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Summarise revision behaviour for a FRED series

Source: R/manifest.R
fred_vintage_revisions.Rd

For each observation date in a series' vintage history, computes summary statistics on how the value has been revised: number of vintages, first and final value, total revision (final minus first), mean and SD of inter-vintage changes, and elapsed days from first publication to final. Useful for choosing series for real-time analysis (low-revision series are more reliable for nowcasting).

Usage

fred_vintage_revisions(series_id, from = NULL, to = NULL, cache = TRUE)

Arguments

series_id

Character. A single FRED series ID.

from, to

Optional observation date range.

cache

Logical. Cache the underlying vintage download. Default TRUE.

Value

A fred_tbl with columns series_id, date, n_vintages, first_value, final_value, revision_total, revision_total_pct, revision_mean, revision_sd, days_to_final.

Details

Internally fetches fred_all_vintages(series_id, ...) and reduces. For long-running indicators, narrow the window with from/to to keep the API call manageable.

See also

Other reproducibility: fred_cite_series(), fred_manifest()

Examples

# \donttest{
op <- options(fred.cache_dir = tempdir())
if (FALSE) { # \dontrun{
  rev <- fred_vintage_revisions("GDPC1", from = "2018-01-01")
  summary(rev$revision_total_pct)
} # }
options(op)
# }