Package 'prevederer'

Prevederer

Description

prevederer provides an R wrapper around the Prevedere Software API. The package facilitates access to the main API components, including:

Details

• Enumeration (lists of acceptable values)

• Indicator

• ForecastModel

• Workbench

Direct calls can also be made to the API using prevedere_fetch().

Author(s)

Maintainer: Wil Davis [email protected] (0000-0001-9780-2576)

Other contributors:

• Hiram Foster [email protected] [contributor]

• Ted Dickinson [email protected] [contributor]

See Also

Useful links:

• https://github.com/wkdavis/prevederer

• https://api.prevedere.com/index.html

• https://www.prevedere.com/

• Report bugs at https://github.com/wkdavis/prevederer/issues

---

Aggregation methods

Description

Retrieve a list of the aggregation methods currently supported by the Prevedere API.

Usage

prevedere_aggregations(key)

Arguments

key	A Prevedere API key.

Value

A character vector of aggregation methods.

See Also

Other enumeration functions: prevedere_calculations, prevedere_frequencies, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_aggregations(key)

## End(Not run)

---

Calculations

Description

Retrieve a list of the calculations currently supported by the Prevedere API.

Usage

prevedere_calculations(key)

Arguments

key	A Prevedere API key.

Value

A character vector of calculations.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_frequencies, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_calculations(key)

## End(Not run)

---

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 prevedere_frequencies().
calculation	Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().
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)

---

Query the Prevedere API

Description

Send a GET request to the Prevedere API. Most users should calling this function directly and instead use the appropriate wrapper for accessing each part of the API.

Usage

prevedere_fetch(key, path, payload = NULL)

Arguments

key	A Prevedere API key.
path	The path (within the API) to which the request will be sent.
payload	The payload for the request. This should be a named list.

Value

The result of the API request.

See Also

GET, content, response

Examples

## Not run: 
prevedere_fetch(
  key = "1235467abcdefg",
  path = "/indicator/BLS/CES3133231058",
  payload = list(
    Frequency = "Annual",
    Calculation = "None",
    Offset = 0
  )
)

k <- "1235467abcdefg"
prevedere_fetch(
  key = k,
  path = "/indicator/BLS/CES3133231058",
  payload = list(
    Frequency = "Annual",
    Calculation = "None",
    Offset = 0
  )
)

## End(Not run)

---

Forecast

Description

Returns historical fit and forecasted values of a forecast model.

Usage

prevedere_forecast(key, model_id, as_of_date = NULL, raw = FALSE)

Arguments

key	A Prevedere API key.
model_id	UUID for the forecast model.
as_of_date	Get the model only using data up to the specified date (YYYY-MM-DD). Used for backtesting.
raw	Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A dataframe of forecasted values and metadata.

See Also

Other forecast model functions: prevedere_raw_model

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_forecast(key = k, model_id = "1b1878399833c7f38b094e54dd43d374")

## End(Not run)

---

Frequencies

Description

Retrieve a list of the time frequencies currently supported by the Prevedere API.

Usage

prevedere_frequencies(key)

Arguments

key	A Prevedere API key.

Value

A character vector of frequencies.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_calculations, prevedere_seasonalities

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_frequencies(key)

## End(Not run)

---

Indicators

Description

Access indicator data and metadata.

Usage

prevedere_indicator(key, provider, provider_id)

prevedere_indicator_series(key, provider, provider_id,
  freq = prevedere_frequencies(key),
  calculation = prevedere_calculations(key), start_date = NULL,
  end_date = NULL, offset_periods = 0, raw = FALSE)

Arguments

key	A Prevedere API key.
provider	Code for a data provider, can be hexadecimal or abbreviated name.
provider_id	Specific ProviderID for the indicator.
freq	Frequency of indicator to retrieve. For a list of supported frequencies, see prevedere_frequencies().
calculation	Calculation to transform the indicator. For a list of supported calculations, see prevedere_calculations().
start_date, end_date	Start and end dates for the indicator. Each should be either a date or a character string capable of being coerced to a date. Setting a date to NULL will result in the historical data being unbounded in that direction.
offset_periods	Number of periods to offset.
raw	Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A list. prevedere_indicator returns metadata for the target indicator, while prevedere_indicator_series returns the actual data for the indicator (in addition to the metadata).

See Also

Other indicator functions: prevedere_correlation

Examples

## Not run: 

k <- "1235467abcdefg"

## Return indicator metadata
prevedere_indicator(key = k, provider = "BLS", provider_id = "CES3133231058")

## Return indicator data
prevedere_indicator_series(
  key = k, provider = "BLS", provider_id = "CES3133231058",
  freq = "Monthly", calculation = "None", start_date = "2010-01-01",
  offset_periods = 0
)

## Return indicator data unformatted
prevedere_indicator_series(
  key = k, provider = "BLS", provider_id = "CES3133231058",
  freq = "Monthly", calculation = "None", start_date = "2010-01-01",
  offset_periods = 0, raw = TRUE
)

## End(Not run)

---

Providers

Description

Retrieve a list of entities whose data is available in Prevedere

Usage

prevedere_providers(key, raw = FALSE)

Arguments

key	A Prevedere API key.
raw	Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A dataframe (or list if raw = TRUE) of provider metadata.

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_providers(key = k)

## End(Not run)

---

Raw model

Description

Returns all information about a forecast model.

Usage

prevedere_raw_model(key, model_id, exclude_indicators = TRUE,
  as_of_date = NULL, raw = FALSE)

Arguments

key	A Prevedere API key.
model_id	UUID for the forecast model.
exclude_indicators	Whether to return only indicators used in model (TRUE), or all associated indicators.
as_of_date	Get the model only using data up to the specified date (YYYY-MM-DD). Used for backtesting.
raw	Logical value indicating if data should be returned in its raw form (typically nested lists) or formatted as appropriate, usually a dataframe.

Value

A list of model components and metadata, including indicators, coefficients, and the model start date.

See Also

Other forecast model functions: prevedere_forecast

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_raw_model(key = k, model_id = "1b1878399833c7f38b094e54dd43d374")

## Backtest
prevedere_raw_model(key = k,
                    model_id = "1b1878399833c7f38b094e54dd43d374",
                    as_of_data = "2019-05-01")

## End(Not run)

---

Seasonalities

Description

Retrieve a list of the seasonalities currently supported by the Prevedere API.

Usage

prevedere_seasonalities(key)

Arguments

key	A Prevedere API key.

Value

A character vector of seasonalities.

See Also

Other enumeration functions: prevedere_aggregations, prevedere_calculations, prevedere_frequencies

Examples

## Not run: 
key <- "1235467abcdefg"
prevedere_seasonalities(key)

## End(Not run)

---

Workbench

Description

Returns the indicators used in a workbench. Typically includes workbench metadata and associated indicator metadata.

Usage

prevedere_workbench(key, workbench_id)

Arguments

key	A Prevedere API key.
workbench_id	UUID for workbench.

Value

A list of workbench metadata.

Examples

## Not run: 
k <- "1235467abcdefg"

prevedere_workbench(key = k, workbench_id = "b8da829f7a1d4509ca5125e4699d6f0e")

## End(Not run)

---