getSamiz: getSamiz

In Muladhara/samizdata: FUNCTIONS TO DOWNLOAD AND WORK WITH 'SAMIZDATA' DATA PROVIDER

Description

Useful tools to work with time series data retrieved from Samizdata provider. The function allows to easily retrieve and transform time series data from a variety of official sources.

It returns a data frame with two lists: date(date) and ts_name(obs.).

Usage

getSamiz(src, ts_name, vintage='today', country='all', transformation='raw')

Arguments

src	The source of the time series you want to download (e.g. "FRED","OECD", etc.)
ts_name	The name of the time series.
vintage	It allows to choose the version of a time series as of a specific point in time. Possible values are valid YYYY-MM-DD dates. The default value is today's date.
country	For some sources the country is needed in the ISO country code format (e.g. "IT","US").
transformation	It allows to apply mathematical transformations to time series values before downloading them. If no transformation is specified, then the values are the original ones (RAW). The possible values for the parameter 'transformation' are: RAW: default LOG: the base-10 log of the values LAG: x[t]-x[t-1] LAG2: x[t]-x[t-2] LAGLOG: LOG(x[t])-LOG(x[t-1]) LAG2LOG: LOG(x[t])-LOG(x[t-2]) LAG12LOG: LOG(x[t])-LOG(x[t-12]) SW: LOG(x[t] - 2*LOG(x[t-1])+LOG(x[t-2]) LAG12LAGLOG: LOG(x[t])-LOG(x[t-12])-LOG(x[t-1])-LOG(x[t-13])

Details

The function getSamiz allows to download data directly from the Samizdata provider.

The values for the source, ts_name, country, transformation are case-insensitive.

References

http://www.samizdata.it/api_doc.html#R

Examples

require('stats','samizdata')

# download from the source 'fred' the time series 'gdp' 
x <- getSamiz("fred", "gdp")


# download from the source 'fred' the time series 'gdp' at the vintage date '2015-07-01'
x <- getSamiz("fred", "gdp", vintage="2015-07-01")


# download from the source 'worldbank' the time series 'ic.tax.totl.cp.zs', 
# for the country Albania 'AL', with the transformation 'log'
x <- getSamiz("worldbank", "ic.tax.totl.cp.zs", country="AL", transformation="log")


# download from the source 'ecb' the time series 'gst_a_fi_n_b0x13_m8v_b1300_sa_e'  
# at the transformation 'log'
x <- getSamiz("ecb", "gst_a_fi_n_b0x13_m8v_b1300_sa_e", transformation="log")

Muladhara/samizdata documentation built on May 7, 2019, 5:11 p.m.