load_5y_search_data: Load Goolge Trends data and initial claims data

In ryanddyi/prism: Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data

Description

Load weekly unemployment initial claim data and related Google Trend data over 5-year span (each week ends on the Saturday). The list of Google search terms is the same as in paper.

Usage

load_5y_search_data(folder = "0408")

Arguments

folder

foldernames for a certain periods of Google Trends data. The foldernames are "0408", "0610", "0812", "1014", "1216", "1418", "1620". For example, the folder "0408" is for 2004-2008.

Value

A list of following named xts objects

• claim.data unemployment initial claim data of the same span as Google Trend data.

• claim.all load all unemployment initial claim data since 1967

• claim.early unemployment initial claim data from 1980-01-06 to the start of claim.data.

• allSearch Google Trends data of a span over five years. It is in the scale of 0 – 100.

ryanddyi/prism documentation built on Oct. 25, 2020, 11:25 a.m.