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JFE

Tools for Analyzing Time Series Data of Just Finance and Econometrics

v2.5.11 · Jun 29, 2025 · GPL (>= 2)

Description

Offer procedures to download financial-economic time series data and enhanced procedures for computing the investment performance indices of Bacon (2004) <DOI:10.1002/9781119206309>.

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 24, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 20, 2026
ERROR r-release-windows-x86_64

examples

Running examples in 'JFE-Ex.R' failed
The error most likely occurred in:

> ### Name: getFrench.Factors
> ### Title: Download seven asset pricing factors data from the data library
> ###   of Dr. French
> ### Aliases: getFrench.Factors
> 
> ### ** Ex
...[truncated]...
 :
  cannot open zip file 'd:/Rcompile/CRANpkg/local/4.5/JFE.Rcheck\filea6d86f2f79d9.zip'
Error in open.connection(file, "rt") : cannot open the connection
Calls: getFrench.Factors -> read.csv -> read.table -> open -> open.connection
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 17, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 13, 2026
ERROR r-devel-linux-x86_64-debian-clang

examples

Running examples in ‘JFE-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: getFed
> ### Title: Download financial and economic time series data from the Fed
> ### Aliases: getFed
> 
...[truncated]...
NRATE&fq=Monthly': Timeout of 60 seconds was reached
Error in file(file, "rt") : 
  cannot open the connection to 'https://fred.stlouisfed.org/graph/fredgraph.csv?&id=UNRATE&fq=Monthly'
Calls: getFed -> read.csv -> read.table -> file
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies xts iClick JFE

Version History

new 2.5.11 Mar 10, 2026
updated 2.5.11 ← 2.5.10 diff Jun 28, 2025
updated 2.5.10 ← 2.5.9 diff May 26, 2025
updated 2.5.9 ← 2.5.8 diff Mar 31, 2025
updated 2.5.8 ← 2.5.7 diff Jan 24, 2025
updated 2.5.7 ← 2.5.6 diff Jun 10, 2024
updated 2.5.6 ← 2.5.5 diff Jan 14, 2024
updated 2.5.5 ← 2.5.4 diff Aug 27, 2023
updated 2.5.4 ← 2.5.3 diff May 17, 2023
updated 2.5.3 ← 2.5.2 diff May 5, 2022
updated 2.5.2 ← 2.5.1 diff Dec 4, 2021
updated 2.5.1 ← 2.1.3 diff Sep 30, 2020
updated 2.1.3 ← 2.1.1 diff Aug 4, 2019
updated 2.1.1 ← 2.0 diff Apr 8, 2019
updated 2.0 ← 1.3 diff Jan 25, 2019
updated 1.3 ← 1.2 diff Nov 13, 2018
updated 1.2 ← 1.0 diff Mar 2, 2018
new 1.0 Dec 5, 2017