Background
The frenchdata add-in is designed to make it easier and faster to
download data from Ken French's data library. The data in the library are in
zipped *.txt or *.csv files, many with multiple data sets and mixed date
formats that can be tedious to import. This add-in, in contrast, is
straightforward and requires minimal input. After downloading and processing
each file is put in a separate workfile, multiple datasets in a single file are
separated and each one is put in a separate page, data columns are put into
series, and date formats are read from the files and applied to the page(s) of
the workfile.
How to Use: GUI
After installation, go to the
Add-ins menu item and choose “Ken French's data library.” A small window will
appear listing the data files that can be downloaded. Choose the desired files
(multiple files may be chosen), then the OK button (see figure below).
EViews will automatically process
the data in each file, assigning dates and splitting up multiple sets of data
that may be in the same file. The four “International Research Returns Data”
contain multiple files, each of which will be placed in a separate workfile.
How to Use: Command
line
frenchdata "
""name1"" ""name2"" "
Fetch and process data from Ken
French's data library.
Parameters
“
““name1”” ““name2”” ““...”” ”:
names of files in double quotes
Returns
series: Series corresponding to data columns in file(s). Multiple
datasets in a file go in separate pages in the workfile. Multiple files go in
separate workfiles.
Examples
frenchdata " ""5 Industry
Portfolios"" "
frenchdata " ""Fama/French 3
Factors"" ""Fama/French 3 Factors [Weekly]""
"
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