Package 'macrocol'

Title: Colombian Macro-Financial Time Series Generator
Description: This repository aims to contribute to the econometric models' production with Colombian data, by providing a set of web-scrapping functions of some of the main macro-financial indicators. All the sources are public and free, but the advantage of these functions is that they directly download and harmonize the information in R's environment. No need to import or download additional files. You only need an internet connection!
Authors: Pedro Alejandro Cabra-Acela [aut, cre]
Maintainer: Pedro Alejandro Cabra-Acela <[email protected]>
License: Apache License 2.0
Version: 0.1.0
Built: 2025-01-19 02:44:19 UTC
Source: https://github.com/cran/macrocol

Help Index

Colombian Assets extraction

Description

Function to extract the price and volume time series of some Colombian assets from the "Bolsa de Valores de Colombia" (BVC). If it takes more than 5 minutes is because the BVC's Server is not correctly working and it is better to try later.

Usage

get.Acciones(accion = "BCOLOMBIA", verbose = FALSE)

Arguments

accion

The asset's ticket.
The assets available are:

  • Bancolombia: "BCOLOMBIA";

  • Ecopetrol: "ECOPETROL";

  • Exito: "EXITO";

  • Avianca: "AVIANCA";

  • Grupo Sura: "GRUPOSURA";

  • Grupo Aval: "GRUPOAVAL";

  • ETB: "ETB";

verbose

print the dates already extracted. Default FALSE. Default is "BCOLOMBIA".

Value

The dataframe with dates and the asset prices and volume.

Examples

## Not run: 
BCOLOMBIA <- get.Acciones("BCOLOMBIA");
ECOPETROL <- get.Acciones("ECOPETROL");
EXITO <- get.Acciones("EXITO");
AVIANCA <- get.Acciones("AVIANCA");

## End(Not run)

Colcap extraction

Description

Function to extract the Colcaptime serie from the Colombian Central Bank.

Usage

get.Colcap()

Value

The dataframe with dates and the Colcap.

Examples

## Not run: 
colcap <- get.Colcap();

## End(Not run)

IBR extraction

Description

Function to extract the nominal IBR rate time serie from the Colombian Central Bank.

Usage

get.IBR(nom = "ON")

Arguments

nom

The interest rate period.
The periods available are:

  • ON: Overnight

  • 1M: 1 Month

  • 3M: 3 Months

  • 6M: 6 Months

Default is "ON".

Value

The dataframe with dates and the IBR.

Examples

## Not run: 
ON <- get.IBR("ON");
M1 <- get.IBR("1M");
M3 <- get.IBR("3M");
M6 <- get.IBR("6M");

## End(Not run)

IPC extraction

Description

Function to extract the Colombian CPI time serie from the Colombian Central Bank.

Usage

get.IPC()

Value

The dataframe with dates and the Colombian CPI.

Examples

## Not run: 
IPC <- get.IPC();

## End(Not run)

Colombian Unemployment Rate extraction

Description

Function to extract the Colombian unemployment rate time serie from the Colombian Central Bank.

Usage

get.TasaDesempleoCol()

Value

The dataframe with dates and the Colombian Unemployment Rate.

Examples

## Not run: 
unemp <- get.TasaDesempleoCol();

## End(Not run)

Colombian Central Bank's Policy Rate extraction

Description

Function to extract the Colombian Central Bank's Policy Rate time serie from the Colombian Central Bank.

Usage

get.TasaIntBanRep()

Value

The dataframe with dates and the Policy Rate.

Examples

## Not run: 
intRate <- get.TasaIntBanRep();

## End(Not run)

TRM extraction

Description

Function to extract the TRM (COP/USD) time serie from the Colombian Financial Supervision Office.

Usage

get.TRM()

Value

The dataframe with dates and the TRM.

Examples

## Not run: 
TRM <- get.TRM();

## End(Not run)