Description Usage Arguments Details Value See Also Examples
Get a time series (matrix) from a variety of source URLs
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## S4 method for signature 'QuandlConnection,missing'
TSconnect(q, dbname,
api_key=NULL, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSget(serIDs, con,
TSrepresentation = getOption("TSrepresentation"),
tf = NULL, start = tfstart(tf), end = tfend(tf), names = NULL,
quote = NULL, TSdescription = FALSE, TSdoc = FALSE, TSlabel=FALSE,
TSsource=TRUE, vintage = NULL, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSdates(serIDs,
con=getOption("TSconnection"), vintage=NULL, panel=NULL, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSexists(serIDs, con,
vintage=NULL, panel=NULL, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSdescription(x, con, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSdoc(x,
con=getOption("TSconnection"), ...)
## S4 method for signature 'character,TSQuandlConnection'
TSlabel(x, con, ...)
## S4 method for signature 'character,TSQuandlConnection'
TSsource(x, con, ...)
|
q |
A character string indicating the query interface to use, or a database connection object. |
dbname |
A character string indicating the name of the database
to which the connection should be
established, omitted if |
con |
A TSconnection object. |
serIDs |
identifiers for series to extract. (Second part of Quandl identifier code, after '/'). |
x |
a series identifier for TSdescription and TSdoc or, for print, a database connection as returned by TSconnect. |
api_key |
character string of Quandl access api_key. |
TSrepresentation |
time series representation to use for the result. |
names |
Optional character vector to use for series names. Defaults to serIDs. |
tf |
Optional time frame to use for truncating data.
(See |
start |
Optional start date to use for truncating data.) |
end |
Optional end date to use for truncating data.) |
TSdescription |
TRUE or FALSE indicating whether description should be extracted |
TSdoc |
TRUE or FALSE indicating whether documentation should be extracted. |
TSlabel |
For compatibility with other TS packages. Not supported in Quandl |
TSsource |
If TRUE (default) TSsource in the result is set to "Quandl". |
quote |
reference item (e.g. ”Close”). See details. |
vintage |
Vintage to be supplied (if available on dbname). |
panel |
Panel to be supplied (if available). |
... |
Arguments passed to other methods. |
These are methods for TSdbi . See the package TSdbi for details and see the vignette distributed with the TSdata package for more complete examples.
Interfaces in this package are generally less stable or in development compared with other TS* packages.
The package provides a wrapper to the Quandl package to provide
a TSdbi API for users. Function TSConnect
sets the information used
for the connection. TSget
retrieves data.
Both start
and end
can be either date objects or
character strings.
The Quandl access api_key can be specified either as an argument to TSConnect
(api_key="chars"
) or in a file .Quandl.cnf in the user's
home directory, or in an environment variable 'QUANDL_API_KEY', or using the
Quandl Quandl.api_key
function. This last will require the user to
attach Quandl in order to set it.
The search will be done in that order and the first non-NULL
value used. If no api_key is found then access will be tried without a api_key, but this will be subject to the limit imposed by Quandl.
The argument quote
can be used to select a subset of the data requested,
in the case of a multivariate dataset. For example, daily stock or
stock index results may have columns "Open", "High", "Low", "Close", ... .
The argument quote
can be used to select from these.
Note that when argument quote
is specified to select a subset of the dataset requested, capitalization is important.
depends.
TSdbi-package
,
TSconnect
,
TSdates
,
TSget
,
tfwindow
,
Quandl
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