Back to models
Dataset (Forecasting)

Macroeconomic

API referenceSource

Load the US Macroeconomic dataset for multivariate time series forecasting.

Quickstart

python
from sktime.datasets.forecasting.macroeconomic import Macroeconomic

estimator = Macroeconomic

Examples

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

References

  1. [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.