TIME-SERIES

Make a time-series call

This call gets US GDP, which has a Quandl Code of FRED/GDP, from the FRED dataset: data <- Quandl("FRED/GDP")

Change formats

You can get the same data in a dataframe: data <- Quandl("FRED/GDP", type="raw")

In ts format: data <- Quandl("FRED/GDP", type="ts")

In xts format: data <- Quandl("FRED/GDP", type="xts")

In zoo format: data <- Quandl("FRED/GDP", type="zoo")

Make a filtered time-series call

To set start and end dates: data <- Quandl("FRED/GDP", start_date="2001-12-31", end_date="2005-12-31")

To request specific columns: data <- Quandl(c("FRED/GDP.1", "WIKI/AAPL.4"))

Preprocess the data

To change the sampling frequency: data <- Quandl("FRED/GDP", collapse="annual")

To perform elementary calculations on the data: data <- Quandl("FRED/GDP", transform="rdiff")

Make a multiple time-series call

If you want to get multiple codes at once, delimit the codes with , and put them into an array. This will return a multiple datasets: merged_data <- Quandl(c('EXMPL/DATA1', 'EXMPL/DATA2'))

You can also specify specific columns to retrieve. For example, if you only want column 1 from EXMPL/DATA1 and column 2 from EXMPL/DATA2: merged_data <- Quandl(c('EXMPL/DATA1.1', 'EXMPL/DATA2.2'))

Download an entire time-series dataset

An entire time-series dataset's data can be downloaded.

For example, to download the dataset ZEA: Quandl.database.bulk_download_to_file("ZEA", "./ZEA.zip")

This call will download an entire time-series dataset as a ZIP file.

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NOTE:

For a full list of optional query parameters for downloading a time-series dataset, click here.