indpro: Monthly U.S. Industrial Production
In dccmidas: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models
indpro R Documentation
Monthly U.S. Industrial Production
Description
Monthly data on the U.S. Industrial Production index (IP, index 2012=100, seasonally adjusted) collected from the
Federal Reserve Economic Data (FRED) archive. The IP has been used as MIDAS term in different contributions
(see, for instance, \insertCiteengle_ghysels_sohn_2013;textualrumidas, \insertCiteconrad_lock_2015;textualrumidas, and
\insertCiteamendola_candila_scognamillo_2017;textualrumidas).
Usage
data(indpro)
Format
An object of class "xts".
Source
Archive of the Federal Reserve Economic Data (FRED)
References
\insertAllCited
Examples
head(indpro)
summary(indpro)
plot(indpro)
dccmidas documentation built on May 29, 2024, 5:26 a.m.
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| indpro | R Documentation |
Monthly U.S. Industrial Production
Description
Monthly data on the U.S. Industrial Production index (IP, index 2012=100, seasonally adjusted) collected from the Federal Reserve Economic Data (FRED) archive. The IP has been used as MIDAS term in different contributions (see, for instance, \insertCiteengle_ghysels_sohn_2013;textualrumidas, \insertCiteconrad_lock_2015;textualrumidas, and \insertCiteamendola_candila_scognamillo_2017;textualrumidas).
Usage
data(indpro)
Format
An object of class "xts".
Source
Archive of the Federal Reserve Economic Data (FRED)
References
\insertAllCitedExamples
head(indpro)
summary(indpro)
plot(indpro)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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