stressr: Fetch and plot financial stress index and component data
Forms queries to submit to the Cleveland Federal Reserve Bank web
site's financial stress index data site. Provides query functions for both
the composite stress index and the components data. By default the download
includes daily time series data starting September 25, 1991. The functions
return a class of either type easing or cfsi which contain a list of items
related to the query and its graphical presentation. The list includes the
time series data as an xts object. The package provides four lattice time
series plots to render the time series data in a manner similar to the
bank's own presentation.
Documentation:
Downloads:
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