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- import pickle
- import pandas as pd
- import quandl
- import matplotlib.pyplot as plt
- from matplotlib import style
- style.use('seaborn')
- quandl.ApiConfig.api_key = 'rFsSehe51RLzREtYhLfo'
- def mortgage_30yr():
- df = quandl.get('FMAC/MORTG', trim_start="1975-01-01")
- df['Value'] = (df['Value'] - df['Value'][0]) / df['Value'][0] * 100
- df = df.resample('M').mean()
- df.rename(columns={'Value': 'M30'}, inplace=True)
- df = df['M30']
- return df
- def sp500_data():
- df = quandl.get("YAHOO/INDEX_GSPC", trim_start="1975-01-01")
- df["Adjusted Close"] = (df["Adjusted Close"]-df["Adjusted Close"][0]) / df["Adjusted Close"][0] * 100.0
- df=df.resample('M').mean()
- df.rename(columns={'Adjusted Close':'sp500'}, inplace=True)
- df = df['sp500']
- return df
- def gdp_data():
- df = quandl.get("BCB/4385", trim_start="1975-01-01")
- df["Value"] = (df["Value"]-df["Value"][0]) / df["Value"][0] * 100.0
- df=df.resample('M').mean()
- df.rename(columns={'Value':'GDP'}, inplace=True)
- df = df['GDP'] # DataFrame to Series
- return df
- def us_unemployment():
- df = quandl.get("ECPI/JOB_G", trim_start="1975-01-01")
- df["Unemployment Rate"] = (df["Unemployment Rate"]-df["Unemployment Rate"][0]) / df["Unemployment Rate"][0] * 100.0
- df=df.resample('1D').mean()
- df=df.resample('M').mean()
- return df
- # m30 = mortgage_30yr() # Series
- # sp500 = sp500_data() # Series
- # gdp = gdp_data() # Series
- # unemployment = us_unemployment() # DataFrame
- # HPI = HPI_data.join([m30, unemployment, gdp, sp500])
- ax1 = plt.subplot(2,1,1)
- ax2 = plt.subplot(2,1,2, sharex=ax1)
- # initial_state_data()
- pickle_in = open('fifty_states_pct.pickle' , 'rb')
- HPI_data = pickle.load(pickle_in)
- # HPI_Benchmark()
- pickle_in = open('us_pct.pickle','rb')
- benchmark = pickle.load(pickle_in)
- pickle_in = open('HPI_complete.pickle', 'rb')
- HPI = pickle.load(pickle_in)
- HPI.dropna(inplace=True)
- print(HPI.head())
- state_HPI_M30 = HPI_data.join(HPI['M30'])
- # print(state_HPI_M30.corr().describe()['M30'])
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