SDMX for EViews

Purpose

EViews cannot read SDMX format (yet). However, EViews can read html tables.

This very simple app aims at creating html table from SDMX flow in a quick and efficient way in the same spirit as Widukind

Currently, the app supports only Insee, ECB or Eurostat data natively.

It also supports requests for :

Quandl
Bureau of Labor Stastics
Fred

Libraries

This app is written is NodeJS. It's using the following librairies

xml2js
ExpressJS
Concat
Cheerio
ical-generator

More information on the website

I. How does it work ?

The app is transforming SDMX flows from Insee, ECB or Eurostat website in an HTML table that can be read by EViews. The app provides you with a stable URL that you can use in your EViews code.

For instance, the url for the French HICP dataset is : http://sdmx.herokuapp.com/insee/dataset/IPCH-2015-FR-COICOP?freq=M

Thus, some EViews code for retrieving the series will look like this :

%url = http://sdmx.herokuapp.com/insee/dataset/IPCH-2015-FR-COICOP?freq=M
import(t="html") %url colhead=2 namepos=first

With an url you can retrieve :

a timeseries
a dataset
multiple timeseries (only supported for Insee)

The app also gives flows from the providers Insee, ECB and Eurostat.

A. Get a Timeseries

Use the id of the timeseries : http://sdmx.herokuapp.com/provider/series/id

You can filter the results and limit the number of observations by either :

fixing the number of observations with the filter : lastNObservations
fixing the starting period with the filter : startPeriod

Example :%url = "http://sdmx.herokuapp.com/provider/series/000436387?startPeriod=2010"

B. Get multiple Timeseries (only supported for Insee)

You could add multiple idbanks to your request by separating each idbank by a '+' : http://sdmx.herokuapp.com/provider/series/idbank1+idbank2+idbank3

Example : http://sdmx.herokuapp.com/provider/series/001762151+001762152+001762153?startPeriod=2010

Be cautious ! : Previous filters still work but you have to ensure that all the timeseries share the same time period. Otherwise, some values can be missing.

C. Get a Dataset

To get a dataset, you should know its id. An exhaustive list is available here : http://sdmx.herokuapp.com/dataflow

Then, the url for the dataset data is : http://sdmx.herokuapp.com/service/dataset/id_dataset

Some datasets have multiple dimensions. For instance, CPI Inflation dataset (IPC-2015-COICOP) contains both monthly and annual data. Thus, you might need to know the dimensions of a dataset before retrieving it. An exhaustive dimensions lists can be found here : http://sdmx.herokuapp.com/datastructure/id_dataset

You can then use it as a standard filter.

Example : http://sdmx.herokuapp.com//dataset/IPCH-2015-FR-COICOP?freq=M

D. Get data from other providers

Alternatively, you can also make a request to

an other SDMX provider using an url: http://sdmx.herokuapp.com/req?url=SDMX_URL
Quand series: http://sdmx.herokuapp.com/quandl/API_KEY/DATASET/SERIES
BLS series: http://sdmx.herokuapp.com/bls/API_KEY/SERIES_ID?startyear=STARTYEAR&endyear=ENDYEAR. Filters

Skim Data

The app allows you to skim through the available datasets and timeseries. A list of all the available datasets can be found here for each provider :

And an exhaustive of timeseries available in each dataset is at http://sdmx.herokuapp.com/dataflow/id_dataset (change 'id_dataset' by the name of the dataset).

Example

EViews Input :

%url = http://sdmx.herokuapp.com/insee/series/000436387?startPeriod=2016
wfopen(wf=ipch,type="html") %url colhead=2 namepos=first

EViews Output :

A workfile with a two series, one series named num000436387 containing information from the timeseries with idbank 000436387 and a series Datescontaining Dates from 2016M01 to 2016M05

Contribute to the code

Ideas and suggestions are more than welcome. Contribute to the code here

Known Issues

Since the app output is an html table, an obvious limitation is that a request cannot be done along multiple time dimensions. You cannot retrieve in the same request monthly and quaterly data.

Moreover :

Using the filter ?lastNObservations= when retrieving multiple series or a dataset is a bad idea if series do not belong to the same time period.
Currently, retreiving some entire datasets in one instance is not possible due to limitation on the timeout period on Heroku website. However, you can filter results in ordrer to retrieve the datasets in multiple instances.

New Issues

You can raise new issues here

Licence

GNU Affero General Public License version 3

Made with <3 by louisdecharson

Asigwalt/eviewsSDMX