R help - Jul 2012 - Data from Stock and Watson or DAgostino papers?

Hello,
I am interested in looking at the dataset used by Stock and Watson in 
their "Macroeconomic Forecasting Using Diffusion Indexes (J. of Business 
and Econ. Statistics, April 2002, pp158-161) or the set used by 
D'Agostino and Giannone "Comparing Alternative Predictors
[...]"(October
2006) in R.

Does anyone know if the R-code to retrieve these series from FRED (as 
opposed to McGraw-Hill) is out in the wild anywhere?  Before doing the 
mapping from the papers to the St. Louis database and then doing the 
coding, I thought I would ask if anyone has already gone down that road 
or would know where else I could search for this answer (and - yes - I 
have tried Google ...)

Thanks in advance,
Matt

Not a direct answer, but CRAN package quantmod can get FRED data for you, which
may be of help.

Michael

On Jul 16, 2012, at 10:15 AM, Matt Considine <matt at considine.net>
wrote:
> Hello,
> I am interested in looking at the dataset used by Stock and Watson in their
"Macroeconomic Forecasting Using Diffusion Indexes (J. of Business and
Econ. Statistics, April 2002, pp158-161) or the set used by D'Agostino and
Giannone "Comparing Alternative Predictors [...]"(October 2006) in R.
> 
> Does anyone know if the R-code to retrieve these series from FRED (as
opposed to McGraw-Hill) is out in the wild anywhere?  Before doing the mapping
from the papers to the St. Louis database and then doing the coding, I thought I
would ask if anyone has already gone down that road or would know where else I
could search for this answer (and - yes - I have tried Google ...)
> 
> Thanks in advance,
> Matt
> 
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