CanadianCreditData {CDNmoney}R Documentation

Canadian Credit Aggregates

Description

Canadian credit aggregates.

Usage

        data(CanadianCreditData)
        data(CanadianCreditData.asof.28Jan2005)

Format

The objects are time series.

Details

Several data objects are loaded, as listed in the table below. The CanadianCreditData usage loads the most recently version and other usages loads data as of a given date.

These data are the Canadian Credit aggregates.

variable (ID) short description longer description
TotalCredit total credit total household & business credit
ConsumerCredit consumer credit total consumer credit
ResidentialMortgage residential mortgage total residential mortgage credit
ShortTermBusinessCredit short term-business credit total short-term business credit
OtherBusinessCredit other business credit total other business credit

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 follows:

unadjusted SA
TotalCredit v122644 v122648
ConsumerCredit v122698 v122707
ResidentialMortgage v122736 v122746
ShortTermBusinessCredit v122639 v122646
OtherBusinessCredit v36412

Source

Aggregates are from the Bank of Canada and also available from Statistics Canada.

References

"Bank of Canada Banking and Financial Statistics table E2" http://www.bank-banque-canada.ca.

See Also

tframein the dse bundle of packages

Examples

 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)) 

[Package CDNmoney version 2005.6-1 Index]