prevedere_correlation: Correlation

In prevederer: Wrapper for the 'Prevedere' API

Description

Calculates Pearson's r and other statistics at different offsets between an endogenous and exogenous indicator.

Usage

prevedere_correlation(key, endog_provider, endog_provider_id,
  exog_provider, exog_provider_id, freq = prevedere_frequencies(key),
  calculation = prevedere_calculations(key), raw = FALSE)

Arguments

key	A Prevedere API key.
endog_provider	Code for the data provider of the endogenous indicator, can be hexadecimal or abbreviated name.
endog_provider_id	Specific ProviderID for the endogenous indicator.
exog_provider	Code for the data provider of the exogenous indicator, can be hexadecimal or abbreviated name.
exog_provider_id	Specific ProviderID for the exogenous indicator.
freq	Frequency of indicator to retrieve. For a list of supported frequencies, see prevedere_frequencies().
calculation	Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().
raw	Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

Model results and metadata, as a list.

See Also

Other indicator functions: prevedere_indicator

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_correlation(
  key = k, endog_provider = "BLS", endog_provider_id = "CES3133231058",
  exog_provider = "FRED", exog_provider_id = "PCU332313332313", freq = "Monthly",
  calculation = "ThreePeriodMoving"
)

## End(Not run)

prevederer documentation built on July 23, 2019, 5:05 p.m.