Package 'ecb'

Title: Programmatic Access to the European Central Bank's Statistical Data Warehouse
Description: Provides an interface to the 'European Central Bank's Statistical Data Warehouse' API <https://sdw.ecb.europa.eu/>, allowing for programmatic retrieval of a vast quantity of statistical data.
Authors: Eric Persson [aut, cre]
Maintainer: Eric Persson <[email protected]>
License: CC0
Version: 0.4.2
Built: 2024-11-14 03:43:52 UTC
Source: https://github.com/cran/ecb

Help Index


Format date variable retrieved from the SDW into a proper date variable

Description

Format date variable retrieved from the SDW into a proper date variable

Usage

convert_dates(x)

Arguments

x

A vector of dates

Value

A date-formatted vector

Examples

hicp <- get_data("ICP.M.U2.N.000000.4.ANR")
hicp$obstime <- convert_dates(hicp$obstime)
str(hicp)

Retrieve data from the ECB Statistical Data Warehouse API

Description

Retrieve data from the ECB Statistical Data Warehouse API

Usage

get_data(key, filter = NULL, ...)

Arguments

key

A character string identifying the series to be retrieved

filter

A named list with additional filters (see details)

...

Arguments passed to GET (e.g. timeout(10) to add maximum request time)

Details

The filter option of get_data() takes a named list of key-value pairs. If left blank, it returns all data for the current version.

Available filter parameters:

  • startPeriod & endPeriod

    • YYYY for annual data (e.g.: 2013)

    • YYYY-S[1-2] for semi-annual data (e.g.: 2013-S1)

    • YYYY-Q[1-4] for quarterly data (e.g.: 2013-Q1)

    • YYYY-MM for monthly data (e.g.: 2013-01)

    • YYYY-W[01-53] for weekly data (e.g.: 2013-W01)

    • YYYY-MM-DD for daily data (e.g.: 2013-01-01)

  • updatedAfter

    • A timestamp to retrieve the latest version of changed values in the database since a certain point in time

    • Example: filter = list(updatedAfter = 2009-05-15T14:15:00+01:00)

  • firstNObservations & lastNObservations

    • Example: filter = list(firstNObservations = 12) retrieves the first 12 observations of all specified series

  • detail

    • Possible options: full/dataonly/serieskeysonly/nodata

    • dataonly is the default

    • Use serieskeysonly or nodata to list series that match a certain query, without returning the actual data

    • An alternative to using serieskeys/nodata is the convenience function get_dimensions(), which returns a list of dataframes with dimensions and explanations (see extended example below).

    • full returns both the series values and all metadata. This entails retrieving much more data than with the 'dataonly' option.

  • includeHistory (not currently implemented)

    • false (default) returns only version currently in production

    • true returns version currently in production, as well as all previous versions

See the SDW API for more details.

Value

A data frame

Examples

# Get monthly data on annualized euro area headline HICP
hicp <- get_data("ICP.M.U2.N.000000.4.ANR")
head(hicp)

Retrieve data frame of all datasets in the ECB Statistical Data Warehouse

Description

Retrieve data frame of all datasets in the ECB Statistical Data Warehouse

Usage

get_dataflows(...)

Arguments

...

Arguments passed to GET (e.g. timeout(10) to add maximum request time)

Value

A dataframe

Examples

df <- get_dataflows()
head(df)

Get full, human-readable description of a series

Description

Get full, human-readable description of a series

Usage

get_description(key)

Arguments

key

A character string identifying the series to be retrieved

Value

A character vector

Examples

get_description("ICP.M.DE.N.000000+XEF000.4.ANR")

Retrieve dimensions of series in the ECB's SDW

Description

Retrieve dimensions of series in the ECB's SDW

Usage

get_dimensions(key, ...)

Arguments

key

A character string identifying the series to be retrieved

...

Arguments passed to GET (e.g. timeout(10) to add maximum request time)

Value

A list of data frames, one for each series retrieved

Examples

hicp_dims <- get_dimensions("ICP.M.U2.N.000000.4.ANR")
hicp_dims[[1]]