ipeadata_d {TSPred} | R Documentation |
The Ipea Most Requested Dataset (daily)
Description
The Institute of Applied Economic Research of Brazil (Ipea) (Ipea, 2017) is a public institution of Brazil that provides support to the federal government with regard to public policies: fiscal, social, and economic. Ipea provides public datasets derived from real economic and financial data of the world.
Usage
ipeadata_d
Format
The ipeadata_d
dataset contains 12 time series of 901 to 8154
observations. The 12 time series are provided as the following variables of
a data frame.
- GM366_IBVSP366
Stock Index: Sao Paulo Stock Exchange - closed - BM&FBovespa.
- GM366_ERC366
Exchange rate - R$ / US$ - commercial - purchase - mean - R$ - Bacen Outras/SGS.
- GM366_EREURO366
Euro area - exchange rate - euro / US$ - mean - Euro - Bacen Outras/SGS.
- GM366_ERPV366
Exchange rate - R$ / US$ - parallel - selling - mean - R$ - Economic value.
- GM366_ERV366
Exchange rate - R$ / US$ - commercial - selling - mean - R$ - Bacen Outras/SGS.
- GM366_TJOVER366
Interest Rate: Over / Selic - (% p.a.) - Bacen Outras/SGS.
- GM366_TJTR366
Interest rate - TR - (% p.m.) - Bacen Outras/SGS.
- SECEX366_MVTOT366
Imports - weekly mean - US$ - MDIC/Secex.
- SECEX366_XVTOT366
Exports - weekly mean - US$ - MDIC/Secex.
- JPM366_EMBI366
EMBI + Risco-Brasil - JP Morgan.
- BM366_TJOVER366
Interest rate - Selic - fixed by Copom - (% p.a.) - Bacen/Boletim/M. Finan..
- GM366_TJOVERV366
Interest Rate: Over / Selic - Ipea.
Details
The ipeadata_d
dataset is provided by Ipea. It comprehends the most
requested time series collected in daily rates. The ipeadata_d
dataset comprehend observations of exchange rates (R$/US$), exports/imports
prices, interest rates, and more, measured from 1962 to September of 2017.
The data had missing data removed by the function na.omit
.
ipeadata_d.cont
provide 30 points beyond the end of the time series
in ipeadata_d
. Intended for use as testing set.
Source
Ipea, Ipeadata. Macroeconomic and regional data, Technical Report, http://www.ipeadata.gov.br, 2017. The "Most request series" section and filtered by "Frequency" equal to "Daily".
References
Ipea, Ipeadata. Macroeconomic and regional data, Technical Report, http://www.ipeadata.gov.br, 2017.
See Also
Examples
data(ipeadata_d)
str(ipeadata_d)
plot(ts(ipeadata_d[1]))