"""(West) German interest and inflation rate 1972-1998"""
from statsmodels.datasets import utils as du
__docformat__ = 'restructuredtext'
COPYRIGHT = """...""" # TODO
TITLE = __doc__
SOURCE = """
http://www.jmulti.de/download/datasets/e6.dat
"""
DESCRSHORT = """(West) German interest and inflation rate 1972Q2 - 1998Q4"""
DESCRLONG = """West German (until 1990) / German (afterwards) interest and
inflation rate 1972Q2 - 1998Q4
"""
NOTE = """::
Number of Observations - 107
Number of Variables - 2
Variable name definitions::
year - 1972q2 - 1998q4
quarter - 1-4
Dp - Delta log gdp deflator
R - nominal long term interest rate
"""
variable_names = ["Dp", "R"]
first_season = 1 # 1 stands for: first observation in Q2 (0 would mean Q1)
def load(as_pandas=None):
"""
Load the West German interest/inflation data and return a Dataset class.
Parameters
----------
as_pandas : bool
Flag indicating whether to return pandas DataFrames and Series
or numpy recarrays and arrays. If True, returns pandas.
Returns
-------
Dataset instance:
See DATASET_PROPOSAL.txt for more information.
Notes
-----
The interest_inflation Dataset instance does not contain endog and exog
attributes.
"""
return du.as_numpy_dataset(load_pandas(), as_pandas=as_pandas)
def load_pandas():
data = _get_data()
names = data.columns
dataset = du.Dataset(data=data, names=names)
return dataset
def _get_data():
return du.load_csv(__file__, 'E6.csv', convert_float=True)
def __str__():
return "e6"