[R-SIG-Finance] where to obtain T-bill 3 month rate?
edd at debian.org
Wed Nov 15 05:10:23 CET 2006
On 14 November 2006 at 19:27, Eric Zivot wrote:
| 2 good sources of info are
| 1. FRED database at the Federal Reserve bank of Kansas City.
| 2. www.economagic.com. They have a nice collection of free financial and
| economic data.
And IIRC Rmetrics has a function to access both:
TimeSeriesImport package:fCalendar R Documentation
Import Market Data from the Internet
A collection and description of functions to import financial and
economic market data from the Internet. Download functions are
available for economic and financial market data from
Economagic's, from Yahoo's, from the Federal Reserve's, and from
the the forecasts.org Internet sites.
The functions are:
'economagicImport' Economic series from Economagic's Web site,
'yahooImport' daily stock market data from Yahoo's Web site,
'yahooSeries' easy to use download from Yahoo,
'keystatsImport' key statistics from Yahoo's Web site,
'fredImport' time series from St. Louis FRED Web site,
'forecastsImport' monthly data from the Financial Forecast Center.
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-- Thomas A. Edison
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