Downloading FRED data with quantmod: can dates be specified?

问题

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?

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.

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?

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

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

EDIT: Solution

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="/")]

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

Follow-Up Question

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

回答1:

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

回答2:

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")

回答3:

Quandl doesn't seem to offer all data from FRED, at least in terms data frequency. Quandl most likely offers only annual data which is not useful in many circumstance.

来源：https://stackoverflow.com/questions/15932758/downloading-fred-data-with-quantmod-can-dates-be-specified

标签

quantmod

quandl