This repository provides an R interface to the ECB SDW.
##Installation
install.packages('devtools') ## Only if you don't have it installed yet..
devtools::install_github("jcizel/ecbapi")
require(ecbapi)
## THIS RETURNS THE FOLLOWING:
## **********************************************************************
## ECB SDW Downloader
## By Janko Cizel, 2016. All rights reserved.
## www.jankocizel.com
## **********************************************************************
## Default ECB SDW access point (external):
## https://sdw-wsrest.ecb.europa.eu
## **********************************************************************
## To view all available datasets, use the following query:
## ecbAvailability()
## To download entire dataset, use the following query:
## ecbDataset(datasetId = '[Input datasetId]')
## To download only matching series from a dataset, use the following query:
## ecbSeries(datasetId = '[Input datasetId]',pattern = '[series pattern]')
## **********************************************************************
## Thank you for using the package.
## In case of errors or suggestions do not hesitate to contact me via:
## www.jankocizel.com
## **********************************************************************## By default the package relies on the external ECB SDW site.
## To change to the internal version, type the following:
## options(sdw.loc = 'internal')
## Step 1: View all available datasets:
ecbAvailability()
## THIS RETURNS THE FOLLOWING:
## **********************************************************************
## The following datasets are currently available via the ECB SDW API:
## datasetId datasetName
## 1: ECB_AME1 AMECO
## 2: ECB_BKN1 Banknotes Statistics
## 3: ECB_BLS1 Bank Lending Survey Statistics
## 4: ECB_BOP1 Balance of Payments, I.I.P. and Reserve Assets Sta
## 5: ECB_BSI1 Balance Sheet Items
## 6: ECB_CBD1 Statistics on Consolidated Banking Data
## 7: ECB_CBD2 Statistics on Consolidated Banking Data
## 8: ECB_CCP1 Central Counterparty Clearing Statistics
## 9: ECB_CPP3 Commercial property price statistics
## 10: ECB_DCM1 Dealogic
## 11: ECB_DD1 Derived Data
## 12: ECB_EON1 Internal Eonia Rate
## 13: ECB_ESA1 ESA95 National Accounts
## 14: ECB_EXR1 Exchange Rates
## 15: ECB_FCT1 Forecast
## 16: ECB_FMD2 Financial market data (not related to foreign exch
## 17: ECB_FVC1 Financial Vehicle Corporation Assets and Liabiliti
## 18: ECB_GST1 Government Statistics
## 19: ECB_ICP1 Indices of Consumer Prices
## 20: ECB_IFI1 Indicators of Financial Integration
## 21: ECB_ILM1 Internal Liquidity Management
## 22: ECB_IRS1 Interest Rate Statistics (2004 EU Member States &
## 23: ECB_IVF1 Investment Funds
## 24: ECB_LIG1 Large Insurance Group Statistics
## 25: ECB_MFI1 MFI - List of monetary financial institutions
## 26: ECB_MIR1 MFI Interest Rate Statistics
## 27: ECB_MMS1 Money Market Survey
## 28: ECB_OFI1 Other Financial Intermediaries
## 29: ECB_PSS1 Payment and Settlement Systems
## 30: ECB_RAI1 Risk Assessment Indicators
## 31: ECB_RIR2 Retail Interest Rates
## 32: ECB_RPP1 Residential Property Price Indicators
## 33: ECB_RTD1 Real Time Database (context of Euro Area Business
## 34: ECB_SAFE Survey on the Access to Finance of Small and Mediu
## 35: ECB_SEC1 Securities
## 36: ECB_SEE1 Securities Exchange (trading) Statistics
## 37: ECB_SHS6 Securities Holding Statistics
## 38: ECB_SSI1 Banking Structural Statistical Indicators
## 39: ECB_SSS1 Securities Settlement Statistics
## 40: ECB_STP1 Short-Term European Paper Statistics (STEP)
## 41: ECB_STS1 Short-Term Statistics
## 42: ECB_TGB1 Target Balances
## 43: ECB_TRD1 External Trade
## 44: ECB_WTS1 Overall, Import, Export and Double Export Weights
## 45: EUROSTAT_BOP_01 Eurostat Balance of Payments
## datasetId datasetName
## **********************************************************************
## To download entire dataset, use the following query:
## ecbDataset(datasetId = '[Input datasetId]')
## To download only matching series from a dataset, use the following query:
## ecbSeries(datasetId = '[Input datasetId]',pattern = '[series pattern]')
## **********************************************************************
## Thank you for using the package.
## In case of errors or suggestions do not hesitate to contact me via:
## www.jankocizel.com
## **********************************************************************
{% raw %}
{% endraw %}
## Step 2: Download desired dataset. For example, if we want the AMECO db:
ecbDataset(datasetId = 'ECB_AME1') ->
data
data %>>% str
## THIS RETURNS THE FOLLOWING:
## Classes ‘data.table’ and 'data.frame': 4184 obs. of 17 variables:
## $ id : chr "A.AUT.1.0.0.0.OVGD" "A.AUT.1.0.0.0.OVGD" "A.AUT.1.0.0.0.OVGD" "A.AUT.1.0.0.0.OVGD" ...
## $ FREQ : chr "A" "A" "A" "A" ...
## $ AME_REF_AREA : chr "AUT" "AUT" "AUT" "AUT" ...
## $ AME_TRANSFORMATION : chr "1" "1" "1" "1" ...
## $ AME_AGG_METHOD : chr "0" "0" "0" "0" ...
## $ AME_UNIT : chr "0" "0" "0" "0" ...
## $ AME_REFERENCE : chr "0" "0" "0" "0" ...
## $ AME_ITEM : chr "OVGD" "OVGD" "OVGD" "OVGD" ...
## $ FREQ.LAB : chr "Annual" "Annual" "Annual" "Annual" ...
## $ AME_REF_AREA.LAB : chr "Austria" "Austria" "Austria" "Austria" ...
## $ AME_TRANSFORMATION.LAB: chr "Original data and moving arithmetic mean"
## $ AME_AGG_METHOD.LAB : chr "Standard aggregation" "Standard aggregation"
## $ AME_UNIT.LAB : chr "National currency" "National currency" "National currency" "National currency" ...
## $ AME_REFERENCE.LAB : chr "No reference" "No reference" "No reference" "No reference" ...
## $ AME_ITEM.LAB : chr "Gross domestic product at 2010 market prices" "Gross domestic product at 2010 market prices" "Gross domestic product at 2010 market prices" "Gross domestic product at 2010 market prices" ...
## $ date : chr "1960" "1961" "1962" "1963" ...
## $ value : num 69.4 73.1 74.9 77.9 82.6 ...
## - attr(*, "sorted")= chr "AME_ITEM"
## - attr(*, ".internal.selfref")=<externalptr>
## - attr(*, "dsd")=List of 2)))
## Step 2 (alternative): Download only matching series from the desired dataset.
## For example, download all available ZUTN series in AMECO:
ecbSeries(datasetId = 'ECB_AME1',pattern = "......ZUTN")
## Classes ‘data.table’ and 'data.frame': 1204 obs. of 17 variables:
## $ id : chr "A.AUT.1.0.0.0.ZUTN" "A.AUT.1.0.0.0.ZUTN" "A.AUT.1.0.0.0.ZUTN" "A.AUT.1.0.0.0.ZUTN" ...
## $ FREQ : chr "A" "A" "A" "A" ...
## $ AME_REF_AREA : chr "AUT" "AUT" "AUT" "AUT" ...
## $ AME_TRANSFORMATION : chr "1" "1" "1" "1" ...
## $ AME_AGG_METHOD : chr "0" "0" "0" "0" ...
## $ AME_UNIT : chr "0" "0" "0" "0" ...
## $ AME_REFERENCE : chr "0" "0" "0" "0" ...
## $ AME_ITEM : chr "ZUTN" "ZUTN" "ZUTN" "ZUTN" ...
## $ FREQ.LAB : chr "Annual" "Annual" "Annual" "Annual" ...
## $ AME_REF_AREA.LAB : chr "Austria" "Austria" "Austria" "Austria" ...
## $ AME_TRANSFORMATION.LAB: chr "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" ...
## $ AME_AGG_METHOD.LAB : chr "Standard aggregation" "Standard aggregation" "Standard aggregation" "Standard aggregation" ...
## $ AME_UNIT.LAB : chr "National currency" "National currency" "National currency" "National currency" ...
## $ AME_REFERENCE.LAB : chr "No reference" "No reference" "No reference" "No reference" ...
## $ AME_ITEM.LAB : chr "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" ...
## $ date : chr "1960" "1961" "1962" "1963" ...
## $ value : num 2.6 2 2 2.2 2.1 2 1.9 2 2.1 2.1 ...
## - attr(*, "sorted")= chr "AME_ITEM"
## - attr(*, ".internal.selfref")=<externalptr>
## - attr(*, "dsd")=List of 2
ecbSeries(datasetId = 'ECB_AME1',pattern = ".FRA.....ZUTN") ## Only France
## Classes ‘data.table’ and 'data.frame': 58 obs. of 17 variables:
## $ id : chr "A.FRA.1.0.0.0.ZUTN" "A.FRA.1.0.0.0.ZUTN" "A.FRA.1.0.0.0.ZUTN" "A.FRA.1.0.0.0.ZUTN" ...
## $ FREQ : chr "A" "A" "A" "A" ...
## $ AME_REF_AREA : chr "FRA" "FRA" "FRA" "FRA" ...
## $ AME_TRANSFORMATION : chr "1" "1" "1" "1" ...
## $ AME_AGG_METHOD : chr "0" "0" "0" "0" ...
## $ AME_UNIT : chr "0" "0" "0" "0" ...
## $ AME_REFERENCE : chr "0" "0" "0" "0" ...
## $ AME_ITEM : chr "ZUTN" "ZUTN" "ZUTN" "ZUTN" ...
## $ FREQ.LAB : chr "Annual" "Annual" "Annual" "Annual" ...
## $ AME_REF_AREA.LAB : chr "France" "France" "France" "France" ...
## $ AME_TRANSFORMATION.LAB: chr "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" "Original data and moving arithmetic mean" ...
## $ AME_AGG_METHOD.LAB : chr "Standard aggregation" "Standard aggregation" "Standard aggregation" "Standard aggregation" ...
## $ AME_UNIT.LAB : chr "National currency" "National currency" "National currency" "National currency" ...
## $ AME_REFERENCE.LAB : chr "No reference" "No reference" "No reference" "No reference" ...
## $ AME_ITEM.LAB : chr "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" "Unemployment rate - total - Member States - definition EUROSTAT" ...
## $ date : chr "1960" "1961" "1962" "1963" ...
## $ value : num 1.6 1.4 1.6 1.6 1.2 1.5 1.6 2.1 2.6 2.2 ...
## - attr(*, "sorted")= chr "AME_ITEM"
## - attr(*, ".internal.selfref")=<externalptr>
## - attr(*, "dsd")=List of