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# FRED Economic Data Analysis Tool
A comprehensive Python tool for collecting, analyzing, and visualizing Federal Reserve Economic Data (FRED) using the FRED API.
## Features
- **Data Collection**: Fetch economic indicators from FRED API
- **Data Analysis**: Generate summary statistics and insights
- **Visualization**: Create time series plots and charts
- **Data Export**: Save data to CSV format
- **Flexible Configuration**: Easy customization of indicators and date ranges
## Setup
### 1. Install Dependencies
```bash
pip install -r requirements.txt
```
### 2. API Key Configuration
1. Get your FRED API key from [FRED API](https://fred.stlouisfed.org/docs/api/api_key.html)
2. Copy `.env.example` to `.env`:
```bash
cp .env.example .env
```
3. Edit `.env` and add your API key:
```
FRED_API_KEY=your_actual_api_key_here
```
### 3. Project Structure
```
FRED_ML/
├── config/ # Configuration settings
│ ├── settings.py # Environment variables and settings
│ └── pipeline.yaml # Pipeline configuration
├── src/ # Source code
│ ├── core/ # Core functionality
│ ├── analysis/ # Analysis modules
│ ├── utils/ # Utility functions
│ └── visualization/ # Visualization modules
├── scripts/ # Executable scripts
├── tests/ # Test files
├── data/ # Data directories
│ ├── raw/ # Raw data
│ ├── processed/ # Processed data
│ └── exports/ # Exported files
├── requirements.txt # Python dependencies
├── .env.example # Environment variables template
└── README.md # This file
```
## Usage
### Basic Usage
Run the EDA script to perform exploratory data analysis:
```bash
python scripts/run_eda.py
```
Or run the advanced analytics:
```bash
python scripts/run_advanced_analytics.py
```
This will:
- Fetch data for key economic indicators (GDP, Unemployment Rate, CPI, Federal Funds Rate, 10-Year Treasury Rate)
- Generate summary statistics
- Create visualizations
- Save data to CSV files
### Custom Analysis
You can customize the analysis by importing the modules:
```python
from src.core.fred_client import FREDDataCollectorV2
from src.analysis.advanced_analytics import AdvancedAnalytics
# Initialize collector
collector = FREDDataCollectorV2()
# Custom series and date range
custom_series = ['GDP', 'UNRATE', 'CPIAUCSL']
start_date = '2020-01-01'
end_date = '2024-01-01'
# Run analysis
df, summary = collector.run_analysis(
series_ids=custom_series,
start_date=start_date,
end_date=end_date
)
```
## Available Economic Indicators
The tool includes these common economic indicators:
| Series ID | Description |
|-----------|-------------|
| GDP | Gross Domestic Product |
| UNRATE | Unemployment Rate |
| CPIAUCSL | Consumer Price Index |
| FEDFUNDS | Federal Funds Rate |
| DGS10 | 10-Year Treasury Rate |
| DEXUSEU | US/Euro Exchange Rate |
| PAYEMS | Total Nonfarm Payrolls |
| INDPRO | Industrial Production |
| M2SL | M2 Money Stock |
| PCE | Personal Consumption Expenditures |
## Output Files
### Data Files
- CSV files saved in the `data/` directory
- Timestamped filenames (e.g., `fred_economic_data_20241201_143022.csv`)
### Visualization Files
- PNG plots saved in the `plots/` directory
- High-resolution charts with economic indicator time series
## API Rate Limits
The FRED API has rate limits:
- 120 requests per minute
- 1000 requests per day
The tool includes error handling for rate limit issues.
## Configuration
Edit `config/settings.py` to customize:
- Default date ranges
- Output directories
- Default indicators
The API key is now managed through environment variables (see Setup section above).
## Dependencies
- `fredapi`: FRED API client
- `pandas`: Data manipulation
- `numpy`: Numerical computing
- `matplotlib`: Plotting
- `seaborn`: Statistical visualization
- `jupyter`: Interactive notebooks (optional)
## Error Handling
The tool includes comprehensive error handling for:
- API connection issues
- Invalid series IDs
- Rate limit exceeded
- Data format errors
## Contributing
To add new features:
1. Extend the `FREDDataCollector` class
2. Add new methods for specific analysis
3. Update the configuration as needed
## License
This project is for educational and research purposes. Please respect FRED API terms of service.
## Support
For issues with the FRED API, visit: https://fred.stlouisfed.org/docs/api/ |