getSymbols.YaleU: S&P 500 Stock Market Data from Yale University

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

Robert Shillers S&P 500 Stock Market Data from his Excel spreadsheet as a R CRAN package quantmod function getSymbols source (src).

Usage

getSymbols.YaleU(
  Symbols,
  env,
  return.class = "xts",
  returnIndex = "ObservationDate",
  ...
)

Arguments

Symbols	A character vector specifying the names of each symbol to be loaded. Possible Symbols are the following: "YaleUStockMarketData" (means get all of the columns) xor one specific column name. e.g. "CAPE"
env	where to create objects. (.GlobalEnv)
return.class	desired class of returned object. Can be xts, zoo, data.frame, or xts (default)
returnIndex	one of "ObservationDate" (row element date) or "LastUpdatedDate" (dates of estimations of in cases such that estimations are done?). Default is ObservationDate". Note, an 'observation date'(row element date) is not the 'date of estimation'. The 'observation date' (typically) observes the beginning of the 'date range' (its period: ObservationDate + Frequency). The LastUpdatedDate date, that is, the date of estimation, is after the the period has completed, that is after ObservationDate + Frequency.
...	Dots passed.

Value

A call to getSymbols.YaleU will load into the specified environment one object for each Symbol specified, with class defined by return.class.

Author(s)

Andre Mikulec (adapted original code to work with Yale University stock market data)

References

Online Data of Robert Shiller http://www.econ.yale.edu/~shiller/data.htm

Home Page of Robert J. Shiller - Yale University http://www.econ.yale.edu/~shiller/

Examples

## Not run: 
# common usage
getSymbols(c("CAPE", "Dividends", "Earnings"), src = "YaleU")

# all columns in one xts object
getSymbols("YaleUstockMarketData", src = "YaleU")

## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.