65 lines
1.4 KiB
Python
65 lines
1.4 KiB
Python
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"""(West) German interest and inflation rate 1972-1998"""
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from statsmodels.datasets import utils as du
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__docformat__ = 'restructuredtext'
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COPYRIGHT = """...""" # TODO
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TITLE = __doc__
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SOURCE = """
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http://www.jmulti.de/download/datasets/e6.dat
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"""
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DESCRSHORT = """(West) German interest and inflation rate 1972Q2 - 1998Q4"""
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DESCRLONG = """West German (until 1990) / German (afterwards) interest and
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inflation rate 1972Q2 - 1998Q4
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"""
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NOTE = """::
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Number of Observations - 107
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Number of Variables - 2
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Variable name definitions::
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year - 1972q2 - 1998q4
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quarter - 1-4
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Dp - Delta log gdp deflator
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R - nominal long term interest rate
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"""
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variable_names = ["Dp", "R"]
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first_season = 1 # 1 stands for: first observation in Q2 (0 would mean Q1)
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def load():
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"""
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Load the West German interest/inflation data and return a Dataset class.
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Returns
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-------
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Dataset
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See DATASET_PROPOSAL.txt for more information.
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Notes
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-----
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The interest_inflation Dataset instance does not contain endog and exog
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attributes.
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"""
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return load_pandas()
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def load_pandas():
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data = _get_data()
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names = data.columns
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dataset = du.Dataset(data=data, names=names)
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return dataset
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def _get_data():
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return du.load_csv(__file__, 'E6.csv', convert_float=True)
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def __str__():
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return "e6"
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