BOJ

knitr::opts_chunk$set(
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The BOJ package provides an R interface to Bank of Japan statistics, specifically the flat files available on the BOJ Time-Series Data portal.

Import data

To import data, first load the package:

library("BOJ")

Next, run the get_boj_datasets() function to obtain a list of available data sets:

datasets <- get_boj_datasets()
datasets

The function returns a tibble data frame listing the available data sets. The column url can be used as input for the function get_boj() which downloads, parses and imports the corresponding data.

To import monthly-frequency data on Japan's Services Producer Price Index, run:

sppi <- get_boj(datasets$url[(datasets$name == "sppi_m_en")])
sppi

To plot the data using ggplot2, run the following:

library("dplyr")
library("ggplot2")
library("zoo")

sppi_plot <- subset(sppi, code %in% c("PRCS15_5200000000", "PRCS15_5200010001",
                                      "PRCS15_5200010002", "PRCS15_5200010003",
                                      "PRCS15_5200010004", "PRCS15_5200010005",
                                      "PRCS15_5200010006", "PRCS15_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(x = "Date", y = "Services Producer Price Index (2015 base)") +
  theme(legend.title = element_blank())

Note that BOJ data sets come with a number of different time formats. The zoo package (e.g. as.yearmon()) should be able to parse most formats.

Note

This package is in no way officially related to or endorsed by the Bank of Japan. It was inspired by the BIS R package. Please don't abuse the BOJ's servers with unnecessary calls.



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BOJ documentation built on Feb. 23, 2021, 9:06 a.m.