spf offers the possibility to download data from the Survey of
Professional
Forecasters
(SPF) provided by the Federal Reserve Bank of Philadelphia.
devtools::install_github("markushhh/spf")library("spf")df <- get_mean("NGDP", type = "level")
tail(df)
#> YEARQUARTER NGDP1 NGDP2 NGDP3 NGDP4 NGDP5 NGDP6 NGDPA NGDPB
#> 203 2019 Q2 21062.7 21276.98 21499.56 21723.42 21937.65 22159.90 21391.45 22254.96
#> 204 2019 Q3 21337.9 21538.67 21754.36 21964.99 22175.29 22388.01 21432.86 22277.63
#> 205 2019 Q4 21525.8 21721.77 21924.05 22145.50 22352.62 22565.83 21422.28 22248.00
#> 206 2020 Q1 21734.3 21924.78 22147.09 22370.61 22600.61 22828.48 22261.47 23166.72
#> 207 2020 Q2 21537.9 19596.36 20125.76 20504.92 20841.64 21162.05 20449.87 21310.22
#> 208 2020 Q3 19408.8 20376.39 20720.11 21023.38 21280.60 21565.19 20514.53 21461.45df <- get_individual("NGDP")
tail(df)
#> YEARQUARTER ID INDUSTRY NGDP1 NGDP2 NGDP3 NGDP4 NGDP5 NGDP6 NGDPA NGDPB
#> 8417 2020 Q3 579 1 19408.80 20384.98 20497.41 20597.55 20683.54 21126.87 1 1
#> 8418 2020 Q3 584 1 19408.80 20270.04 20700.32 21014.24 21244.12 21420.96 1 1
#> 8419 2020 Q3 585 1 19408.80 20631.68 21027.44 21460.19 21694.82 21804.55 1 1
#> 8420 2020 Q3 586 1 19408.80 19982.60 20348.20 20562.50 20786.30 21011.50 1 1
#> 8421 2020 Q3 587 1 19408.76 20232.56 20732.60 21055.35 21347.27 21608.73 1 1
#> 8422 2020 Q3 588 1 19408.80 20751.67 21359.02 21675.20 21996.78 22282.54 1 1library("ggplot2")
library("tsibble")
df %>%
summarize_group(f = mean, na.rm = TRUE) %>%
ggplot() +
geom_line(aes(YEARQUARTER, NGDP1), col = "steelblue")df <- get_mean("RGDP", type = "level")
df <- get_mean("RGDP", type = "growth")
df <- get_mean("RGDP", type = "pct")
df <- get_mean("EMP", type = "level")
df <- get_mean("EMP", type = "pct")
df <- get_mean("EMP", type = "ave")
df <- get_median("EMP", type = "level")
df <- get_median("EMP", type = "pct")
df <- get_median("EMP", type = "ave")
df <- get_dispersion("EMP")
df <- get_anxious_index()
df <- get_inflation()
df <- get_additional_cpie10()
get_microdata(file = "SPFmicrodata.xlsx") # download and writes "SPFmicrodata.xlsx" to the disk
get_prob(file = "prob.xlsx") # download and writes "prob.xlsx" to the diskThe documentation is really helpful.
For the survey of professional forecasters in Europe, visit the ECB’s Data Warehouse The R package ecb may be useful.
Please note that the spf project is released with a Contributor Code of Conduct. By contributing to this project, you agree to abide by its terms.
This package is in no way officially related to, or endorsed by, the Federal Reserve Bank of Philadelphia nor the European Central Bank.