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>.
Downloads
314
Last 30 days
12602nd
920
Last 90 days
4.3K
Last year
Trend: -13.7% (30d vs prior 30d)
CRAN Check Status
14
OK
Show all 14 flavors
| 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
Version History
new
2.5.11
Mar 10, 2026
new
1.0
Dec 5, 2017