ipeadata_m: The Ipea Most Requested Dataset (monthly)

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_m

Format

The ipeadata_m dataset contains 23 time series of 156 to 1019 observations. The 23 time series are provided as the following variables of a data frame.

BM12_ERC12

Exchange rate - Brazilian real (R$) / US dollar (US$) - purchase - average - R$ - Bacen / Boletim / BP.

BM12_ERV12

Exchange rate - Brazilian real (R$) / US dollar (US$) - selling - average - R$ - Bacen / Boletim / BP.

IGP12_IGPDI12

IGP-DI - general price index domestic supply (aug 1994 = 100) - FGV/Conj. Econ. - IGP.

FUNCEX12_MDPT12

Imports - prices - index (average 2006 = 100) - Funcex.

FUNCEX12_XPT12

Exports - prices - index (average 2006 = 100) - Funcex.

PRECOS12_INPC12

INPC - national consumer price index (dec 1993 = 100) - IBGE/SNIPC.

PRECOS12_INPCBR12

INPC - national consumer price index - growth rate - (% p.m.) - IBGE/SNIPC.

PRECOS12_IPCA12

IPCA - extended consumer price index (dec 1993 = 100) - IBGE/SNIPC.

SEADE12_TDAGSP12

Unemployment rate - open - RMSP - (%) - Seade/PED.

SEADE12_TDOTSP12

Unemployment rate - hidden - RMSP - (%) - Seade/PED.

SEADE12_TDOPSP12

Unemployment rate - hidden - precarious - RMSP - (%) - Seade/PED.

GAC12_SALMINRE12

Real minimum wage - R$ - Ipea.

IGP12_IGPM12

IGP-M - general price index at market prices (aug 1994 = 100) - FGV/Conj. Econ. - IGP.

PRECOS12_IPCAG12

IPCA - extended consumer price index - growth rate - (% p.m.) - IBGE/SNIPC.

IGP12_IGPDIG12

IGP-DI - general price index domestic supply - growth rate - (% p.m.) - FGV/Conj. Econ. - IGP.

IGP12_IGPMG12

IGP-M - general price index at market prices - growth rate - (% p.m.) - FGV/Conj. Econ. - IGP.

IGP12_IGPOGG12

IGP-OG - general price index overall supply - growth rate - (% p.m.) - FGV/Conj. Econ. - IGP.

PRECOS12_IPCA15G12

IPCA 15 - extended consumer price index - growth rate - (% p.m.) - IBGE/SNIPC.

[BM12_PIB12

GDP - R$ - Bacen / Boletim / Ativ. Ec..

MTE12_SALMIN12

Minimum wage - R$ - MTE.

BM12_TJOVER12

Interest rate - Overnight/Selic - (% p.m.) - Bacen/Boletim/M. Finan..

SEADE12_TDTGSP12

Unemployment rate - Sao Paulo - (%) - Seade/PED.

PMEN12_TD12

Unemployment rate - reference: 30 days - RMs - (%) - IBGE/PME - obs: PME closed in 2016-mar.

Details

The ipeadata_m dataset is provided by Ipea. It comprehends the most requested time series collected in monthly rates. The ipeadata_m dataset comprehend observations of exchange rates (R$/US$), exports/imports prices, interest rates, minimum wage, unemployment rate, and more, measured from 1930 to September of 2017.

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

ipeadata_m.cont provide 12 points beyond the end of the time series in ipeadata_m. 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 "Monthly".

References

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

See Also

ipeadata_d ~

Examples

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

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