load_longley#

load_longley(y_name='TOTEMP')[source]#

Load the Longley dataset for forecasting with exogenous variables.

Parameters:
y_name: str, optional (default=”TOTEMP”)

Name of target variable (y)

Returns:
y: pd.Series

The target series to be predicted.

X: pd.DataFrame

The exogenous time series data for the problem.

Notes

This mulitvariate time series 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)

Examples

>>> from aeon.datasets import load_longley
>>> y, X = load_longley()