我想从此处http://www.bls.gov/bls/archived_sched.htm(存档)和此处http://www.bls.gov/schedule/news_release/empsit.htm(当年)网上查看非农场就业人数的过去日期。
Peter Chan对FOMC的约会类似于此:https://github.com/returnandrisk/r-code/blob/master/FOMC%20Dates%20-%20Scraping%20Data%20From%20Web%20Pages.R。这是他的代码:
install.packages(c("httr", "XML"), repos = "http://cran.us.r-project.org")
library(httr)
library(XML)
# get and parse web page content
webpage <- content(GET("http://www.federalreserve.gov/monetarypolicy/fomccalendars.htm"), as="text")
xhtmldoc <- htmlParse(webpage)
# get statement urls and sort them
statements <- xpathSApply(xhtmldoc, "//td[@class='statement2']/a", xmlGetAttr, "href")
statements <- sort(statements)
# get dates from statement urls
fomcdates <- sapply(statements, function(x) substr(x, 28, 35))
fomcdates <- as.Date(fomcdates, format="%Y%m%d")
# save results in working directory
save(list = c("statements", "fomcdates"), file = "fomcdates.RData")
我想为NFP复制一下。正如fomcdates包含所有FOMC日期一样,我想创建包含所有NFP日期的NFP日期。
有人知道今年如何才能这样做吗? (问当前年份似乎是最简单的)。谢谢。
答案 0 :(得分:1)
这适用于今年。
library(rvest)
url <- 'http://www.bls.gov/schedule/news_release/empsit.htm'
ses <- html_session(url)
tbl <- html_table(ses, fill = T)
nfpdates <- tbl[[2]]$`Release Date`
nfpdates <- gsub('\\.', '', nfpdates)
nfpdates <- as.Date(nfpdates, '%b %d, %Y')