FRED

FRED Dependencies

FRED relies on the optional dependency fredapi. If you did not opt-in for optional dependencies, you can run:

pip install SymbolicDSGE[fred]

to get the required packages.

API Key Required

An API key from the "St. Louis FED" is required for the FRED class to operate. If you don't have an API key, you can generate one for free by making an account on FRED.

FRED

class FRED(key_name: str, key_env: str | pathlib.Path | None)

FRED allows easy retrieval of time series stored in the FRED database. The class can identify the given key_name if placed in the .env file anywhere in the discoverable file tree of the project. Alternatively, you can specify an env file that contains key_name in it.

.env File Discovery

find_dotenv is used for discovery. It will walk up the directory tree towards the project root until it encounters a file named ".env".

Methods:

FRED.get_series(
    series_id: str,
    date_range: tuple[str, str] | pd.DatetimeIndex | Literal['max', 'ytd'] | None
) -> pd.Series

Returns the requested FRED series.

Argument	Description
series_id	The FRED ID of the requested series.
date_range	Date range in either a `YYYY-MM-DD` format string pair, a `DatetimeIndex`, or a string literal `'max', 'ytd'`. `None` defaults to `'max'`.

Returns:

Type:	Description
`pd.Series`	The requested time series in a formatted `pandas` object.

FRED.get_frame(
    series_ids: list[str],
    date_range: tuple[str, str] | pd.DatetimeIndex | Literal['max', 'ytd'] | None
) -> pd.DataFrame

Returns multiple requested series in a DataFrame.

Argument	Description
series_ids	The FRED IDs of the requested series.
date_range	Date range in either a `YYYY-MM-DD` format string pair, a `DatetimeIndex`, or a string literal `'max', 'ytd'`. `None` defaults to `'max'`.

Returns:

Type:	Description
`pd.DataFrame`	The requested time series in a formatted `pandas` object.