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확률 통계
시계열 분석
공개

2025년 7월 12일

import statsmodels.api as sm
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns

plt.rcParams['font.family'] = 'Noto Sans KR'

macro_econ_data = sm.datasets.macrodata.load_pandas().data
macro_econ_data
year quarter realgdp realcons realinv realgovt realdpi cpi m1 tbilrate unemp pop infl realint
0 1959.0 1.0 2710.349 1707.4 286.898 470.045 1886.9 28.980 139.7 2.82 5.8 177.146 0.00 0.00
1 1959.0 2.0 2778.801 1733.7 310.859 481.301 1919.7 29.150 141.7 3.08 5.1 177.830 2.34 0.74
2 1959.0 3.0 2775.488 1751.8 289.226 491.260 1916.4 29.350 140.5 3.82 5.3 178.657 2.74 1.09
3 1959.0 4.0 2785.204 1753.7 299.356 484.052 1931.3 29.370 140.0 4.33 5.6 179.386 0.27 4.06
4 1960.0 1.0 2847.699 1770.5 331.722 462.199 1955.5 29.540 139.6 3.50 5.2 180.007 2.31 1.19
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
198 2008.0 3.0 13324.600 9267.7 1990.693 991.551 9838.3 216.889 1474.7 1.17 6.0 305.270 -3.16 4.33
199 2008.0 4.0 13141.920 9195.3 1857.661 1007.273 9920.4 212.174 1576.5 0.12 6.9 305.952 -8.79 8.91
200 2009.0 1.0 12925.410 9209.2 1558.494 996.287 9926.4 212.671 1592.8 0.22 8.1 306.547 0.94 -0.71
201 2009.0 2.0 12901.504 9189.0 1456.678 1023.528 10077.5 214.469 1653.6 0.18 9.2 307.226 3.37 -3.19
202 2009.0 3.0 12990.341 9256.0 1486.398 1044.088 10040.6 216.385 1673.9 0.12 9.6 308.013 3.56 -3.44

203 rows × 14 columns

target = macro_econ_data[['realgdp', 'realcons', 'realinv', 'realgovt', 'realdpi', 'cpi']]
target.plot(subplots=True, figsize=(10, 8), layout=(3, 2))
plt.xticks(np.arange(0, 208, 16), np.arange(1959, 2010, 4))
plt.show()

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