"""United States Macroeconomic data""" __docformat__ = 'restructuredtext' COPYRIGHT = """This is public domain.""" TITLE = __doc__ SOURCE = """ 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. """ DESCRSHORT = """US Macroeconomic Data for 1959Q1 - 2009Q3""" DESCRLONG = DESCRSHORT NOTE = """:: 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) """ from numpy import recfromtxt, column_stack, array from pandas import DataFrame from statsmodels.datasets.utils import Dataset from os.path import dirname, abspath def load(): """ 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. """ data = _get_data() names = data.dtype.names dataset = Dataset(data=data, names=names) return dataset def load_pandas(): dataset = load() dataset.data = DataFrame(dataset.data) return dataset def _get_data(): filepath = dirname(abspath(__file__)) data = recfromtxt(open(filepath + '/macrodata.csv', 'rb'), delimiter=",", names=True, dtype=float) return data