{ "cells": [ { "attachments": {}, "cell_type": "markdown", "metadata": { "colab_type": "text", "id": "lHecaO_7JG6L" }, "source": [ "# EDA on Numerical Data\n" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "version: 0.1.33+20.g8433774.dirty\n", "is notebook? True\n", "is colab? False\n", "evironment varialbles:\n", "{'EKORPKIT_CONFIG_DIR': '/workspace/projects/ekorpkit-book/config',\n", " 'EKORPKIT_DATA_DIR': None,\n", " 'EKORPKIT_PROJECT': 'ekorpkit-book',\n", " 'EKORPKIT_WORKSPACE_ROOT': '/workspace',\n", " 'NUM_WORKERS': 230}\n" ] } ], "source": [ "%config InlineBackend.figure_format='retina'\n", "import logging\n", "from ekorpkit import eKonf\n", "\n", "logging.basicConfig(level=logging.WARNING)\n", "print(\"version:\", eKonf.__version__)\n", "print(\"is notebook?\", eKonf.is_notebook())\n", "print(\"is colab?\", eKonf.is_colab())\n", "print(\"evironment varialbles:\")\n", "eKonf.print(eKonf.env().dict())" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "data_dir = \"../data/fomc\"\n" ] }, { "attachments": {}, "cell_type": "markdown", "metadata": {}, "source": [ "## Load preprocessed data\n" ] }, { "cell_type": "code", "execution_count": 3, "metadata": { "colab": { "base_uri": "https://localhost:8080/", "height": 459 }, "colab_type": "code", "id": "bmmhSA9Yz8xM", "outputId": "8435b794-3686-45bc-8ffd-4cedc0d79b47" }, "outputs": [ { "data": { "text/html": [ "
\n", " | unscheduled | \n", "forecast | \n", "confcall | \n", "speaker | \n", "rate | \n", "rate_change | \n", "rate_decision | \n", "rate_changed | \n", "GDP | \n", "GDP_diff_prev | \n", "... | \n", "Rate | \n", "Taylor | \n", "Balanced | \n", "Inertia | \n", "Taylor-Rate | \n", "Balanced-Rate | \n", "Inertia-Rate | \n", "Taylor_diff | \n", "Balanced_diff | \n", "Inertia_diff | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
2021-11-03 | \n", "False | \n", "False | \n", "False | \n", "Jerome Powell | \n", "0.25 | \n", "0.00 | \n", "0.0 | \n", "0 | \n", "19478.893 | \n", "0.570948 | \n", "... | \n", "0.25 | \n", "5.747177 | \n", "4.940210 | \n", "-0.528532 | \n", "5.497177 | \n", "4.690210 | \n", "-0.778532 | \n", "0.0 | \n", "0.0 | \n", "0.0 | \n", "
2021-12-15 | \n", "False | \n", "True | \n", "False | \n", "Jerome Powell | \n", "0.25 | \n", "0.00 | \n", "0.0 | \n", "0 | \n", "19478.893 | \n", "0.570948 | \n", "... | \n", "0.25 | \n", "6.472329 | \n", "5.665362 | \n", "-0.637304 | \n", "6.222329 | \n", "5.415362 | \n", "-0.887304 | \n", "0.0 | \n", "0.0 | \n", "0.0 | \n", "
2022-01-26 | \n", "False | \n", "False | \n", "False | \n", "Jerome Powell | \n", "0.25 | \n", "0.00 | \n", "0.0 | \n", "0 | \n", "19478.893 | \n", "0.570948 | \n", "... | \n", "0.25 | \n", "7.222928 | \n", "6.415961 | \n", "-0.749894 | \n", "6.972928 | \n", "6.165961 | \n", "-0.999894 | \n", "0.0 | \n", "0.0 | \n", "0.0 | \n", "
2022-03-16 | \n", "False | \n", "True | \n", "False | \n", "Jerome Powell | \n", "0.50 | \n", "0.25 | \n", "1.0 | \n", "1 | \n", "19806.290 | \n", "1.680778 | \n", "... | \n", "0.25 | \n", "8.499377 | \n", "8.267766 | \n", "-1.027665 | \n", "8.249377 | \n", "8.017766 | \n", "-1.277665 | \n", "0.0 | \n", "0.0 | \n", "0.0 | \n", "
2022-05-04 | \n", "False | \n", "False | \n", "False | \n", "Jerome Powell | \n", "1.00 | \n", "0.50 | \n", "1.0 | \n", "1 | \n", "19735.895 | \n", "-0.355417 | \n", "... | \n", "0.50 | \n", "8.094924 | \n", "7.420939 | \n", "-0.688141 | \n", "7.594924 | \n", "6.920939 | \n", "-1.188141 | \n", "0.0 | \n", "0.0 | \n", "0.0 | \n", "
5 rows × 58 columns
\n", "\n", " | Rate Decision | \n", "rate_decision | \n", "prev_decision | \n", "next_decision | \n", "
---|---|---|---|---|
date | \n", "\n", " | \n", " | \n", " | \n", " |
1982-10-05 | \n", "Cut | \n", "-1 | \n", "NaN | \n", "-1.0 | \n", "
1982-11-16 | \n", "Cut | \n", "-1 | \n", "-1.0 | \n", "0.0 | \n", "
1982-12-21 | \n", "Hold | \n", "0 | \n", "-1.0 | \n", "0.0 | \n", "
1983-01-14 | \n", "Hold | \n", "0 | \n", "0.0 | \n", "0.0 | \n", "
1983-01-21 | \n", "Hold | \n", "0 | \n", "0.0 | \n", "0.0 | \n", "
\n", " | rate | \n", "rate_change | \n", "rate_decision | \n", "rate_changed | \n", "GDP | \n", "GDP_diff_prev | \n", "GDP_diff_year | \n", "GDPPOT | \n", "GDPPOT_diff_prev | \n", "GDPPOT_diff_year | \n", "... | \n", "Balanced | \n", "Inertia | \n", "Taylor-Rate | \n", "Balanced-Rate | \n", "Inertia-Rate | \n", "Taylor_diff | \n", "Balanced_diff | \n", "Inertia_diff | \n", "prev_decision | \n", "next_decision | \n", "
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
count | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "... | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "415.000000 | \n", "414.000000 | \n", "414.000000 | \n", "
mean | \n", "3.968976 | \n", "-0.019880 | \n", "-0.012048 | \n", "0.334940 | \n", "12815.408884 | \n", "0.657814 | \n", "2.523898 | \n", "13018.548855 | \n", "0.643467 | \n", "2.616803 | \n", "... | \n", "3.324700 | \n", "2.893358 | \n", "0.005563 | \n", "-0.665962 | \n", "-1.097304 | \n", "0.002576 | \n", "0.005238 | \n", "-0.002322 | \n", "-0.014493 | \n", "-0.009662 | \n", "
std | \n", "3.036522 | \n", "0.228714 | \n", "0.579313 | \n", "0.472539 | \n", "3719.399375 | \n", "1.085580 | \n", "2.203739 | \n", "3776.658124 | \n", "0.185616 | \n", "0.756947 | \n", "... | \n", "2.069550 | \n", "2.373858 | \n", "1.899151 | \n", "2.141286 | \n", "0.711029 | \n", "0.058706 | \n", "0.088255 | \n", "0.026755 | \n", "0.577867 | \n", "0.577968 | \n", "
min | \n", "0.000000 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.000000 | \n", "6804.139000 | \n", "-8.937251 | \n", "-9.083737 | \n", "7271.207419 | \n", "0.318708 | \n", "1.303969 | \n", "... | \n", "0.000000 | \n", "-1.027665 | \n", "-4.920215 | \n", "-8.061836 | \n", "-2.699376 | \n", "-0.400621 | \n", "-0.400621 | \n", "-0.425000 | \n", "-1.000000 | \n", "-1.000000 | \n", "
25% | \n", "1.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "9394.834000 | \n", "0.426261 | \n", "1.701703 | \n", "9597.373675 | \n", "0.475884 | \n", "1.915027 | \n", "... | \n", "1.731034 | \n", "0.561801 | \n", "-1.470860 | \n", "-1.661544 | \n", "-1.567363 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
50% | \n", "4.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "13183.890000 | \n", "0.678051 | \n", "2.673107 | \n", "13014.429940 | \n", "0.642412 | \n", "2.615226 | \n", "... | \n", "3.386536 | \n", "2.788555 | \n", "0.052807 | \n", "-0.293935 | \n", "-1.130361 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
75% | \n", "6.000000 | \n", "0.000000 | \n", "0.000000 | \n", "1.000000 | \n", "15781.342000 | \n", "0.988107 | \n", "3.908365 | \n", "16227.234340 | \n", "0.777802 | \n", "3.150223 | \n", "... | \n", "4.723309 | \n", "4.507101 | \n", "1.361705 | \n", "0.475418 | \n", "-0.455663 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
max | \n", "11.500000 | \n", "1.125000 | \n", "1.000000 | \n", "1.000000 | \n", "19806.290000 | \n", "7.547535 | \n", "12.226677 | \n", "20003.730000 | \n", "1.058177 | \n", "4.280368 | \n", "... | \n", "8.267766 | \n", "8.901506 | \n", "8.249377 | \n", "8.017766 | \n", "-0.037500 | \n", "0.616857 | \n", "1.233715 | \n", "0.060093 | \n", "1.000000 | \n", "1.000000 | \n", "
8 rows × 46 columns
\n", "