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)