[R-SIG-Finance] economagic Import - error message

Jeff Ryan jeff.a.ryan at gmail.com
Thu Apr 17 16:18:40 CEST 2008


As Diethelm pointed out - the St. Louis Fed has most of the economagic series.

In addition to the Rmetrics interface there is one in quantmod.  A
list of all FRED series (19000+) is accessible from here:

http://research.stlouisfed.org/fred2/

library(quantmod)
> getSymbols("FEDFUNDS",src='FRED') # monthly
[1] "FEDFUNDS"
> head(FEDFUNDS)
           FEDFUNDS
1954-07-01     0.80
1954-08-01     1.22
1954-09-01     1.06
1954-10-01     0.85
1954-11-01     0.83
1954-12-01     1.28
> getSymbols("FF",src='FRED') #  weekly
[1] "FF"
> head(FF)
             FF
1954-07-07 1.00
1954-07-14 1.21
1954-07-21 0.57
1954-07-28 0.63
1954-08-04 0.27
1954-08-11 1.30


On Thu, Apr 17, 2008 at 3:03 AM, Diethelm Wuertz
<wuertz at itp.phys.ethz.ch> wrote:
> Yohan Chalabi wrote:
>
>
>  Some additional information
>
>  Note, that economagicImport() requires also the input of the frequency
>  of the data. The default is "quarterly", alternatively you can use "monthly"
>  and "daily" frequency formats.
>
>  FED FUNDS data are available as monthly and weekly (in daily format)
>  data sets from economagic.com. Therefore you should specify
>  explicitely the frequency data in the argument list. Here the examples:
>
>  # I used R 2.6.2 with latest package updates
>  require(fImport)
>
>  # For weekly data (with daily date formats) use:
>  x = economagicImport(query = "fedstl/day-ff", frequency = "daily")
>  head(x at data) # gives you the series as a data.frame
>  head(as.timeSeries(x at data)) # converts it in a timeSeries object
>
>  # For monthly data use:
>  y = economagicImport(query = "fedstl/fedfunds+2", frequency = "monthly")
>  head(y at data) # gives you the series as a data.frame
>  head(as.timeSeries(y at data)) # converts it in a timeSeries object
>
>
>  Some more note: FED FUND data are also available from the St.
>  Louis FED data base, from where economagic.com has copied his
>  data. Since the FED uses ISO 8601 date records, and data are
>  earlier available I would recommend to download the data with
>  the function fredImport().
>
>
>  Diethelm Wuertz
>
>
>
>
>
>
>  >>>>> "S" == "stephen" <mail at xesoftware.com.au>
>  >>>>> on Thu, 17 Apr 2008 11:41:40 +1000
>  >>>>>
>  >
>  >    S> > # save a download to a data file
>  >    S> > file = 'fedfunds.csv'
>  >    S> > source = 'http://www.economagic.com/em-cgi/data.exe/'
>  >    S> > query = 'fedst1/fedfunds+2'
>  >    S> > # download
>  >    S> > economagicImport(file, source, query)
>  >    S> Error in download.file(url = url, destfile = file, method =
>  >    S> method) :
>  >    S> unsupported URL scheme
>  >    S> [1] "No Internet Access"
>  >
>  > there is a typo in your query. It should be
>  > query = 'fedstl/fedfunds+2'
>  >
>  > and your arguemnts in economagicImport are not in the correct order...
>  > ?economagicImport
>  >
>  > regards,
>  > Yohan
>  >
>  >
>
>
>  --
>
>  PD Dr. Diethelm Wuertz
>  Institute for Theoretical Physics
>  Swiss Federal Institute of Technology
>
>  www.itp.phys.ethz.ch
>  www.rmetrics.org
>
>  NOTE:
>  Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
>  June 29th - July 3rd Meielisalp, Lake Thune, Switzerland
>
>
>
>  _______________________________________________
>  R-SIG-Finance at stat.math.ethz.ch mailing list
>  https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>



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