Macroeconomic

class Macroeconomic[source]

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")

Methods

`cache_files_directory`()	Get the directory where cache files are stored.
`cleanup_cache_files`()	Cleanup cache files from the cache directory.
`clone`()	Obtain a clone of the object with same hyper-parameters and config.
`clone_tags`(estimator[, tag_names])	Clone tags from another object as dynamic override.
`create_test_instance`([parameter_set])	Construct an instance of the class, using first test parameter set.
`create_test_instances_and_names`([parameter_set])	Create list of all test instances and a list of names for them.
`get_class_tag`(tag_name[, tag_value_default])	Get class tag value from class, with tag level inheritance from parents.
`get_class_tags`()	Get class tags from class, with tag level inheritance from parent classes.
`get_config`()	Get config flags for self.
`get_param_defaults`()	Get object's parameter defaults.
`get_param_names`([sort])	Get object's parameter names.
`get_params`([deep])	Get a dict of parameters values for this object.
`get_tag`(tag_name[, tag_value_default, ...])	Get tag value from instance, with tag level inheritance and overrides.
`get_tags`()	Get tags from instance, with tag level inheritance and overrides.
`get_test_params`([parameter_set])	Return testing parameter settings for the skbase object.
`is_composite`()	Check if the object is composed of other BaseObjects.
`keys`()	Return a list of available sets.
`load`(*args)	Load the dataset.
`load_from_path`(serial)	Load object from file location.
`load_from_serial`(serial)	Load object from serialized memory container.
`loader_func`()	Load the US Macroeconomic Data [Ra944f0b833f8-1].
`reset`()	Reset the object to a clean post-init state.
`save`([path, serialization_format])	Save serialized self to bytes-like object or to (.zip) file.
`set_config`(**config_dict)	Set config flags to given values.
`set_params`(**params)	Set the parameters of this object.
`set_random_state`([random_state, deep, ...])	Set random_state pseudo-random seed parameters for self.
`set_tags`(**tag_dict)	Set instance level tag overrides to given values.

get_loader_func