74 lines
1.6 KiB
Python
74 lines
1.6 KiB
Python
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"""Longley dataset"""
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from statsmodels.datasets import utils as du
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__docformat__ = 'restructuredtext'
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COPYRIGHT = """This is public domain."""
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TITLE = __doc__
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SOURCE = """
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The classic 1967 Longley Data
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http://www.itl.nist.gov/div898/strd/lls/data/Longley.shtml
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::
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Longley, J.W. (1967) "An Appraisal of Least Squares Programs for the
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Electronic Comptuer from the Point of View of the User." Journal of
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the American Statistical Association. 62.319, 819-41.
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"""
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DESCRSHORT = """"""
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DESCRLONG = """The Longley dataset contains various US macroeconomic
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variables that are known to be highly collinear. It has been used to appraise
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the accuracy of least squares routines."""
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NOTE = """::
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Number of Observations - 16
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Number of Variables - 6
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Variable name definitions::
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TOTEMP - Total Employment
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GNPDEFL - GNP deflator
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GNP - GNP
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UNEMP - Number of unemployed
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ARMED - Size of armed forces
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POP - Population
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YEAR - Year (1947 - 1962)
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"""
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def load():
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"""
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Load the Longley 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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"""
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return load_pandas()
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def load_pandas():
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"""
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Load the Longley 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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"""
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data = _get_data()
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return du.process_pandas(data, endog_idx=0)
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def _get_data():
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data = du.load_csv(__file__, 'longley.csv')
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data = data.iloc[:, [1, 2, 3, 4, 5, 6, 7]].astype(float)
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return data
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