prevedere_correlation {prevederer} | R Documentation |
Correlation
Description
Calculates Pearson's r and other statistics at different offsets between an endogenous and exogenous indicator.
Usage
prevedere_correlation(key, endog_provider, endog_provider_id,
exog_provider, exog_provider_id, freq = prevedere_frequencies(key),
calculation = prevedere_calculations(key), raw = FALSE)
Arguments
key |
A Prevedere API key. |
endog_provider |
Code for the data provider of the endogenous indicator, can be hexadecimal or abbreviated name. |
endog_provider_id |
Specific ProviderID for the endogenous indicator. |
exog_provider |
Code for the data provider of the exogenous indicator, can be hexadecimal or abbreviated name. |
exog_provider_id |
Specific ProviderID for the exogenous indicator. |
freq |
Frequency of indicator to retrieve. For a list of supported
frequencies, see |
calculation |
Calculation to transform the indicator. For a list of
supported calculations, see |
raw |
Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe. |
Value
Model results and metadata, as a list.
See Also
Other indicator functions: prevedere_indicator
Examples
## Not run:
k <- "1235467abcdefg"
prevedere_correlation(
key = k, endog_provider = "BLS", endog_provider_id = "CES3133231058",
exog_provider = "FRED", exog_provider_id = "PCU332313332313", freq = "Monthly",
calculation = "ThreePeriodMoving"
)
## End(Not run)