JFE (version 2.5.9)

getFed: Download financial and economic time series data from the Fed

Description

It downloads financial and economic time series data from the Fed.

Usage

getFed(var.name="UNRATE", freq="Monthly")

Value

Retrieved Fed time series data, but without any time series format.

Arguments

var.name

The name of variable as used by <"https://fred.stlouisfed.org">. For example, "UNRATE" denotes unemployment rate, "CPIAUCSL" is monthly consumer price index, "GDP" is Gross domestic product, and "ICSA" is the initial claim seasonally adjusted. User please check with the web for symbol.

freq

The time series frequency, match Fed label, for example,"Monthly","Quarterly".

Author

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University.

Details

This function connects with <"https://fred.stlouisfed.org"> and downloads the specified market data. The rownames of downloaded data is embedded by the timestamp already.

Examples

#To save time, the example below is commented.
output=getFed(var.name="UNRATE", freq="Monthly")
head(output)