Dataset (Forecasting)

Macroeconomic

API-Referenz Quellcode

Load the US Macroeconomic dataset for multivariate time series forecasting.

Notes

This dataset contains US Macroeconomic Data from 1959Q1 to 2009Q3.

Dimensionality: multivariate, 14 Series length: 203 Frequency: Quarterly Number of cases: 1

This data is kindly wrapped via statsmodels.datasets.macrodata.

References

[1]

Wrapped via statsmodels: https://www.statsmodels.org/dev/datasets/generated/macrodata.html

[2]

Data Source: FRED, Federal Reserve Economic Data, Federal Reserve Bank of St. Louis; http://research.stlouisfed.org/fred2/; accessed December 15, 2009.

[3]

Data Source: Bureau of Labor Statistics, U.S. Department of Labor; http://www.bls.gov/data/; accessed December 15, 2009.

Examples

>>> from sktime.datasets.forecasting import Macroeconomic
>>> y = Macroeconomic().load("y")

Schnellstart

python

from sktime.datasets.forecasting.macroeconomic import Macroeconomic

estimator = Macroeconomic

Beispiele

>>> from sktime.datasets.forecasting import Macroeconomic
>>> y = Macroeconomic (). load ("y")

Referenzen

[1]

Wrapped via statsmodels: https://www.statsmodels.org/dev/datasets/generated/macrodata.html

[2]

Data Source: FRED, Federal Reserve Economic Data, Federal Reserve Bank of St. Louis; http://research.stlouisfed.org/fred2/; accessed December 15, 2009.

[3]

Data Source: Bureau of Labor Statistics, U.S. Department of Labor; http://www.bls.gov/data/; accessed December 15, 2009.