Displaying 2 results from an estimated 2 matches for "unrate".
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ungate
2011 Jun 07
2
Setting up a State Space Model in dlm
...iod?)
I do not fully understand the dlm syntax. Is FF specified properly?
What should X look like? How does m0 relate to parm()?
I would be grateful if someone would be willing to glance at the code.
Thanks. Michael
library(quantmod)
library(dlm)
## Get and organize the data
getSymbols("UNRATE",src="FRED") ## Unemployment rate
getSymbols("GDPDEF",src="FRED") ## Quarterly GDP Implicit Price Deflator
u <- aggregate(UNRATE,as.yearqtr,mean)
gdpdef <- aggregate(GDPDEF,as.yearqtr,mean)
pi <- diff(log(gdpdef))*400
pilag <- lag(pi,-1)
tvnairu <...
2012 Jul 07
1
Getting objects from quantmod ticker list
...ALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO',
'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',
'NAPM', 'NPPTTL', 'OILPRICE', 'PAYEMS', 'TB3MS', 'UNRATE')
series <- getSymbols(ticker.list, src= 'FRED')*
May you tell me how could I put each time series into a matrix or a data
frame keeping the dates' alignment?
Thank you
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