load_longley¶

load_longley(return_array=True)[source]¶

Load the Longley multivariate time series.

This time series contains six 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

Parameters:

return_arraybool, default=True: return series as an np.ndarray if True, else as a pd.DataFrame in wide format.

Returns:

np.ndarray or pd.DataFrame: US Change dataset, shape (6, 16).

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
>>> data = load_longley()
>>> data.shape
(6, 16)
>>> data = load_longley(return_array=False)
>>> data.shape
(6, 16)