FRED_MD

Import and transform the FRED monthly data. See here for a variable description

Installing

For now I am not going to publish it on PyPI. If you want to use it in the meantime simply do,

pip install git+https://github.com/NoFishLikeIan/fred_md

should do the trick.

Usage

The transformations are the suggested ones, taken from McCracken, 2015.

You can get the raw and the tranformed data as,

from fred_md.ingest_fred import import_transformed_data, import_raw_data

df = import_transformed_data()
raw_df = import_raw_data()

The package defaults to the latest version. If you want a specific one, just imput the version as YYYY-MM,

from fred_md.ingest_fred import import_transformed_data, import_raw_data

df = import_transformed_data("2018-02")
raw_df = import_raw_data("2018-02")