The BOJ package provides an R interface to Bank of
Japan statistics, specifically the flat
files available
on the BOJ Time-Series Data
portal.
You can install the package from CRAN or GitHub.
library(devtools)
install_github("stefanangrick/BOJ") # GitHub
install.packages("BOJ") # CRANTo start using the package, load it into your R session.
library("BOJ")Next, retrieve a list of available data sets using the
get_boj_datasets() function.
ds <- get_boj_datasets()
head(ds)## # A tibble: 6 × 3
## desc name url
## <chr> <chr> <chr>
## 1 Corporate Goods Price Index (CGPI) cgpi… http…
## 2 Producer Price Index using chain-weighted index formula cgpi… http…
## 3 Services Producer Price Index (SPPI) sppi… http…
## 4 Wholesale Services Price Index, and Research and development Serv… sppi… http…
## 5 Flow of Funds fof http…
## 6 Flow of Funds (with name of time-series, etc.) fof2… http…
The get_boj_datasets() function returns a
tibble data frame listing available
data sets. Use the url column as input for the get_boj() function to
download, parse, and import the corresponding data set.
For example, to import monthly-frequency data on Japan’s Services Producer Price Index, use the following code:
sppi <- get_boj(ds$url[(ds$name == "sppi_m_en")])
head(sppi)## # A tibble: 6 × 5
## code desc struc date obs_value
## <chr> <chr> <chr> <chr> <dbl>
## 1 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 101.
## 2 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 101.
## 3 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 101.
## 4 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 99.4
## 5 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 98.8
## 6 PRCS20_5200000000 Services Producer Price Index (2020 b… [Bas… 2020… 99.3
To plot the data with ggplot2, run the following:
library("dplyr")
library("ggplot2")
library("zoo")
sppi_plot <- subset(sppi, code %in% c("PRCS20_5200000000", "PRCS20_5200010001",
"PRCS20_5200010002", "PRCS20_5200010003",
"PRCS20_5200010004", "PRCS20_5200010005",
"PRCS20_5200010006", "PRCS20_5200010007"))
sppi_plot <- mutate(sppi_plot, date = as.Date(as.yearmon(date, format = "%Y%m")))
sppi_plot <- mutate(sppi_plot, struc = gsub("^Major group/ ", "", struc))
sppi_plot <- subset(sppi_plot, !is.na(obs_value))
ggplot(sppi_plot, aes(x = date, y = obs_value)) +
geom_line(aes(colour = struc)) +
labs(title = "Services Producer Price Index", x = "Date", y = "Index") +
theme(legend.title = element_blank())
Note that BOJ data sets use various time formats. The
zoo package (e.g.,
as.yearmon()) can handle most of these formats.
To retrieve individual data series instead of full data sets, consider using the BOJfame package.
This package is neither officially related to nor endorsed by the Bank of Japan. Please avoid overloading the BOJ servers with unnecessary requests.