U md @sPdZddlZddlmZdZdZeZdZ dZ e Z dZ d d Z d d Zd dZdS)zGrunfeld (1950) Investment DataN)utilsrestructuredtextzThis is public domain.aThis 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 z2Grunfeld (1950) Investment Data for 11 U.S. Firms.ax:: 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. cCstS)# Loads the Grunfeld data and returns a Dataset class. Returns ------- Dataset 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) ) load_pandasrr[/home/sam/Atlas/atlas_env/lib/python3.8/site-packages/statsmodels/datasets/grunfeld/data.pyload-srcCs6t}|jt|_t|}tj|dd}||_|S)rr)Z endog_idx) _get_datayearZastypefloatpdZ get_dummiesduZprocess_pandasraw_data)datarZdsrrrr=s  rcCsttd}|S)Nz grunfeld.csv)r Zload_csv__file__)rrrrr Ss r )__doc__Zpandasr Zstatsmodels.datasetsrr __docformat__Z COPYRIGHTZTITLEZSOURCEZ DESCRSHORTZ DESCRLONGNOTErrr rrrrs