I am downloading data from FRED with the quantmod
library (author Jeffrey A. Ryan). With Yahoo and Google data, I am able to s
Alternatively you can download FRED data from Quandl (http://www.quandl.com/help/r) which offers more than 4 million datasets including all of the FRED data. There is an API and R package available. ("Quandl"). Data can be returned in several formats formats e.g. data frame ("raw"), ts ("ts"), zoo ("zoo") and xts ("xts"). For example to download GDPPOT10 and specify the dates and have it returned as an xts object all you have to do is:
require(Quandl)
mydata = Quandl("FRED/GDPPOT", start_date="2005-01-03",end_date="2013-04-10",type="xts")