stLouisFEDdaily2Weekly: Convert an xts object Into a St Louis FED Weekly xts Object.

Description Usage Arguments Value Examples

View source: R/StressIndex.R

Description

Given Dailies, return the five(5) day moving average (called a "weekly") with an Observation data on Fridays that are published on the following Thursdays.

Usage

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Arguments

x

xts object of Dailies.

Level

String. Default is "Levels" Other choices are "ChangeInLevels" and "ChangeInLogLevels."

Value

Modified xts object

Examples

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## Not run: 
DGS2 <- quantmod::getSymbols("DGS2", src = "FRED", auto.assign = F)
DGS2 <- stLouisFEDdaily2Weekly(DGS2, Level = "ChangeInLevels")

## End(Not run)

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