CanadianCreditData {CDNmoney}R Documentation

Canadian Credit Aggregates

Description

Canadian credit aggregates.

Usage

	data(CanadianCreditData)
	data(CanadianCreditData.asof.6Mar2009)
	data(CanadianCreditData.asof.5Jun2007)
	data(CanadianCreditData.asof.3Mar2006)
	data(CanadianCreditData.asof.28Jan2005)

Format

The objects are time series.

Details

Several data objects are loaded, as listed in the table ”Canadian Credit Variable Definitions”. The CanadianCreditData usage loads the most recent version and other usages loads data as of the given date.

These data are the Canadian Credit aggregates in millions of Canadian dollars.

Canadian Credit Variable Definitions

variable (ID) short description longer description
TotalCredit total credit total household and business credit
ConsumerCredit consumer credit total consumer credit
ResidentialMortgage residential mortgage total residential mortgage credit
ShortTermBusinessCredit short term-business credit total short-term business credit
OtherBusinessCredit other business credit total other business credit

The components in this database are not seasonally adjusted (SA), but the corresponding Bank of Canada / Statistics Canada Cansim II numbers for the seasonally adjusted aggregates are as as shown in table ”Bank of Canada / Statistics Canada Cansim II numbers”.

Bank of Canada / Statistics Canada Cansim II numbers

unadjusted SA
TotalCredit v122644 v122648
ConsumerCredit v122698 v122707
ResidentialMortgage v122736 v122746
ShortTermBusinessCredit v122639 v122646
OtherBusinessCredit v36412

Source

Aggregates are from the Bank of Canada and also available from Statistics Canada.

References

Bank of Canada Banking and Financial Statistics. Table E2 http://www.bank-banque-canada.ca.

See Also

CanadianMoneyData, tframe

Examples

 require("tframe")
 require("tfplot")
 data("CanadianCreditData", package="CDNmoney")

 tfplot(TotalCredit, ConsumerCredit, ResidentialMortgage,
    ShortTermBusinessCredit, OtherBusinessCredit) 
 tfplot(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
    ShortTermBusinessCredit, OtherBusinessCredit), graphs.per.page=3 ) 

 tfplot(diff(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
    ShortTermBusinessCredit, OtherBusinessCredit)), graphs.per.page=3 ) 

 tfplot(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
    ShortTermBusinessCredit, OtherBusinessCredit), graphs.per.page=3, 
    start=c(1990,6), end=c(1991,6)) 

[Package CDNmoney version 2012.4-2 Index]