# for Core packages
library(tidyverse)
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# for financial analysis
library(tidyquant)
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# for times series
library(timetk)
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Goal: Apply Matt Dancho’s tutorial to state unemployment initial claims of New England states.
The following is the replication of Matt Dancho’s tutorial on this page
start_date <- "1989-01-01"
symbols_txt <- c("CTICLAIMS", # Connecticut
"MEICLAIMS", # Maine
"MAICLAIMS", # Massachusetts
"NHICLAIMS", # New Hampshire
"RIICLAIMS", # Rhode Island
"VTICLAIMS") # Vermont
claims_tbl <- tq_get(symbols_txt, get = "economic.data", from = start_date) %>%
mutate(symbol = fct_recode(symbol,
"Connecticut" = "CTICLAIMS",
"Maine" = "MEICLAIMS",
"Massachusetts" = "MAICLAIMS",
"New Hampshire" = "NHICLAIMS",
"Rhode Island" = "RIICLAIMS",
"Vermont" = "VTICLAIMS")) %>%
rename(claims = price)