FREDMD: FRED-MD: A Monthly Database for Macroeconomic Research
In johannestang/macrods: A collection of macroeconomic datasets.
Description
Usage
Format
Source
References
Description
A dataset containing 134 monthly US macroeconomic variables
spanning the period 1959-2014.
Usage
1
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
Source
http://research.stlouisfed.org/econ/mccracken/fred-md-data.zip.
References
McCracken, M. W., Ng, S. (2014) FRED-MD: A Monthly Database for Macroeconomic Research. http://www.columbia.edu/~sn2294/papers/freddata.pdf
johannestang/macrods documentation built on May 19, 2019, 3:02 p.m.
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Description Usage Format Source References
Description
A dataset containing 134 monthly US macroeconomic variables spanning the period 1959-2014.
Usage
1 |
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
Source
http://research.stlouisfed.org/econ/mccracken/fred-md-data.zip.
References
McCracken, M. W., Ng, S. (2014) FRED-MD: A Monthly Database for Macroeconomic Research. http://www.columbia.edu/~sn2294/papers/freddata.pdf
R Package Documentation
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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