indpro: Monthly U.S. Industrial Production
In dccmidas: DCC Models with GARCH-MIDAS Specifications in the Univariate Step
Description
Usage
Format
Source
References
Examples
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
1
Format
An object of class "xts".
Source
Archive of the Federal Reserve Economic Data (FRED)
References
\insertAllCited
Examples
1
2
3
dccmidas documentation built on March 15, 2021, 5:08 p.m.
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Description Usage Format Source References Examples
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
1 |
Format
An object of class "xts".
Source
Archive of the Federal Reserve Economic Data (FRED)
References
\insertAllCitedExamples
1 2 3 |
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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