The BOJ
package provides an R
interface to Bank of Japan statistics, specifically the flat files available on the BOJ Time-Series Data portal.
You can install the package from CRAN or GitHub.
library(devtools) install_github("stefanangrick/BOJ") # GitHub install.packages("BOJ") # CRAN
To start using the package, load it into your R session.
library("BOJ")
Next, retrieve a list of available data sets using the get_boj_datasets()
function.
ds <- get_boj_datasets() head(ds)
The get_boj_datasets()
function returns a tibble data frame listing available data sets. Use the url
column as input for the get_boj()
function to download, parse, and import the corresponding data set.
For example, to import monthly-frequency data on Japan's Services Producer Price Index, use the following code:
sppi <- get_boj(ds$url[(ds$name == "sppi_m_en")]) head(sppi)
To plot the data with ggplot2, run the following:
library("dplyr") library("ggplot2") library("zoo") sppi_plot <- subset(sppi, code %in% c("PRCS20_5200000000", "PRCS20_5200010001", "PRCS20_5200010002", "PRCS20_5200010003", "PRCS20_5200010004", "PRCS20_5200010005", "PRCS20_5200010006", "PRCS20_5200010007")) sppi_plot <- mutate(sppi_plot, date = as.Date(as.yearmon(date, format = "%Y%m"))) sppi_plot <- mutate(sppi_plot, struc = gsub("^Major group/ ", "", struc)) sppi_plot <- subset(sppi_plot, !is.na(obs_value)) ggplot(sppi_plot, aes(x = date, y = obs_value)) + geom_line(aes(colour = struc)) + labs(title = "Services Producer Price Index", x = "Date", y = "Index") + theme(legend.title = element_blank())
Note that BOJ data sets use various time formats. The zoo package (e.g., as.yearmon()
) can handle most of these formats.
To retrieve individual data series instead of full data sets, consider using the BOJfame package.
This package is neither officially related to nor endorsed by the Bank of Japan. Please avoid overloading the BOJ servers with unnecessary requests.
Any scripts or data that you put into this service are public.
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