FRED

Federal Researve Bank of St. Louis

library(quantmod)

CPI Consumer Price Index for All Urban Consumers: ALL Items

getSymbols("CPIAUCNS", src="FRED")

[1] "CPIAUCNS"

head(CPIAUCNS)

           CPIAUCNS
1913-01-01      9.8
1913-02-01      9.8
1913-03-01      9.8
1913-04-01      9.8
1913-05-01      9.7
1913-06-01      9.8

tail(CPIAUCNS)

           CPIAUCNS
2016-07-01  240.628
2016-08-01  240.849
2016-09-01  241.428
2016-10-01  241.729
2016-11-01  241.353
2016-12-01  241.432

chartSeries(CPIAUCNS, theme="white")

getSymbols("CPIAUCNS", src="FRED")

[1] "CPIAUCNS"

head(CPIAUCNS)

           CPIAUCNS
1913-01-01      9.8
1913-02-01      9.8
1913-03-01      9.8
1913-04-01      9.8
1913-05-01      9.7
1913-06-01      9.8

tail(CPIAUCNS)

           CPIAUCNS
2016-07-01  240.628
2016-08-01  240.849
2016-09-01  241.428
2016-10-01  241.729
2016-11-01  241.353
2016-12-01  241.432

chartSeries(CPIAUCNS, subset="last 8 years", theme="white")

Real Gross Domestic Product

getSymbols("A191RL1Q225SBEA", src="FRED")

[1] "A191RL1Q225SBEA"

head(A191RL1Q225SBEA)

           A191RL1Q225SBEA
1947-04-01            -0.4
1947-07-01            -0.4
1947-10-01             6.4
1948-01-01             6.0
1948-04-01             6.7
1948-07-01             2.3

tail(A191RL1Q225SBEA)

           A191RL1Q225SBEA
2015-07-01             2.0
2015-10-01             0.9
2016-01-01             0.8
2016-04-01             1.4
2016-07-01             3.5
2016-10-01             1.9

chartSeries(A191RL1Q225SBEA, theme="white")

getSymbols("A191RL1Q225SBEA", src="FRED")

[1] "A191RL1Q225SBEA"

head(A191RL1Q225SBEA)

           A191RL1Q225SBEA
1947-04-01            -0.4
1947-07-01            -0.4
1947-10-01             6.4
1948-01-01             6.0
1948-04-01             6.7
1948-07-01             2.3

tail(A191RL1Q225SBEA)

           A191RL1Q225SBEA
2015-07-01             2.0
2015-10-01             0.9
2016-01-01             0.8
2016-04-01             1.4
2016-07-01             3.5
2016-10-01             1.9

chartSeries(A191RL1Q225SBEA, subset="last 8 years", theme="white")

Industrial Production Index

getSymbols("INDPRO", src="FRED")

[1] "INDPRO"

head(INDPRO)

           INDPRO
1919-01-01 5.0585
1919-02-01 4.8349
1919-03-01 4.6952
1919-04-01 4.7790
1919-05-01 4.8070
1919-06-01 5.1144

tail(INDPRO)

             INDPRO
2016-07-01 104.5225
2016-08-01 104.4351
2016-09-01 104.1980
2016-10-01 104.4011
2016-11-01 103.7106
2016-12-01 104.5712

chartSeries(INDPRO, theme="white")

getSymbols("INDPRO", src="FRED")

[1] "INDPRO"

head(INDPRO)

           INDPRO
1919-01-01 5.0585
1919-02-01 4.8349
1919-03-01 4.6952
1919-04-01 4.7790
1919-05-01 4.8070
1919-06-01 5.1144

tail(INDPRO)

             INDPRO
2016-07-01 104.5225
2016-08-01 104.4351
2016-09-01 104.1980
2016-10-01 104.4011
2016-11-01 103.7106
2016-12-01 104.5712

chartSeries(INDPRO, subset="last 8 years", theme="white")

10-Year Treasury Constant Maturity Rate

getSymbols("DGS10", src="FRED")

[1] "DGS10"

head(DGS10)

           DGS10
1962-01-02  4.06
1962-01-03  4.03
1962-01-04  3.99
1962-01-05  4.02
1962-01-08  4.03
1962-01-09  4.05

tail(DGS10)

           DGS10
2017-01-25  2.53
2017-01-26  2.51
2017-01-27  2.49
2017-01-30  2.49
2017-01-31  2.45
2017-02-01  2.48

chartSeries(DGS10, theme="white")

getSymbols("DGS10", src="FRED")

[1] "DGS10"

head(DGS10)

           DGS10
1962-01-02  4.06
1962-01-03  4.03
1962-01-04  3.99
1962-01-05  4.02
1962-01-08  4.03
1962-01-09  4.05

tail(DGS10)

           DGS10
2017-01-25  2.53
2017-01-26  2.51
2017-01-27  2.49
2017-01-30  2.49
2017-01-31  2.45
2017-02-01  2.48

chartSeries(DGS10, subset="last 8 years")

US/Euro Foreign Exchange Rate

getSymbols("DEXUSEU", src="FRED")

[1] "DEXUSEU"

head(DEXUSEU)

           DEXUSEU
1999-01-04  1.1812
1999-01-05  1.1760
1999-01-06  1.1636
1999-01-07  1.1672
1999-01-08  1.1554
1999-01-11  1.1534

tail(DEXUSEU)

           DEXUSEU
2017-01-20      NA
2017-01-23  1.0740
2017-01-24  1.0749
2017-01-25  1.0743
2017-01-26  1.0670
2017-01-27  1.0690

chartSeries(DEXUSEU, theme="white")

getSymbols("DGS10", src="FRED")

[1] "DGS10"

head(DEXUSEU)

           DEXUSEU
1999-01-04  1.1812
1999-01-05  1.1760
1999-01-06  1.1636
1999-01-07  1.1672
1999-01-08  1.1554
1999-01-11  1.1534

tail(DEXUSEU)

           DEXUSEU
2017-01-20      NA
2017-01-23  1.0740
2017-01-24  1.0749
2017-01-25  1.0743
2017-01-26  1.0670
2017-01-27  1.0690

chartSeries(DEXUSEU, subset="last 8 years", theme="white")

Cililian Unemployment Rate

getSymbols("UNRATE", src="FRED")

[1] "UNRATE"

head(UNRATE)

           UNRATE
1948-01-01    3.4
1948-02-01    3.8
1948-03-01    4.0
1948-04-01    3.9
1948-05-01    3.5
1948-06-01    3.6

tail(UNRATE)

           UNRATE
2016-08-01    4.9
2016-09-01    4.9
2016-10-01    4.8
2016-11-01    4.6
2016-12-01    4.7
2017-01-01    4.8

chartSeries(UNRATE, theme="white")

getSymbols("UNRATE", src="FRED")

[1] "UNRATE"

head(UNRATE)

           UNRATE
1948-01-01    3.4
1948-02-01    3.8
1948-03-01    4.0
1948-04-01    3.9
1948-05-01    3.5
1948-06-01    3.6

tail(UNRATE)

           UNRATE
2016-08-01    4.9
2016-09-01    4.9
2016-10-01    4.8
2016-11-01    4.6
2016-12-01    4.7
2017-01-01    4.8

chartSeries(UNRATE, subset="last 8 years", theme="white")

All Employee: Total Nonfarm Payrolls

getSymbols("PAYEMS", src="FRED")

[1] "PAYEMS"

head(PAYEMS)

           PAYEMS
1939-01-01  29923
1939-02-01  30101
1939-03-01  30280
1939-04-01  30094
1939-05-01  30300
1939-06-01  30502

tail(PAYEMS)

           PAYEMS
2016-08-01 144633
2016-09-01 144882
2016-10-01 145006
2016-11-01 145170
2016-12-01 145327
2017-01-01 145554

chartSeries(PAYEMS, theme="white")

getSymbols("PAYEMS", src="FRED")

[1] "PAYEMS"

head(PAYEMS)

           PAYEMS
1939-01-01  29923
1939-02-01  30101
1939-03-01  30280
1939-04-01  30094
1939-05-01  30300
1939-06-01  30502

tail(PAYEMS)

           PAYEMS
2016-08-01 144633
2016-09-01 144882
2016-10-01 145006
2016-11-01 145170
2016-12-01 145327
2017-01-01 145554

chartSeries(PAYEMS, subset="last 8 years", theme="white")

4-Week Moving Average of Initial Claims

getSymbols("IC4WSA", src="FRED")

[1] "IC4WSA"

head(IC4WSA)

           IC4WSA
1967-01-28 209000
1967-02-04 211000
1967-02-11 216500
1967-02-18 219500
1967-02-25 229000
1967-03-04 252500

tail(IC4WSA)

           IC4WSA
2016-12-24 263500
2016-12-31 258250
2017-01-07 257000
2017-01-14 247500
2017-01-21 245750
2017-01-28 248000

chartSeries(IC4WSA, theme="white")

getSymbols("IC4WSA", src="FRED")

[1] "IC4WSA"

head(IC4WSA)

           IC4WSA
1967-01-28 209000
1967-02-04 211000
1967-02-11 216500
1967-02-18 219500
1967-02-25 229000
1967-03-04 252500

tail(IC4WSA)

           IC4WSA
2016-12-24 263500
2016-12-31 258250
2017-01-07 257000
2017-01-14 247500
2017-01-21 245750
2017-01-28 248000

chartSeries(IC4WSA, subset="last 8 years", theme="white")

CBOE Crude Oil ETF Volatility Index

CBOE Gold ETF Volatility Index

portfolio <- c("OVXCLS", "GVZCLS")
getSymbols(portfolio, src="FRED")

[1] "OVXCLS" "GVZCLS"

chartSeries(OVXCLS, theme="white")

chartSeries(GVZCLS, theme="white")