R getsymbols 統計 主要統計データ FRED YAHOO 指標
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.
マクロ経済
getSymbols("GDPC96",src="FRED")
getSymbols("PAYEMS",src="FRED")
getSymbols("UNDCONTSA",src="FRED");
getSymbols("RRSFS",src="FRED")
getSymbols("PI",src="FRED")
getSymbols("TWEXB",src="FRED")
物価
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("GASREGW",src="FRED",auto.assign=TRUE) # gasoline
為替
getSymbols("DX-Y.NYB",src="yahoo",auto.assign=TRUE); DXY <- `DX-Y.NYB`; DXY <- DXY[!is.na(DXY[,4]),] # dollar index
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)