gtrends-concatination

The code in the present repository provides an algorithm to concatenate Google trends data downloaded with the gtrends-package in R.

The algorithm is described in the paper 'Knitting Multi-Annual High-Frequency Google Trends to Predict Inflation and Consumption'.

While the file 210326_JB_DownloadGTrends.R contains examples how to download the underlying Google Trends Series for the construction of the IPSO, the file 210302_FUNCTIONS.R contains all the necessary functions.

Remember to enter the Google accounts in the FUNCTIONS file as well as your proxy configuration for TOR.