"""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"