Lesson 19

Importing Data

This lesson covers:

  • Importing data
  • Converting dates

Problem: Reading in data with Dates

Read in the files GS10.csv and GS10.xls which have both been downloaded from FRED.

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Problem: Converting Dates

  1. Load the CSV file without converting the dates in read_csv.
  2. Convert the date column, remove it from the DataFrame, and set it as the index.
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Exercises

Exercise: Selectively Load Columns

  1. Load the data in data/fred-md.csv in the columns sasdate, RPI and INDPRO using the usecols keyword.
  2. Remove the first row by selecting the second to the end.
  3. Convert sasdate to dates
  4. Set sasdate as the index and remove it from the DataFrame.
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Exercise: Load and Merge multiple Sheets

  1. Load the data on the sheet "Long Mat" in the Excel file "data/exercise.xlsx". These are 10 and 20 year constant maturity yields.
  2. Load the data on the sheet "Short Mat" in the Excel file "data/exercise.xlsx". These are 1 and 3 year constant maturity yields.
  3. Combine the columns in the two DataFrames by creating a dictionary of the keys in each with the values equal to the column names.
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