retrieve.and.verify.data
retrieve and verify data
Description
Retrieve data from a database and verify a subset.
Usage
retrieve.and.verify.data(data.names, verification.data=verification.data, fuzz=1e-10)
Required Arguments
- data.names
-
An object of class TSdata indicating databases and series.
Optional Arguments
- verification.data
-
An object of class TSdata.
- fuzz
-
A (small) real number indicating the size of errors to tolerate.
Value
An object of class TSdata containing data from the data bases is returned.
Side Effects
If errors larger than fuzz are found then some warning messages are printed
and the series in question can be plotted.
Details
The data from the data base is compared with verification.data, which would
normally be a subset (e.g. a subset used for model estimation). The
comparison is done on the sub-sample for which verification data is
available. This provides
a mechanism for detecting large data revisions or re-basing.
See Also
Examples
retrieve.and.verify.data(data.names, verification.data=estimation.sample)
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