimal or abbreviated name.

exog_provider_id

Specific ProviderID for the exogenous indicator.

freq

Frequency of indicator to retrieve. For a list of supported frequencies, see prevedere_frequencies().

calculation

Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().

raw

Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

Model results and metadata, as a list.

See Also

Other indicator functions: prevedere_indicator

Examples

# NOT RUN {
k <- "1235467abcdefg"

prevedere_correlation(
  key = k, endog_provider = "BLS", endog_provider_id = "CES3133231058",
  exog_provider = "FRED", exog_provider_id = "PCU332313332313", freq = "Monthly",
  calculation = "ThreePeriodMoving"
)
# }