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1"""United States Macroeconomic data""" 

2from statsmodels.datasets import utils as du 

3 

4__docformat__ = 'restructuredtext' 

5 

6COPYRIGHT = """This is public domain.""" 

7TITLE = __doc__ 

8SOURCE = """ 

9Compiled by Skipper Seabold. All data are from the Federal Reserve Bank of St. 

10Louis [1] except the unemployment rate which was taken from the National 

11Bureau of Labor Statistics [2]. :: 

12 

13 [1] Data Source: FRED, Federal Reserve Economic Data, Federal Reserve Bank of 

14 St. Louis; http://research.stlouisfed.org/fred2/; accessed December 15, 

15 2009. 

16 

17 [2] Data Source: Bureau of Labor Statistics, U.S. Department of Labor; 

18 http://www.bls.gov/data/; accessed December 15, 2009. 

19""" 

20 

21DESCRSHORT = """US Macroeconomic Data for 1959Q1 - 2009Q3""" 

22 

23DESCRLONG = DESCRSHORT 

24 

25NOTE = """:: 

26 Number of Observations - 203 

27 

28 Number of Variables - 14 

29 

30 Variable name definitions:: 

31 

32 year - 1959q1 - 2009q3 

33 quarter - 1-4 

34 realgdp - Real gross domestic product (Bil. of chained 2005 US$, 

35 seasonally adjusted annual rate) 

36 realcons - Real personal consumption expenditures (Bil. of chained 

37 2005 US$, seasonally adjusted annual rate) 

38 realinv - Real gross private domestic investment (Bil. of chained 

39 2005 US$, seasonally adjusted annual rate) 

40 realgovt - Real federal consumption expenditures & gross investment 

41 (Bil. of chained 2005 US$, seasonally adjusted annual rate) 

42 realdpi - Real private disposable income (Bil. of chained 2005 

43 US$, seasonally adjusted annual rate) 

44 cpi - End of the quarter consumer price index for all urban 

45 consumers: all items (1982-84 = 100, seasonally adjusted). 

46 m1 - End of the quarter M1 nominal money stock (Seasonally 

47 adjusted) 

48 tbilrate - Quarterly monthly average of the monthly 3-month 

49 treasury bill: secondary market rate 

50 unemp - Seasonally adjusted unemployment rate (%) 

51 pop - End of the quarter total population: all ages incl. armed 

52 forces over seas 

53 infl - Inflation rate (ln(cpi_{t}/cpi_{t-1}) * 400) 

54 realint - Real interest rate (tbilrate - infl) 

55""" 

56 

57 

58def load_pandas(): 

59 data = _get_data() 

60 return du.Dataset(data=data, names=list(data.columns)) 

61 

62 

63def load(as_pandas=None): 

64 """ 

65 Load the US macro data and return a Dataset class. 

66 

67 Parameters 

68 ---------- 

69 as_pandas : bool 

70 Flag indicating whether to return pandas DataFrames and Series 

71 or numpy recarrays and arrays. If True, returns pandas. 

72 

73 Returns 

74 ------- 

75 Dataset instance: 

76 See DATASET_PROPOSAL.txt for more information. 

77 

78 Notes 

79 ----- 

80 The macrodata Dataset instance does not contain endog and exog attributes. 

81 """ 

82 return du.as_numpy_dataset(load_pandas(), as_pandas=as_pandas) 

83 

84 

85def _get_data(): 

86 return du.load_csv(__file__, 'macrodata.csv').astype(float) 

87 

88 

89variable_names = ["realcons", "realgdp", "realinv"] 

90 

91 

92def __str__(): 

93 return "macrodata"