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alkaline-ml / statsmodels   python

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Version: 0.11.1 

/ datasets / macrodata / data.py

"""United States Macroeconomic data"""
from statsmodels.datasets import utils as du

__docformat__ = 'restructuredtext'

COPYRIGHT   = """This is public domain."""
TITLE       = __doc__
SOURCE      = """
Compiled by Skipper Seabold. All data are from the Federal Reserve Bank of St.
Louis [1] except the unemployment rate which was taken from the National
Bureau of Labor Statistics [2]. ::

    [1] Data Source: FRED, Federal Reserve Economic Data, Federal Reserve Bank of
        St. Louis; http://research.stlouisfed.org/fred2/; accessed December 15,
        2009.

    [2] Data Source: Bureau of Labor Statistics, U.S. Department of Labor;
        http://www.bls.gov/data/; accessed December 15, 2009.
"""

DESCRSHORT  = """US Macroeconomic Data for 1959Q1 - 2009Q3"""

DESCRLONG   = DESCRSHORT

NOTE        = """::
    Number of Observations - 203

    Number of Variables - 14

    Variable name definitions::

        year      - 1959q1 - 2009q3
        quarter   - 1-4
        realgdp   - Real gross domestic product (Bil. of chained 2005 US$,
                    seasonally adjusted annual rate)
        realcons  - Real personal consumption expenditures (Bil. of chained
                    2005 US$, seasonally adjusted annual rate)
        realinv   - Real gross private domestic investment (Bil. of chained
                    2005 US$, seasonally adjusted annual rate)
        realgovt  - Real federal consumption expenditures & gross investment
                    (Bil. of chained 2005 US$, seasonally adjusted annual rate)
        realdpi   - Real private disposable income (Bil. of chained 2005
                    US$, seasonally adjusted annual rate)
        cpi       - End of the quarter consumer price index for all urban
                    consumers: all items (1982-84 = 100, seasonally adjusted).
        m1        - End of the quarter M1 nominal money stock (Seasonally
                    adjusted)
        tbilrate  - Quarterly monthly average of the monthly 3-month
                    treasury bill: secondary market rate
        unemp     - Seasonally adjusted unemployment rate (%)
        pop       - End of the quarter total population: all ages incl. armed
                    forces over seas
        infl      - Inflation rate (ln(cpi_{t}/cpi_{t-1}) * 400)
        realint   - Real interest rate (tbilrate - infl)
"""


def load_pandas():
    data = _get_data()
    return du.Dataset(data=data, names=list(data.columns))


def load(as_pandas=None):
    """
    Load the US macro 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 macrodata Dataset instance does not contain endog and exog attributes.
    """
    return du.as_numpy_dataset(load_pandas(), as_pandas=as_pandas)


def _get_data():
    return du.load_csv(__file__, 'macrodata.csv').astype(float)


variable_names = ["realcons", "realgdp", "realinv"]


def __str__():
    return "macrodata"