Download Federal Reserve Economic Data - FRED(R)
R access to over 11,000 data series accessible via the St. Louis Federal Reserve Bank's FRED system.
Downloads Symbols
to specified env
from ‘research.stlouisfed.org’. This method is
not to be called directly, instead a call to
getSymbols(Symbols,src='FRED')
will in
turn call this method. It is documented for the
sole purpose of highlighting the arguments
accepted, and to serve as a guide to creating
additional getSymbols ‘methods’.
getSymbols.FRED(Symbols, env, return.class = "xts", ...)
Symbols |
a character vector specifying the names of each symbol to be loaded |
env |
where to create objects. (.GlobalEnv) |
return.class |
class of returned object |
... |
additional parameters |
Meant to be called internally by getSymbols
(see also).
One of many methods for loading data for use with quantmod. Essentially a simple wrapper to the underlying FRED data download site.
Naming conventions must follow those as seen on the Federal Reserve Bank of St Louis's website for FRED. A lookup facility will hopefully be incorporated into quantmod in the near future.
A call to getSymbols.FRED will load into the specified
environment one object for each
Symbol
specified, with class defined
by return.class
. Presently this may be ts
,
zoo
, xts
, or timeSeries
.
FRED changed its URL scheme for the downloads from http:// to
https://. If getSymbols.FRED
fails for this reason, try
one of the following solutions:
Explicitly pass method
via the getSymbols
call (or via setDefaults
).
Install downloader, which may be able to automagically determine a suitable method.
Set the download.file.method
global option.
Jeffrey A. Ryan
St. Louis Fed: Economic Data - FRED https://fred.stlouisfed.org/
## Not run: # All 3 getSymbols calls return the same # CPI data to the global environment # The last example is what NOT to do! ## Method #1 getSymbols('CPIAUCNS',src='FRED') ## Method #2 setDefaults(getSymbols,src='FRED') # OR setSymbolLookup(CPIAUCNS='FRED') getSymbols('CPIAUCNS') ######################################### ## NOT RECOMMENDED!!! ######################################### ## Method #3 getSymbols.FRED('CPIAUCNS',env=globalenv()) ## End(Not run)
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