R getsymbols 統計 主要統計データ FRED YAHOO 指標

h.onomoto

update data by getsymbols.

PAYEMS is All Employees: Total Nonfarm Payrolls
RRSFS is Real Retail and Food Services Sales
UNDCONTSA is New Privately-Owned Housing Units Under Construction: Total
PI is Personal Income
TWEXB is Trade Weighted U.S. Dollar Index: Broad

each operation will give data in XTS format.

getSymbols("GDPC96",src="FRED")
getSymbols("PAYEMS",src="FRED")
getSymbols("UNDCONTSA",src="FRED");
getSymbols("RRSFS",src="FRED")
getSymbols("PI",src="FRED")
getSymbols("TWEXB",src="FRED")

getSymbols("PCEPI",src="FRED",auto.assign=TRUE) #PCE
getSymbols("PCEPILFE",src="FRED",auto.assign=TRUE) #core PCE
PCEHL <- PCEPI
PCECR <- PCEPILFE

getSymbols("CPIAUCSL",src="FRED",auto.assign=TRUE) #CPI
getSymbols("CPILFESL",src="FRED",auto.assign=TRUE) #Core CPI
CPIHL <- CPIAUCSL
CPICR <- CPILFESL

getSymbols("NFCI",src="FRED",auto.assign=TRUE) #  NFCI
getSymbols("ANFCI",src="FRED",auto.assign=TRUE) # AFCI

getSymbols("GASREGW",src="FRED",auto.assign=TRUE) # gasoline

getSymbols("DX-Y.NYB",src="yahoo",auto.assign=TRUE); DXY <- `DX-Y.NYB`; DXY <- DXY[!is.na(DXY[,4]),] # dollar index

credit spread / クレジットスプレッド

FCI

getSymbols("ANFCI",src="FRED",auto.assign=TRUE) #ANFCI
getSymbols("NFCI",src="FRED",auto.assign=TRUE) #NFCI

high yield spread / ハイイールドスプレッド

getSymbols("BAMLH0A0HYM2",src="FRED",auto.assign=TRUE)


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