Description Usage Arguments Examples
Aquire data.
1 |
url |
internet url or filesystem path |
newLocalFileName |
current area location to save |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 | ## Not run:
# recent coupon auctions
# Coupon Auctions – Data from October 2009-present?
# url <- "https://home.treasury.gov/system/files/291/September%2010_2018%20IC%20Coupons.xls"
rawData(url = url, newLocalFileName = "recentCoupons.xls")
df <- as.data.frame(
suppressWarnings(readxl::read_excel("recentCoupons.xls"
, col_types = "guess", skip = 4, guess_max = 1)
))
col_names <- c("issue_date", "security", "coupon_rate"
, "cusip", "maturity_date", "total_issue"
, "SOMA_issue", "institutions_issue", "individuals_issue"
, "dealers_issue", "pensions_issue"
, "investment_funds_issue", "foreign_issue","other_issue"
)
colnames(df) <- col_names
df$issue_date <- zoo::as.Date(df$issue_date)
df$maturity_date <- zoo::as.Date(df$maturity_date)
str(df, vec.len = 3)
# 'data.frame': 803 obs. of 14 variables:
# $ issue_date : Date, format: "2018-08-31" "2018-08-31" "2018-08-31" ...
# $ security : chr "2-Year FRN" "2-Year Note" "5-Year TIPS Note" ...
# $ rate : num 0.043 2.625 0.625 2.75 ...
# $ cusip : chr "912828Y53" "9128284Y3" "9128284H0" ...
# $ maturity_date : Date, format: "2020-07-31" "2020-08-31" "2023-04-15" ...
# $ total_issue : num 18.2 38.5 15 39.6 ...
# $ soma_issue : num 1.198 2.537 0.987 2.608 ...
# $ institutions_issue : num 0 0.001 0 0.07 0.07 0.00051 0 0 ...
# $ individuals_issue : num 0.0203 0.393 0.0351 0.056 ...
# $ dealers_issue : num 8.9 15.7 2.73 9.8 ...
# $ pensions_issue : num 0.217 0.025 0 0 ...
# $ investment_funds_issue: num 3.72 15.37 10.52 23.49 ...
# $ foreign_issue : num 0.49 4.426 0.715 3.134 ...
# $ other_issue : num 3.65 0.08 0 0.444 ...
## End(Not run)
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