[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
>
>
>
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