ó áp7]c@sndZddlZddlmZdZdZeZdZ dZ e Z dZ dd „Zd „Zd „ZdS( sGrunfeld (1950) Investment DataiÿÿÿÿN(tutilstrestructuredtextsThis is public domain.sŽThis 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 s2Grunfeld (1950) Investment Data for 11 U.S. Firms.sx:: 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. cCstjtƒd|ƒS(sé Loads the Grunfeld data and returns 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 ----- raw_data has the firm variable expanded to dummy variables for each firm (ie., there is no reference dummy) t as_pandas(tdutas_numpy_datasett load_pandas(R((sAlib/python2.7/site-packages/statsmodels/datasets/grunfeld/data.pytload-scCsOtƒ}|jjtƒ|_tj|ƒ}tj|ddƒ}||_|S(s- 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) t endog_idxi( t _get_datatyeartastypetfloattpdt get_dummiesRtprocess_pandastraw_data(tdataRtds((sAlib/python2.7/site-packages/statsmodels/datasets/grunfeld/data.pyRCs   cCstjtdƒ}|S(Ns grunfeld.csv(Rtload_csvt__file__(R((sAlib/python2.7/site-packages/statsmodels/datasets/grunfeld/data.pyRYs(t__doc__tpandasR tstatsmodels.datasetsRRt __docformat__t COPYRIGHTtTITLEtSOURCEt DESCRSHORTt DESCRLONGtNOTEtNoneRRR(((sAlib/python2.7/site-packages/statsmodels/datasets/grunfeld/data.pyts