Quandl R Package
通过Quandl API可以快速准确地获取宏观经济数据。(https://www.quandl.com/docs/api)
分享两个国外的优秀网站
This is Quandl's R package. The Quandl R package uses the Quandl API. The official Quandl R package manual can be found here.
License provided by MIT.
For more information please contact raymond@quandl.com
Installation
To install the devtools package:
install.packages("devtools")
library(devtools)
install_github("quandl/quandl-r")
CRAN
To install the most recent package from CRAN type:
install.packages("Quandl")
library(Quandl)
Note that the version on CRAN might not reflect the most recent changes made to this package.
Authentication
To make full use of the package we recommend you set your api key. To do this create or sign into your account and go to your account api key page. Then input your API key (with quotes):
Quandl.api_key("tEsTkEy123456789")
Usage
The Quandl package functions use the Quandl API. Optional Quandl API query parameters can be passed into each function. For more information on supported query parameters, please see the Quandl API documentation page. Once you find the data you would like to load into R on Quandl, copy the Quandl code from the description box and paste it into the function.
data <- Quandl("NSE/OIL")
Graphing Data Example
To create a graph of Google's performance month-over-month:
plot(stl(Quandl("WIKI/GOOG",type="ts",collapse="monthly")[,11],s.window="per"))
Note: collapse
is a Quandl API query parameter. Click here for a full list of query parameter options.
Return Types
The supported return types for the Quandl(code)
function are:
To request a specific type, assign the type
argument the return type:
data <- Quandl('NSE/OIL', type = "xts")
zoo, xts, and ts have their own time series date formats. For example:
data <- Quandl('NSE/OIL', collapse = "quarterly", type = "zoo", limit = 3)
data
will have indexes 2015 Q1
, 2015 Q2
, and 2015 Q3
:
Open High Low Last Close Total Trade Quantity Turnover (Lacs)
2015 Q1 459.8 462.8 452.45 454.45 454.95 277225 1265.84
2015 Q2 448.0 451.7 445.10 447.80 446.80 352514 1576.93
2015 Q3 456.0 465.0 454.15 456.80 456.75 174154 797.79
If you want the time series index to be displayed as dates, you will need to set force_irregular = TRUE
:
data <- Quandl('NSE/OIL', collapse = "quarterly", type = "zoo", limit = 3, force_irregular = TRUE)
data
will now have indexes 2015-03-31
, 2015-06-30
, and 2015-09-30
:
Open High Low Last Close Total Trade Quantity Turnover (Lacs)
2015-03-31 459.8 462.8 452.45 454.45 454.95 277225 1265.84
2015-06-30 448.0 451.7 445.10 447.80 446.80 352514 1576.93
2015-09-30 456.0 465.0 454.15 456.80 456.75 174154 797.79
Merged Dataset Data
If you want to get multiple codes at once, delimit the codes with ',', and put them into an array. This will return a multiset.
merged_data <- Quandl(c('GOOG/NASDAQ_AAPL', 'GOOG/NASDAQ_MSFT'))
You can also specify specific columns to retrieve. For example, if you only want column 1 from GOOG/NASDAQ_AAPL
and column 2 from GOOG/NASDAQ_MSFT
:
merged_data <- Quandl(c('GOOG/NASDAQ_AAPL.1', 'GOOG/NASDAQ_MSFT.2'))
Downloading Entire Database
An entire database's data can be download