ipeadata_d: The Ipea Most Requested Dataset (daily)

In TSPred: Functions for Benchmarking Time Series Prediction

Description

The Institute of Applied Economic Research of Brazil (Ipea) (Ipea, 2017) is a public institution of Brazil that provides support to the federal government with regard to public policies: fiscal, social, and economic. Ipea provides public datasets derived from real economic and financial data of the world.

Usage

ipeadata_d

Format

The ipeadata_d dataset contains 12 time series of 901 to 8154 observations. The 12 time series are provided as the following variables of a data frame.

GM366_IBVSP366

Stock Index: Sao Paulo Stock Exchange - closed - BM&FBovespa.

GM366_ERC366

Exchange rate - R$ / US$ - commercial - purchase - mean - R$ - Bacen Outras/SGS.

GM366_EREURO366

Euro area - exchange rate - euro / US$ - mean - Euro - Bacen Outras/SGS.

GM366_ERPV366

Exchange rate - R$ / US$ - parallel - selling - mean - R$ - Economic value.

GM366_ERV366

Exchange rate - R$ / US$ - commercial - selling - mean - R$ - Bacen Outras/SGS.

GM366_TJOVER366

Interest Rate: Over / Selic - (% p.a.) - Bacen Outras/SGS.

GM366_TJTR366

Interest rate - TR - (% p.m.) - Bacen Outras/SGS.

SECEX366_MVTOT366

Imports - weekly mean - US$ - MDIC/Secex.

SECEX366_XVTOT366

Exports - weekly mean - US$ - MDIC/Secex.

JPM366_EMBI366

EMBI + Risco-Brasil - JP Morgan.

BM366_TJOVER366

Interest rate - Selic - fixed by Copom - (% p.a.) - Bacen/Boletim/M. Finan..

GM366_TJOVERV366

Interest Rate: Over / Selic - Ipea.

Details

The ipeadata_d dataset is provided by Ipea. It comprehends the most requested time series collected in daily rates. The ipeadata_d dataset comprehend observations of exchange rates (R$/US$), exports/imports prices, interest rates, and more, measured from 1962 to September of 2017.

The data had missing data removed by the function na.omit.

ipeadata_d.cont provide 30 points beyond the end of the time series in ipeadata_d. Intended for use as testing set.

Source

Ipea, Ipeadata. Macroeconomic and regional data, Technical Report, http://www.ipeadata.gov.br, 2017. The "Most request series" section and filtered by "Frequency" equal to "Daily".

References

Ipea, Ipeadata. Macroeconomic and regional data, Technical Report, http://www.ipeadata.gov.br, 2017.

See Also

ipeadata_m ~

Examples

data(ipeadata_d)
str(ipeadata_d)
plot(ts(ipeadata_d[1]))

TSPred documentation built on Jan. 21, 2021, 5:10 p.m.