stressr: Financial stress index component data.
In mrbcuda/stressr: Fetch and plot financial stress index and component data.
Description
Details
Author(s)
References
Description
Fetches financial stress index component data as time series and provides plots.
Details
Downloads the financial stress index component daily data in its original XLS format from the Federal Reserve Bank of Cleveland's web site, and then translates that data into an xts time series object with stress component value histories as columns. Provides custom lattice line and area plot functions for data presentation.
Author(s)
Matt Barry mrb@softisms.com
References
Federal Reserve Bank of Cleveland research data site http://www.clevelandfed.org/research/data/financial_stress_index/index.cfm
mrbcuda/stressr documentation built on May 23, 2019, 7:14 a.m.
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Description Details Author(s) References
Description
Fetches financial stress index component data as time series and provides plots.
Details
Downloads the financial stress index component daily data in its original XLS format from the Federal Reserve Bank of Cleveland's web site, and then translates that data into an xts time series object with stress component value histories as columns. Provides custom lattice line and area plot functions for data presentation.
Author(s)
Matt Barry mrb@softisms.com
References
Federal Reserve Bank of Cleveland research data site http://www.clevelandfed.org/research/data/financial_stress_index/index.cfm
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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