Load the Longley dataset for forecasting with exogenous variables.
- y_name: str, optional (default=”TOTEMP”)
Name of target variable (y)
- y: pd.Series
The target series to be predicted.
- X: pd.DataFrame
The exogenous time series data for the problem.
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
TOTEMP - Total employment GNPDEFL - Gross national product deflator GNP - Gross national product UNEMP - Number of unemployed ARMED - Size of armed forces POP - Population
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)
>>> from sktime.datasets import load_longley >>> y, X = load_longley()