sktime.datasets.base
.load_longley¶
-
sktime.datasets.base.
load_longley
(y_name='TOTEMP')[source]¶ Load the Longley multivariate time series dataset for forecasting with exogenous variables.
- Parameters
y_name (str, optional (default="TOTEMP")) – Name of target variable (y)
- Returns
y (pandas.Series) – The target series to be predicted.
X (pandas.DataFrame) – The exogenous time series data for the problem.
Details
——-
This dataset contains various US macroeconomic variables from 1947 to
1962 that are known to be highly
collinear.
Dimensionality (multivariate, 6)
Series length (16)
Frequency (Yearly)
Number of cases (1)
Variable description
TOTEMP - Total employment
GNPDEFL - Gross national product deflator
GNP - Gross national product
UNEMP - Number of unemployed
ARMED - Size of armed forces
POP - Population
References
- 1
Longley, J.W. (1967) “An Appraisal of Least Squares Programs for the Electronic Computer from the Point of View of the User.” Journal of the American Statistical Association. 62.319, 819-41. (https://www.itl.nist.gov/div898/strd/lls/data/LINKS/DATA/Longley.dat)