Forms queries to submit to the Cleveland Federal Reserve Bank web site's financial stress index data site. Provides query functions for both the composite stress index and the components data. By default the download includes daily time series data starting September 25, 1991. The functions return a class of either type easing or cfsi which contain a list of items related to the query and its graphical presentation. The list includes the time series data as an xts object. The package provides four lattice time series plots to render the time series data in a manner similar to the bank's own presentation.
|Author||Matt Barry <firstname.lastname@example.org>|
|Date of publication||2014-06-30 10:59:21|
|Maintainer||Matt Barry <email@example.com>|
|License||MIT + file LICENSE|
getComponentSummary: Get stress components summary
getCreditMarkets: Get credit markets stress components
getEquityMarkets: Get equity markets stress components
getForeignExchangeMarkets: Get foreign exchange markets stress components
getFundingMarkets: Get funding markets stress components
getRealEstateMarkets: Get foreign exchange markets stress components
getSecuritizationMarkets: Get securitization markets stress components
getStressComponents: Get financial stress index component data.
getStressIndex: Get financial stress index data.
stressAreaChart: Financial stress component data as a stacked area chart.
stressIndexChart: Financial stress index data line chart with regions.
stressLineChart: Financial stress component data as an unstacked line chart.
stressr: Financial stress index component data.
xyplot.cfsi: Financial stress index component data xyplot
xyplot.stress: Financial stress index component data xyplot