fredqd_description: FRED-QD Data Set Description

In cykbennie/fbi: Factor-Based Imputation and FRED-MD/QD Data Set

FRED-QD Data Set Description

Description

A description of the FRED-QD data set.

Usage

data(fredqd_description)

Format

A data frame with 248 rows and 10 variables. The variables are as follows:

id

series ID number

sw_id

series ID number in SW (2012)

tcode

code of transformation

ttype

type of transformation

sw_factors

logical, indicating whether a series was used in SW (2012) when constructing factors

fred_mnemonic

mnemonic in FRED-QD

sw_mnemonic

mnemonic used in SW (2012)

description

a brief definition of the series

group

group of the series

Source

The fredqd_description data were obtained from Michael W. McCracken and Serena Ng (2020), FRED-QD Updated Appendix. https://s3.amazonaws.com/files.fred.stlouisfed.org/fred-md/FRED-QD_appendix.pdf

cykbennie/fbi documentation built on Jan. 24, 2025, 5:59 p.m.