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1"""(West) German interest and inflation rate 1972-1998""" 

2from statsmodels.datasets import utils as du 

3 

4__docformat__ = 'restructuredtext' 

5 

6COPYRIGHT = """...""" # TODO 

7TITLE = __doc__ 

8SOURCE = """ 

9http://www.jmulti.de/download/datasets/e6.dat 

10""" 

11 

12DESCRSHORT = """(West) German interest and inflation rate 1972Q2 - 1998Q4""" 

13 

14DESCRLONG = """West German (until 1990) / German (afterwards) interest and 

15inflation rate 1972Q2 - 1998Q4 

16""" 

17 

18 

19NOTE = """:: 

20 Number of Observations - 107 

21 

22 Number of Variables - 2 

23 

24 Variable name definitions:: 

25 

26 year - 1972q2 - 1998q4 

27 quarter - 1-4 

28 Dp - Delta log gdp deflator 

29 R - nominal long term interest rate 

30""" 

31 

32variable_names = ["Dp", "R"] 

33first_season = 1 # 1 stands for: first observation in Q2 (0 would mean Q1) 

34 

35 

36def load(as_pandas=None): 

37 """ 

38 Load the West German interest/inflation data and return a Dataset class. 

39 

40 Parameters 

41 ---------- 

42 as_pandas : bool 

43 Flag indicating whether to return pandas DataFrames and Series 

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

45 

46 Returns 

47 ------- 

48 Dataset instance: 

49 See DATASET_PROPOSAL.txt for more information. 

50 

51 Notes 

52 ----- 

53 The interest_inflation Dataset instance does not contain endog and exog 

54 attributes. 

55 """ 

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

57 

58 

59def load_pandas(): 

60 data = _get_data() 

61 names = data.columns 

62 dataset = du.Dataset(data=data, names=names) 

63 return dataset 

64 

65 

66def _get_data(): 

67 return du.load_csv(__file__, 'E6.csv', convert_float=True) 

68 

69def __str__(): 

70 return "e6"