"""Grunfeld (1950) Investment Data"""
__docformat__ = 'restructuredtext'
COPYRIGHT = """This is public domain."""
TITLE = __doc__
SOURCE = """This is the Grunfeld (1950) Investment Data.
The source for the data was the original 11-firm data set from Grunfeld's Ph.D.
thesis recreated by Kleiber and Zeileis (2008) "The Grunfeld Data at 50".
The data can be found here.
http://statmath.wu-wien.ac.at/~zeileis/grunfeld/
For a note on the many versions of the Grunfeld data circulating see:
http://www.stanford.edu/~clint/bench/grunfeld.htm
"""
DESCRSHORT = """Grunfeld (1950) Investment Data for 11 U.S. Firms."""
DESCRLONG = DESCRSHORT
NOTE = """::
Number of observations - 220 (20 years for 11 firms)
Number of variables - 5
Variables name definitions::
invest - Gross investment in 1947 dollars
value - Market value as of Dec. 31 in 1947 dollars
capital - Stock of plant and equipment in 1947 dollars
firm - General Motors, US Steel, General Electric, Chrysler,
Atlantic Refining, IBM, Union Oil, Westinghouse, Goodyear,
Diamond Match, American Steel
year - 1935 - 1954
Note that raw_data has firm expanded to dummy variables, since it is a
string categorical variable.
"""
from numpy import recfromtxt, column_stack, array
from statsmodels.datasets import utils as du
from os.path import dirname, abspath
[docs]def load():
"""
Loads the Grunfeld data and returns a Dataset class.
Returns
-------
Dataset instance:
See DATASET_PROPOSAL.txt for more information.
Notes
-----
raw_data has the firm variable expanded to dummy variables for each
firm (ie., there is no reference dummy)
"""
from statsmodels.tools import categorical
data = _get_data()
raw_data = categorical(data, col='firm', drop=True)
ds = du.process_recarray(data, endog_idx=0, stack=False)
ds.raw_data = raw_data
return ds
[docs]def load_pandas():
"""
Loads the Grunfeld data and returns a Dataset class.
Returns
-------
Dataset instance:
See DATASET_PROPOSAL.txt for more information.
Notes
-----
raw_data has the firm variable expanded to dummy variables for each
firm (ie., there is no reference dummy)
"""
from pandas import DataFrame
from statsmodels.tools import categorical
data = _get_data()
raw_data = categorical(data, col='firm', drop=True)
ds = du.process_recarray_pandas(data, endog_idx=0)
ds.raw_data = DataFrame(raw_data)
return ds
def _get_data():
filepath = dirname(abspath(__file__))
data = recfromtxt(open(filepath + '/grunfeld.csv','rb'), delimiter=",",
names=True, dtype="f8,f8,f8,a17,f8")
return data