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#' Configuration of jubilee's data repository
#'
#' This utility stores the data configuration for the jubilee's data repository.
#' This is used internally to provide proper abstraction to the data sources,
#' such as file name, URL, FRED symbol, column name, decimal format, etc.
#'
#' @return The list of data elements and their attributes.
#'
#' @keywords data
#'
#' @author Stephen H. Lihn
#'
#' @export jubilee.repo.config
#'
#' @examples
#' c <- jubilee.repo.config()
#' c$ie$url
#'
### <======================================================================>
jubilee.repo.config <- function() {
ie <- list(url="http://www.econ.yale.edu/~shiller/data/ie_data.xls",
file="ie_data.xls")
schwert <- list(file="schwert-w2985-data-only.xlsx")
# SP500 is so essential, it has to be handled separately
sp500 <- list(file="SP500.csv",
symbol="SP500",
daily_symbol="SP500",
period="D",
fmt="%.2f",
dtb_colname="price")
gold <- list(file="GOLDAMGBD228NLBM.csv",
annual_file="GOLD-annual-1792.csv", # this makes gold not simply FRED
symbol="GOLDAMGBD228NLBM",
daily_symbol=NULL,
period="M",
fmt="%.3f",
dtb_colname="gold")
# TB3MS has some complication, I wish I can extend before 1920.
rate.tb3ms <- list(file="TB3MS.csv",
symbol="TB3MS",
daily_symbol="DGS3MO",
period="M",
fmt="%.2f",
dtb_colname="rate.tb3ms")
rate.gs10 <- list(file="GS10.csv",
symbol="GS10",
daily_symbol=NULL,
period="M",
fmt="%.2f",
dtb_colname="rate.gs10")
# defines simple FRED symbols, primarily monthly, but some quarterly
rate.baa <- list(file="BAA.csv",
symbol="BAA",
daily_symbol=NULL,
period="M",
fmt="%.2f",
dtb_colname="rate.baa")
rate.ed3ms <- list(file="IR3TED01USM156N.csv",
symbol="IR3TED01USM156N",
daily_symbol=NULL,
period="M",
fmt="%.2f",
dtb_colname="rate.ed3ms")
rate.fedfunds <- list(file="FEDFUNDS.csv",
symbol="FEDFUNDS",
daily_symbol=NULL,
period="M",
fmt="%.2f",
dtb_colname="rate.fedfunds")
unrate <- list(file="UNRATE.csv",
symbol="UNRATE",
daily_symbol=NULL,
period="M",
fmt="%.1f",
dtb_colname="unrate")
# TCU, total capacity utilization
# to be supplemented by manufacturing capacity utilization before 01/1967, to align with GDP data
tcu <- list(file="TCU.csv",
symbol="TCU",
daily_symbol=NULL,
period="M",
fmt="%.4f",
dtb_colname="tcu")
# nominal GDP
gdp <- list(file="GDP.csv",
symbol="GDP",
daily_symbol=NULL,
period="Q",
fmt="%.3f",
dtb_colname="gdp")
# real GDP
real.gdp <- list(file="GDPC1.csv",
symbol="GDPC1",
daily_symbol=NULL,
period="Q",
fmt="%.3f",
dtb_colname="real.gdp")
# corp profit
cp <- list(file="CP.csv",
symbol="CP",
daily_symbol=NULL,
period="Q",
fmt="%.3f",
dtb_colname="cp")
# weekly payrolls, total private, since 01/1964
# to be supplimented with manufacturing data since 1939
payroll <- list(file="CES0500000035.csv",
symbol="CES0500000035",
daily_symbol=NULL,
period="M",
fmt="%.1f",
dtb_colname="payroll")
# POPTHM, population (monthly)
# to be supplemented by quaterly data before 01/1959
popth <- list(file="POPTHM.csv",
symbol="POPTHM",
daily_symbol=NULL,
period="M",
fmt="%.1f",
dtb_colname="popth")
# recession
usrec.nber <- list(file="USREC.csv",
symbol="USREC",
daily_symbol=NULL,
period="M",
fmt="%.0f",
dtb_colname="usrec.nber")
usrec.cp <- list(file="RECPROUSM156N.csv",
symbol="RECPROUSM156N",
daily_symbol=NULL,
period="M",
fmt="%.2f",
dtb_colname="usrec.cp")
# list collection of "simple" FRED time series
monthly.fred = list(unrate=unrate,
tcu=tcu,
rate.gs10=rate.gs10,
rate.baa=rate.baa,
rate.ed3ms=rate.ed3ms,
rate.fedfunds=rate.fedfunds,
gdp=gdp,
real.gdp=real.gdp,
cp=cp,
payroll=payroll,
popth=popth,
usrec.nber=usrec.nber,
usrec.cp=usrec.cp)
return(list(ie=ie,
schwert=schwert,
sp500=sp500,
gold=gold,
rate.tb3ms=rate.tb3ms,
monthly.fred=monthly.fred))
}
### <---------------------------------------------------------------------->
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