assemble

command module
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Published: Dec 12, 2022 License: Apache-2.0 Imports: 19 Imported by: 0

README

Assemble

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Assemble is a command that assembles a ClickHouse table from a variety of external sources. This table is useful for modeling of mortgages.

The command line arguments are:

  • host. IP address of ClickHouse database
  • user. ClickHouse username
  • password. user password
  • api. Fred api key.
  • irs. Destination directory for IRS income data. If this is set to "skip", the files aren't downloaded and it is assumed the ClickHouse table already exists. This data isn't updated very often, so there's no need to always pull it.
  • fctime. File (full path) with Fannie Mae foreclosure timelines. The current version of this data is in the data directory on Github.

Data is pulled from these sources:

  • St Louis Fred
    15-year, 30-year conforming mortgage rates, 5/1 ARM rates, 10-year treasury, consumer expenditure index.
  • BLS
    unemployment rates, labor force size, consumer price index.
  • IRS
    income distribution.
  • FHFA
    house price index.

Detail tables are placed in these databases:

  • fredII,
  • bls,
  • irs,
  • fhfaGo

Final tables are placed in econGo.

The final table of joined data is econGo.final.

Documentation

Overview

package income handles pulling zip-level income distribution published by the irs

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