Examples/examples.R
In enricoschumann/bundesbank: Download Data from Bundesbank
## EXAMPLES
library("bundesbank")
library("zoo")
## install.packages('plotseries',
## repos = c('http://enricoschumann.net/R', getOption('repos')))
library("plotseries")
## where to store raw data
dl.dir <- "~/Downloads/bundesbank"
series <- "BBK01.ST0304" ## Eonia
res <- getSeries(series, dest.dir = dl.dir) ## retrieve all available data
## dates values
## 1 1999-01-04 3.20
## 2 1999-01-05 3.20
## 3 1999-01-06 3.21
## 4 1999-01-07 3.21
## 5 1999-01-08 3.21
## 6 1999-01-11 3.20
## check comments
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
## - Money market rates / EONIA / Daily quotations
## - unit: % p.a.
## - unit multiplier: one
## - last update: 2023-03-01 13:36:53
## - General: Discontinued. The Euro short-term rate (€STR) as
## published by the European Central Bank is designated as
## the replacement rate for the Euro overnight index average
## (EONIA). Starting on 2 October 2019 the EONIA has been
## calculated as the €STR plus a spread of 8.5 basis points.
## Before: Euro OverNight Index Average: weighted average
## overnight rate for interbank operations calculated by the
## European Central Bank since 4 January 1999 on the basis
## of real turnover according to the act/360 method and
## published via Reuters. Published with 2 decimal points
## until 31 August 2007. Data became fee liable from 1
## January 2014 and therefore was be published with the
## delay of one working day. Neither Euribor EBF, nor
## Euribor ACI, nor the Euribor Panel Banks, nor the Euribor
## Steering Committee, nor Reuters, nor the European Central
## Bank, nor the Deutsche Bundesbank can be held liable for
## any irregularity or inaccuracy of the EONIA rate.
res <- getSeries(series, dest.dir = dl.dir, column1.only = FALSE)
## dates values.BBK01.ST0304 values.BBK01.ST0304_FLAGS
## 1999-01-01 1999-01-01 NA No value available
## 1999-01-02 1999-01-02 NA No value available
## 1999-01-03 1999-01-03 NA No value available
## 1999-01-04 1999-01-04 3.20
## 1999-01-05 1999-01-05 3.20
## 1999-01-06 1999-01-06 3.21
res <- getSeries(series, start = "2012-01", dest.dir = dl.dir)
res <- getSeries(series, end = "2012-01", dest.dir = dl.dir)
res <- getSeries(series, start = "2012-01", end = "2012-05",
dest.dir = dl.dir)
## dates values
## 2012-01-02 2012-01-02 0.390
## 2012-01-03 2012-01-03 0.396
## 2012-01-04 2012-01-04 0.395
## 2012-01-05 2012-01-05 0.369
## 2012-01-06 2012-01-06 0.357
## 2012-01-09 2012-01-09 0.372
## ....
## dates values
## 2012-05-24 2012-05-24 0.335
## 2012-05-25 2012-05-25 0.323
## 2012-05-28 2012-05-28 0.322
## 2012-05-29 2012-05-29 0.335
## 2012-05-30 2012-05-30 0.333
## 2012-05-31 2012-05-31 0.329
Eonia <- zoo(res$values, res$dates)
plotseries(Eonia)
## check comments
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
## REAL-TIME DATASET (GROSS DOMESTIC PRODUCT)
gdp <- getSeries("BBKRT.A.DE.N.A.AG1.CA010.V.A",
dest.dir = dl.dir)
### OUTPUT IN THE PRODUCTION SECTOR / GERMANY
res <- getSeries("BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A",
dest.dir = dl.dir)
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
plotseries(res$values, res$dates)
res <- getSeries("BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A",
dest.dir = dl.dir, column1.only = FALSE)
tail(res)
## dates values.BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A values.BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A_FLAGS
## 2023-09-30 2023-09-30 95.0 Provisional value
## 2023-10-31 2023-10-31 94.6 Provisional value
## 2023-11-30 2023-11-30 94.7 Provisional value
## 2023-12-31 2023-12-31 92.8 Provisional value
## 2024-01-31 2024-01-31 94.0 Provisional value
## 2024-02-29 2024-02-29 96.0 Provisional value
## INTEREST RATES
res <- getSeries("BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
dest.dir = dl.dir)
plotseries(res$values, res$dates)
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
res <- getSeries("BBSIS.D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
dest.dir = dl.dir,
return.class = "zoo")
plotseries(res)
## GOLD
gold <- getSeries("BBEX3.D.XAU.USD.EA.AC.C05",
dest.dir = dl.dir,
return.class = "zoo")
plotseries(gold)
writeLines(strwrap(paste("- ", attr(gold, "info")),
width = 60, exdent = 2))
## - Gold price in London / afternoon fixing / 1 ounce of fine
## gold = USD ...
## - unit: USD
## - unit multiplier: one
## - last update: 2024-04-19 13:37:18
## - General: 1 ounce of fine gold = 31.1034768 g. First
## quoted on 1 April 1968.
## - Source: April 1968 - March 1974: Financial Times (FT);
## April 1974 - December 1980: Samuel Montagu & Co. Ltd.;
## January 1981 - December 1998: FT; January 1999 - present:
## The London Bullion Market Association.
y <- c("BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R01XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R02XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R03XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R04XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R05XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R06XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R07XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R08XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R09XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A")
series <- NULL
for (y1 in y) {
series1 <- getSeries(c(y1),
return.class = "zoo",
dest.dir = dl.dir)
series <- if (is.null(series))
series1 else merge(series, series1)
}
colnames(series) <- 1:10
plotseries(window(series),
white.underlay = TRUE,
labels = colnames(series),
labels.col = TRUE,
returns.show = FALSE,
y.labels.at.remove = NA
)
enricoschumann/bundesbank documentation built on April 23, 2024, 9:03 p.m.
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## EXAMPLES
library("bundesbank")
library("zoo")
## install.packages('plotseries',
## repos = c('http://enricoschumann.net/R', getOption('repos')))
library("plotseries")
## where to store raw data
dl.dir <- "~/Downloads/bundesbank"
series <- "BBK01.ST0304" ## Eonia
res <- getSeries(series, dest.dir = dl.dir) ## retrieve all available data
## dates values
## 1 1999-01-04 3.20
## 2 1999-01-05 3.20
## 3 1999-01-06 3.21
## 4 1999-01-07 3.21
## 5 1999-01-08 3.21
## 6 1999-01-11 3.20
## check comments
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
## - Money market rates / EONIA / Daily quotations
## - unit: % p.a.
## - unit multiplier: one
## - last update: 2023-03-01 13:36:53
## - General: Discontinued. The Euro short-term rate (€STR) as
## published by the European Central Bank is designated as
## the replacement rate for the Euro overnight index average
## (EONIA). Starting on 2 October 2019 the EONIA has been
## calculated as the €STR plus a spread of 8.5 basis points.
## Before: Euro OverNight Index Average: weighted average
## overnight rate for interbank operations calculated by the
## European Central Bank since 4 January 1999 on the basis
## of real turnover according to the act/360 method and
## published via Reuters. Published with 2 decimal points
## until 31 August 2007. Data became fee liable from 1
## January 2014 and therefore was be published with the
## delay of one working day. Neither Euribor EBF, nor
## Euribor ACI, nor the Euribor Panel Banks, nor the Euribor
## Steering Committee, nor Reuters, nor the European Central
## Bank, nor the Deutsche Bundesbank can be held liable for
## any irregularity or inaccuracy of the EONIA rate.
res <- getSeries(series, dest.dir = dl.dir, column1.only = FALSE)
## dates values.BBK01.ST0304 values.BBK01.ST0304_FLAGS
## 1999-01-01 1999-01-01 NA No value available
## 1999-01-02 1999-01-02 NA No value available
## 1999-01-03 1999-01-03 NA No value available
## 1999-01-04 1999-01-04 3.20
## 1999-01-05 1999-01-05 3.20
## 1999-01-06 1999-01-06 3.21
res <- getSeries(series, start = "2012-01", dest.dir = dl.dir)
res <- getSeries(series, end = "2012-01", dest.dir = dl.dir)
res <- getSeries(series, start = "2012-01", end = "2012-05",
dest.dir = dl.dir)
## dates values
## 2012-01-02 2012-01-02 0.390
## 2012-01-03 2012-01-03 0.396
## 2012-01-04 2012-01-04 0.395
## 2012-01-05 2012-01-05 0.369
## 2012-01-06 2012-01-06 0.357
## 2012-01-09 2012-01-09 0.372
## ....
## dates values
## 2012-05-24 2012-05-24 0.335
## 2012-05-25 2012-05-25 0.323
## 2012-05-28 2012-05-28 0.322
## 2012-05-29 2012-05-29 0.335
## 2012-05-30 2012-05-30 0.333
## 2012-05-31 2012-05-31 0.329
Eonia <- zoo(res$values, res$dates)
plotseries(Eonia)
## check comments
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
## REAL-TIME DATASET (GROSS DOMESTIC PRODUCT)
gdp <- getSeries("BBKRT.A.DE.N.A.AG1.CA010.V.A",
dest.dir = dl.dir)
### OUTPUT IN THE PRODUCTION SECTOR / GERMANY
res <- getSeries("BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A",
dest.dir = dl.dir)
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
plotseries(res$values, res$dates)
res <- getSeries("BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A",
dest.dir = dl.dir, column1.only = FALSE)
tail(res)
## dates values.BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A values.BBDE1.M.DE.Y.BAA1.A2P000000.G.C.I21.A_FLAGS
## 2023-09-30 2023-09-30 95.0 Provisional value
## 2023-10-31 2023-10-31 94.6 Provisional value
## 2023-11-30 2023-11-30 94.7 Provisional value
## 2023-12-31 2023-12-31 92.8 Provisional value
## 2024-01-31 2024-01-31 94.0 Provisional value
## 2024-02-29 2024-02-29 96.0 Provisional value
## INTEREST RATES
res <- getSeries("BBSIS.D.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
dest.dir = dl.dir)
plotseries(res$values, res$dates)
writeLines(strwrap(paste("- ", attr(res, "info")),
width = 60, exdent = 2))
res <- getSeries("BBSIS.D.I.ZAR.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A",
dest.dir = dl.dir,
return.class = "zoo")
plotseries(res)
## GOLD
gold <- getSeries("BBEX3.D.XAU.USD.EA.AC.C05",
dest.dir = dl.dir,
return.class = "zoo")
plotseries(gold)
writeLines(strwrap(paste("- ", attr(gold, "info")),
width = 60, exdent = 2))
## - Gold price in London / afternoon fixing / 1 ounce of fine
## gold = USD ...
## - unit: USD
## - unit multiplier: one
## - last update: 2024-04-19 13:37:18
## - General: 1 ounce of fine gold = 31.1034768 g. First
## quoted on 1 April 1968.
## - Source: April 1968 - March 1974: Financial Times (FT);
## April 1974 - December 1980: Samuel Montagu & Co. Ltd.;
## January 1981 - December 1998: FT; January 1999 - present:
## The London Bullion Market Association.
y <- c("BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R01XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R02XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R03XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R04XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R05XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R06XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R07XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R08XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R09XX.R.A.A._Z._Z.A",
"BBSIS.M.I.ZST.ZI.EUR.S1311.B.A604.R10XX.R.A.A._Z._Z.A")
series <- NULL
for (y1 in y) {
series1 <- getSeries(c(y1),
return.class = "zoo",
dest.dir = dl.dir)
series <- if (is.null(series))
series1 else merge(series, series1)
}
colnames(series) <- 1:10
plotseries(window(series),
white.underlay = TRUE,
labels = colnames(series),
labels.col = TRUE,
returns.show = FALSE,
y.labels.at.remove = NA
)
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Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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