"""Danish Money Demand Data""" import pandas as pd from statsmodels.datasets import utils as du __docformat__ = "restructuredtext" COPYRIGHT = """This is public domain.""" TITLE = __doc__ SOURCE = """ Danish data used in S. Johansen and K. Juselius. For estimating estimating a money demand function:: [1] Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 2, 169-210. """ DESCRSHORT = """Danish Money Demand Data""" DESCRLONG = DESCRSHORT NOTE = """:: Number of Observations - 55 Number of Variables - 5 Variable name definitions:: lrm - Log real money lry - Log real income lpy - Log prices ibo - Bond rate ide - Deposit rate """ def load_pandas(): data = _get_data() data.index.freq = "QS-JAN" return du.Dataset(data=data, names=list(data.columns)) def load(): """ Load the US macro data and return a Dataset class. Returns ------- Dataset See DATASET_PROPOSAL.txt for more information. Notes ----- The Dataset instance does not contain endog and exog attributes. """ return load_pandas() def _get_data(): data = du.load_csv(__file__, "data.csv") data["period"] = pd.to_datetime(data.period) return data.set_index("period").astype(float) variable_names = ["lrm", "lry", "lpy", "ibo", "ide"] def __str__(): return "danish_data"