B Zk @sldZdZdZeZdZdZeZdZddlm Z m Z m Z ddl m Zdd lmZmZd d Zd d ZddZdS)zGrunfeld (1950) Investment DataZrestructuredtextzThis is public domain.aThis is the Grunfeld (1950) Investment Data. The source for the data was the original 11-firm data set from Grunfeld's Ph.D. thesis recreated by Kleiber and Zeileis (2008) "The Grunfeld Data at 50". The data can be found here. http://statmath.wu-wien.ac.at/~zeileis/grunfeld/ For a note on the many versions of the Grunfeld data circulating see: http://www.stanford.edu/~clint/bench/grunfeld.htm z2Grunfeld (1950) Investment Data for 11 U.S. Firms.ax:: Number of observations - 220 (20 years for 11 firms) Number of variables - 5 Variables name definitions:: invest - Gross investment in 1947 dollars value - Market value as of Dec. 31 in 1947 dollars capital - Stock of plant and equipment in 1947 dollars firm - General Motors, US Steel, General Electric, Chrysler, Atlantic Refining, IBM, Union Oil, Westinghouse, Goodyear, Diamond Match, American Steel year - 1935 - 1954 Note that raw_data has firm expanded to dummy variables, since it is a string categorical variable. ) recfromtxt column_stackarray)utils)dirnameabspathcCs:ddlm}t}||ddd}tj|ddd}||_|S)a- Loads the Grunfeld data and returns a Dataset class. Returns ------- Dataset instance: See DATASET_PROPOSAL.txt for more information. Notes ----- raw_data has the firm variable expanded to dummy variables for each firm (ie., there is no reference dummy) r) categoricalfirmT)coldropF) endog_idxstack)statsmodels.toolsr _get_dataduZprocess_recarrayraw_data)rdatardsrAlib/python3.7/site-packages/statsmodels/datasets/grunfeld/data.pyload.s  rcCsHddlm}ddlm}t}||ddd}tj|dd}|||_|S)a- Loads the Grunfeld data and returns a Dataset class. Returns ------- Dataset instance: See DATASET_PROPOSAL.txt for more information. Notes ----- raw_data has the firm variable expanded to dummy variables for each firm (ie., there is no reference dummy) r) DataFrame)rr T)r r )r )ZpandasrrrrrZprocess_recarray_pandasr)rrrrrrrr load_pandasCs   rc Cs:ttt}t|dd}t|dddd}WdQRX|S)Nz /grunfeld.csvrb,Tzf8,f8,f8,a17,f8)Z delimiternamesZdtype)rr__file__openr)filepathfrrrrrYs  rN)__doc__Z __docformat__Z COPYRIGHTZTITLEZSOURCEZ DESCRSHORTZ DESCRLONGZNOTEZnumpyrrrZstatsmodels.datasetsrros.pathrrrrrrrrrs