(This problem with download.file() affects quantmod, and possibly several other packages. e.g. getSymbols('M2',src='FRED') fails.)

I think the St Louis Fed has moved to using https for connections, and I believe all the US government web sites are doing this. An http request is automatically switched to https. The default download.file method does not seem to handle this, but method="wget" does:

>  tmp <- tempfile()
> download.file("http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv";, destfile = tmp) trying URL 'http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv' Error in download.file("http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv";, : cannot open URL 'http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv'
>
>
> download.file("http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv";, destfile = tmp, method="wget") --2015-07-02 22:29:49-- http://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv
Resolving research.stlouisfed.org (research.stlouisfed.org)... 65.89.18.120
Connecting to research.stlouisfed.org (research.stlouisfed.org)|65.89.18.120|:80... connected.
HTTP request sent, awaiting response... 301 Moved Permanently
Location: https://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv [following] --2015-07-02 22:29:49-- https://research.stlouisfed.org/fred2/series/M2/downloaddata/M2.csv Connecting to research.stlouisfed.org (research.stlouisfed.org)|65.89.18.120|:443... connected.
HTTP request sent, awaiting response... 200 OK
Length: unspecified [text/x-comma-separated-values]
Saving to: ‘/tmp/RtmpOX7kA1/file1ba639d7fd0f’

[ <=> ] 34,519 178KB/s in 0.2s

2015-07-02 22:29:50 (178 KB/s) - ‘/tmp/RtmpOX7kA1/file1ba639d7fd0f’ saved [34519]

Paul

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