CanadianCreditData         package:CDNmoney         R Documentation

_C_a_n_a_d_i_a_n _C_r_e_d_i_t _A_g_g_r_e_g_a_t_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Canadian credit aggregates.

_U_s_a_g_e:

             data(CanadianCreditData)
             data(CanadianCreditData.asof.5Jun2007)
             data(CanadianCreditData.asof.3Mar2006)
             data(CanadianCreditData.asof.28Jan2005)

_F_o_r_m_a_t:

     The objects are time series.

_D_e_t_a_i_l_s:

     Several data objects are loaded, as listed in the table 
     ''Canadian Credit Variable Definitions''. The 
     'CanadianCreditData' usage loads the most recent version and 
     other usages loads data as of the given date.

     These data are the Canadian Credit aggregates in millions of
     Canadian dollars.

     \begin{table} \caption{Canadian Credit Variable Definitions}
     \begin{center} \begin{tabular}{lll} \hline  \hline  variable (ID) 
      \tab short description    \tab longer description 
       \hline  \tab \tab 
       TotalCredit             \tab total credit               \tab
     total household and business credit
      ConsumerCredit          \tab consumer credit            \tab
     total consumer credit
      ResidentialMortgage     \tab residential mortgage       \tab
     total residential mortgage  credit
      ShortTermBusinessCredit \tab short term-business credit \tab
     total short-term business credit
      OtherBusinessCredit     \tab other business credit      \tab
     total other business credit
      \hline  \end{tabular} \end{center} \end{table}

     The components in this database are not seasonally adjusted (SA),
     but the corresponding Bank of Canada / Statistics Canada Cansim II
     numbers for  the seasonally adjusted aggregates are as as shown in
      table ''Bank of Canada / Statistics Canada Cansim II numbers''.

     \begin{table} \caption{Bank of Canada / Statistics Canada Cansim
     II numbers} \begin{center} \begin{tabular}{lll} \hline  \hline 
     \tab   unadjusted  \tab   SA   
      \hline  \tab               \tab        
      TotalCredit             \tab v122644    \tab v122648  
      ConsumerCredit          \tab v122698    \tab v122707  
      ResidentialMortgage     \tab v122736    \tab v122746  
      ShortTermBusinessCredit \tab v122639    \tab v122646  
      OtherBusinessCredit     \tab v36412     \tab          
      \hline  \end{tabular} \end{center} \end{table}

_S_o_u_r_c_e:

     Aggregates are from the _Bank of Canada_ and also available from 
     _Statistics Canada_.

_R_e_f_e_r_e_n_c_e_s:

     _Bank of Canada Banking and Financial Statistics_. Table E2 <URL:
     http://www.bank-banque-canada.ca>.

_S_e_e _A_l_s_o:

     'CanadianMoneyData', 'tframe'

_E_x_a_m_p_l_e_s:

      require("tframe")
      data("CanadianCreditData", package="CDNmoney")

      tfplot(TotalCredit, ConsumerCredit, ResidentialMortgage,
         ShortTermBusinessCredit, OtherBusinessCredit) 
      tfplot(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
         ShortTermBusinessCredit, OtherBusinessCredit), graphs.per.page=3 ) 

      tfplot(diff(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
         ShortTermBusinessCredit, OtherBusinessCredit)), graphs.per.page=3 ) 

      tfplot(tbind(TotalCredit, ConsumerCredit, ResidentialMortgage,
         ShortTermBusinessCredit, OtherBusinessCredit), graphs.per.page=3, 
         start=c(1990,6), end=c(1991,6)) 

