ENH: Include FRED-MD dataset?

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
35/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
python
Domain
data

Research direction

Start by reviewing how the existing macrodata dataset is included and used, then compare it with the FRED-MD CSV at the linked St. Louis Fed source. Determine the project’s expectations for packaging, updates, examples, and unit tests; done means the curated dataset is included with a maintainable update path and any necessary references or tests.

Written by the indexing model from the issue text.

Description

comp-datasets type-enh

I wonder if we might think of including the FRED-MD dataset in Statsmodels; see https://research.stlouisfed.org/econ/mccracken/fred-databases/.

Cons: it's about 0.5 mb

Pros: It provides a large number of curated macro time series could be useful for users, and could be used for examples and unit tests. It's also straightforward to keep updated each release, since we just replace it with the new CSV file from the website.

One motivation is that I often use the macrodata dataset for simple examples, but it's getting out of date and doesn't include very many series.

Dominant language
Python
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