使用Quantmod下载FRED数据:是否可以指定日期? [英] Downloading FRED data with quantmod: can dates be specified?

问题描述

我正在使用quantmod库(作者Jeffrey A. Ryan)从FRED下载数据.使用 Yahoo 和 Google 数据，我可以设置开始和结束日期.是否可以对 FRED 数据执行相同的操作?

I am downloading data from FRED with the quantmod library (author Jeffrey A. Ryan). With Yahoo and Google data, I am able to set start and end dates. Can the same be done for FRED data?

帮助页面没有将"from"和"to"列出为quantmod的getSymbols函数的选项，据我推断，当前不可能.

The help page does not list "from" and "to" as options of quantmod's getSymbols function, from which I'm inferring that it is not currently possible.

是否可以为要下载的数据设置范围，还是需要下载整个数据集并丢弃不需要的数据?

Is there a way to set a range for the data to be downloaded or do I need to download the entire dataset and discard the data I don't need?

感谢您的帮助.在说明上下文的代码下面:

Thanks for your help. Below the code that illustrates the context:

从FRED下载时，日期将被忽略:

The dates are ignored when downloading from FRED:

# environment in which to store data 
data <- new.env()

# set dates
date.start <- "2000-01-01"
date.end <- "2012-12-31"

# set tickers
tickers <- c("FEDFUNDS", "GDPPOT", "DGS10")

# import data from FRED database
library("quantmod")
getSymbols( tickers
  , src = "FRED"  # needed!
  , from = date.start  # ignored
  , to = date.end  # ignored
  , env = data
  , adjust = TRUE
)

head(data$FEDFUNDS)

head(data$FEDFUNDS)
           FEDFUNDS
1954-07-01     0.80
1954-08-01     1.22
1954-09-01     1.06
1954-10-01     0.85
1954-11-01     0.83
1954-12-01     1.28

解决方案

由于下面的 GSee 的建议，我正在使用以下代码将数据子集到上述指定的日期范围内:

Thanks to GSee's suggestion below, I am using the following code to subset the data to within the range of dates specified above:

# subset data to within time range
  dtx <- data$FEDFUNDS
  dtx[paste(date.start,date.end,sep="/")]

在这里，我先从环境中提取xts数据，然后再对其进行操作.我的后续问题探讨了替代方案.

Here I extracted the xts data from the environment before acting upon it. My follow-up question explores alternatives.

后续问题

我在那里问了一些后续问题:从内部获取xts对象环境

I have asked some follow-up questions there: get xts objects from within an environment

推荐答案

您必须稍后下载所有数据和子集. getSymbols.FRED不像getSymbols.yahoo那样支持from参数.

You have to download all the data and subset later. getSymbols.FRED does not support the from argument like getSymbols.yahoo does.

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