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Welcome to our wiki for financial economics!

The main repository at GitHub is called fecon235 (short address https://git.io/fecon235) where you will find the introductory README for the computational data tools.

We shall use this wiki for forthcoming tutorials and FAQs, especially arising from online discussions at https://gitter.im/rsvp/fecon235

Probably the best way to learn our system is to pick a IPython notebook in an interesting topic and work interactively with it, using the code in the input cells as sample snippets. Please checkout the nb directory.

That directory also contains the Python yi_*.py modules which contain the relevant high-level commands used in the notebooks. If you require customization the functions provide good low-level templates to access the core packages such as pandas, numpy, and mathplotlib.

Q: How do I work with a data series not listed in fecon235?

We have defined procedures to access data from the St. Louis Federal Reserve Bank. Now each economic time series and its frequency has its own "fredcode" which is freely available at their site: http://research.stlouisfed.org/fred2/ so check there first.

                   df = getfred( fredcode )
                   #             ^Favorites are named d4*, m4*, q4*.
                   #             fredcode is entered as a string.
 
                   plotfred( dataframe or fredcode )
 
                   holtfred( dataframe or fredcode )
                   #  Holt-Winters forecast.

See the yi_fred.py module for further details. Constructing your own data file is easy, see for example m4eurusd as to how a synthetic series can be created.

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Revision date : 2015-08-01