4.2.4.11.1.1. statsmodels.datasets.grunfeld.load¶

statsmodels.datasets.grunfeld.load()[source]¶

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)