Downloads all the datasets (you can exclude the daily ones or specify a list of those you are targeting specifically) from Kenneth French's Website at <https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html>, process them and convert them to list of 'xts' (time series).

Provides a simplified interface to the Central Data Repository 'REST
    API' service made available by the United States Federal Financial
    Institutions Examination Council ('FFIEC'). Contains functions to retrieve
    reports of Condition and Income (Call Reports) and Uniform Bank Performance
    Reports ('UBPR') in list or tidy data frame format for most 'FDIC' insured
    institutions. See
    <https://cdr.ffiec.gov/public/Files/SIS611_-_Retrieve_Public_Data_via_Web_Service.pdf>
    for the official 'REST API' documentation published by the 'FFIEC'.

Provides quick and easy access to official spatial data from
    Germany’s Federal Agency for Cartography and Geodesy (BKG) <https://gdz.bkg.bund.de/>.
    Interfaces various web feature services (WFS) and download servers.
    Allows retrieval, caching and filtering with a wide range of open
    geodata products, including administrative or non-administrative boundaries,
    land cover, elevation models, geographic names, and points of interest
    covering Germany. Can be particularly useful for linking regional statistics
    to their spatial representations and streamlining workflows that involve
    spatial data of Germany.

General linear modeling with multiple responses (MANCOVA). An overall p-value for each model term is calculated by the 50-50 MANOVA method by Langsrud (2002) <doi:10.1111/1467-9884.00320>, which handles collinear responses. Rotation testing, described by Langsrud (2005) <doi:10.1007/s11222-005-4789-5>, is used to compute adjusted single response p-values according to familywise error rates and false discovery rates (FDR). The approach to FDR is described in the appendix of Moen et al. (2005) <doi:10.1128/AEM.71.4.2086-2094.2005>. Unbalanced designs are handled by Type II sums of squares as argued in Langsrud (2003) <doi:10.1023/A:1023260610025>. Furthermore, the Type II philosophy is extended to continuous design variables as described in Langsrud et al. (2007) <doi:10.1080/02664760701594246>. This means that the method is invariant to scale changes and that common pitfalls are avoided.