Not a direct answer, but CRAN package quantmod can get FRED data for you, which may be of help.
Michael On Jul 16, 2012, at 10:15 AM, Matt Considine <[email protected]> wrote: > Hello, > I am interested in looking at the dataset used by Stock and Watson in their > "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business and Econ. > Statistics, April 2002, pp158-161) or the set used by D'Agostino and Giannone > "Comparing Alternative Predictors [...]"(October 2006) in R. > > Does anyone know if the R-code to retrieve these series from FRED (as opposed > to McGraw-Hill) is out in the wild anywhere? Before doing the mapping from > the papers to the St. Louis database and then doing the coding, I thought I > would ask if anyone has already gone down that road or would know where else > I could search for this answer (and - yes - I have tried Google ...) > > Thanks in advance, > Matt > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
