rbcb (version 0.1.5)

get_twelve_months_inflation_expectations: Get inflation's market expectations for the next 12 months

Description

Statistics of inflation's market expectations for the next 12 months: mean, median, standard deviate, minimum, maximum and the coefficient of variation. All statistics are computed based on expectations provided by many financial institutions in Brazil: banks, funds, risk managers, so on and so forth. These expections and its statistics are used to build the FOCUS Report weekly released by the Brazilian Central Bank.

Usage

get_twelve_months_inflation_expectations(indic, start_date = NULL,
  end_date = NULL, ...)

Arguments

indic

a character vector with economic indicators names: IGP-DI, IGP-M, INPC, IPA-DI, IPA-M, IPCA, IPCA-15, IPC-Fipe.

start_date

series initial date. Accepts ISO character formated date and Date.

end_date

series final date. Accepts ISO character formated date and Date.

...

additional parameters to be passed to the API

indic argumento must be one of these: IGP-DI, IGP-M, INPC, IPA-DI, IPA-M, IPCA, IPCA-15, IPC-Fipe. Respecting the case, blank spaces and accents.

The ... is to be used with API's parameters. $top to specify the maximum number of rows to be returned, this returns the $top rows, in chronological order. There is also $skip to ignore the first rows.

Value

A data.frame with the following ten columns: date, indic, smoothed, mean, median, sd, coefvar, min, max.

Details

There are inflation's expectations available for the following indicators: IGP-DI, IGP-M, INPC, IPA-DI, IPA-M, IPCA, IPCA-15, IPC-Fipe.

Examples

# NOT RUN {
indic <- c("IPCA", "IGP-M")
end_date <- "2018-06-22"
x <- get_twelve_months_inflation_expectations(indic, end_date = end_date, `$top` = 10)

# }