File: load_macrodata.py

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statsmodels 0.14.6%2Bdfsg-1
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import pandas as pd

import statsmodels.api as sm

dta = sm.datasets.macrodata.load_pandas().data
dates = sm.tsa.datetools.dates_from_range('1959Q1', '2009Q3')
index = pd.DatetimeIndex(dates)
dta.set_index(index, inplace=True)