alfred

An R-package for obtaining vintage data from ALFRED: https://alfred.stlouisfed.org. Note that this product uses the FRED© API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.

Highlights

Simple-to-use function for downloading real-time data from ALFRED at different points in time.
Returns tidy data frames for further analysis, see https://cran.r-project.org/web/packages/tidyr/vignettes/tidy-data.html.
Contrary to similar R-packages, you don't have to get an API-key yourself.

Usage

A more detailed example can be found in my vignette: https://cran.r-project.org/web/packages/alfred/vignettes/alfred.html

library(alfred)
# Download industrial production index releases from March 2015 for 2013.
get_alfred_series("INDPRO", "test",
                  observation_start = "2013-03-01", observation_end = "2013-03-30",
                  realtime_start = "2015-02-02", realtime_end = "2015-02-02")
# Wrapper for getting only most recent releases 
get_fred_series("INDPRO", "indpro", observation_start = "2009-03-01", observation_end = "2009-03-01")

Installation

Development version (GitHub):

#install.packages("devtools")
library(devtools)
install_github("onnokleen/alfred")

Terms of use

When using the FRED© API, you are agreeing to be bound by the FRED© API Terms of Use, see https://research.stlouisfed.org/docs/api/terms_of_use.html.

History

26.07.2021: Fixed error messages
19.05.2021: Added the option to supply your own API key Building the vignette is skipped if there is no internet
19.01.2021: Minor fix for handling of failed downloads if connection refused by API
06.01.2021: Minor fix for handling of failed downloads, tests are skipped without internet connection
27.12.2020: Minor fix for curl dependency on macOS
11.09.2020: Minor fix for future compatibility with dplyr
01.04.2019: Test fixed
06.03.2018: Test fixed
20.02.2018: Re-added vignette
08.10.2017: Bug-fixes
23.09.2017: Performance improvements
10.06.2017: Bug fixes
08.06.2017: First release on CRAN

onnokleen / alfred