FredData

FredData.jl is a third-party Julia library to pull data from Federal Reserve Economic Data (FRED).

Among other uses, FredData is used by the NY Fed's DSGE.jl package.

Disclaimer

FredData is not affiliated in any way with Federal Reserve Bank of St. Louis and is not officially maintained or otherwise supported by Federal Reserve Bank of St. Louis.

FredData is free software and is issued under the MIT License.

Setup

Installation

Download the package with

julia> Pkg.add("FredData")

FRED API Access

FredData uses FRED's Developer API. As such, you must register an API key here in order to pull from the FRED servers.

Make the FRED API key that you just registered accessible to FredData in one of several ways. Ideally, we store your key such that it persists across sessions. In subsequent sections, we'll assume that you have stored your key in one of these ways such that it can be detected automatically. This will allow the use of the zero-argument constructor.

Configuration File

Populate a configuration file ~/.freddatarc.

julia> open(joinpath(homedir(), ".freddatarc"), "w") do f
           write(f, "0123456789abcdef0123456789abcdef")
       end

Environment variable

Populate the environment variable FRED_API_KEY such that it persists across sessions.

# on macOS/Linux
shell> echo "export FRED_API_KEY=0123456789abcdef0123456789abcdef" >> ~/.bashrc

# on Windows 7+
shell> setx FRED_API_KEY 0123456789abcdef0123456789abcdef

Constructor

Another option is to provide your API key to the constructor every time you wish to use the package.

julia> f = Fred("0123456789abcdef0123456789abcdef")
ERROR: UndefVarError: Fred not defined

Usage

Basic Usage

Query observations and metadata.

julia> using FredData

julia> f = Fred()
API key loaded.
FRED API Connection
        url: http://api.stlouisfed.org/fred/
        key: 0123456789abcdef0123456789abcdef

julia> a = get_data(f, "GDPC1")
FredSeries
        id: GDPC1
        title: Real Gross Domestic Product
        units: Billions of Chained 2009 Dollars
        seas_adj (native): Seasonally Adjusted Annual Rate
        freq (native): Quarterly
        realtime_start: 2015-12-11
        realtime_end: 2015-12-11
        last_updated: 2015-11-24T08:01:09
        notes: BEA Account Code: A191RX1 Real gross domestic product is the inflation adjusted value of the goods and services produced by labor and property located in the United States. For more information see the Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)
        trans_short: lin
        data: 275x4 DataFrame with columns [:realtime_start,:realtime_end,:date,:value]

Advanced Usage

Add optional arguments. All optional arguments specified by the FRED API are supported.

using FredData
f = Fred()
data = get_data(f, "GDPC1"; vintage_dates="2008-09-15")
data = get_data(f, "GDPC1"; frequency="a", units="chg")

For a full list of optional arguments, see get_data or the FRED API docs

The Fred type

The Fred type represents a connection to the FRED API.

See Fred.

The FredSeries type

The FredSeries type contains the data in a query response.

See FredSeries.