indpro: Monthly U.S. Industrial Production
In rumidas: Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS
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)
rumidas documentation built on April 4, 2025, 1:01 a.m.
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.
| 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.