some new features

.venv/lib/python3.12/site-packages/statsmodels/datasets/danish_data/data.py

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+"""Danish Money Demand Data"""
+import pandas as pd
+
+from statsmodels.datasets import utils as du
+
+__docformat__ = "restructuredtext"
+
+COPYRIGHT = """This is public domain."""
+TITLE = __doc__
+SOURCE = """
+Danish data used in S. Johansen and K. Juselius.  For estimating
+estimating a money demand function::
+
+    [1] Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation
+        and Inference on Cointegration - with Applications to the Demand
+        for Money, Oxford Bulletin of Economics and Statistics, 52, 2,
+        169-210.
+"""
+
+DESCRSHORT = """Danish Money Demand Data"""
+
+DESCRLONG = DESCRSHORT
+
+NOTE = """::
+    Number of Observations - 55
+
+    Number of Variables - 5
+
+    Variable name definitions::
+
+        lrm - Log real money
+        lry - Log real income
+        lpy - Log prices
+        ibo - Bond rate
+        ide - Deposit rate
+"""
+
+
+def load_pandas():
+    data = _get_data()
+    data.index.freq = "QS-JAN"
+    return du.Dataset(data=data, names=list(data.columns))
+
+
+def load():
+    """
+    Load the US macro data and return a Dataset class.
+
+    Returns
+    -------
+    Dataset
+        See DATASET_PROPOSAL.txt for more information.
+
+    Notes
+    -----
+    The Dataset instance does not contain endog and exog attributes.
+    """
+    return load_pandas()
+
+
+def _get_data():
+    data = du.load_csv(__file__, "data.csv")
+    for i, val in enumerate(data.period):
+        parts = val.split("Q")
+        month = (int(parts[1]) - 1) * 3 + 1
+
+        data.loc[data.index[i], "period"] = f"{parts[0]}-{month:02d}-01"
+    data["period"] = pd.to_datetime(data.period)
+    return data.set_index("period").astype(float)
+
+
+variable_names = ["lrm", "lry", "lpy", "ibo", "ide"]
+
+
+def __str__():
+    return "danish_data"