B ZH @sdZdZdZeZdZdZeZdZddlm Z m Z m Z ddl m Z dd lmZdd lmZmZd d Zd dZddZdddgZddZdS)z United States Macroeconomic dataZrestructuredtextzThis is public domain.a 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. z)US Macroeconomic Data for 1959Q1 - 2009Q3a:: 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) ) recfromtxt column_stackarray) DataFrame)Dataset)dirnameabspathcCst}|jj}t||d}|S)a Load the US macro data and return a Dataset class. Returns ------- Dataset instance: See DATASET_PROPOSAL.txt for more information. Notes ----- The macrodata Dataset instance does not contain endog and exog attributes. )datanames) _get_datadtyper r)r r datasetrBlib/python3.7/site-packages/statsmodels/datasets/macrodata/data.pyload>s  rcCst}t|j|_|S)N)rrr )r rrr load_pandasPs rc Cs:ttt}t|dd}t|ddtd}WdQRX|S)Nz/macrodata.csvrb,T)Z delimiterr r )rr__file__openrfloat)filepathfr rrrr Us  r ZrealconsZrealgdpZrealinvcCsdS)NZ macrodatarrrrr__str___srN)__doc__Z __docformat__Z COPYRIGHTZTITLEZSOURCEZ DESCRSHORTZ DESCRLONGZNOTEZnumpyrrrZpandasrZstatsmodels.datasets.utilsros.pathrrrrr Zvariable_namesrrrrrs