{ "cells": [ { "cell_type": "code", "execution_count": 32, "id": "c921bb11", "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "import seaborn as sns\n", "import numpy as np\n", "import matplotlib\n", "import matplotlib.pyplot as plt\n", "import scipy.interpolate\n", "import statsmodels.api as sm\n", "import numpy.linalg as la\n", "\n", "from sklearn.linear_model import LinearRegression\n", "from linearmodels import PooledOLS\n", "from linearmodels import PanelOLS\n", "from scipy import stats\n", "from statsmodels.nonparametric.smoothers_lowess import lowess as sm_lowess" ] }, { "cell_type": "code", "execution_count": 33, "id": "e9a326f2", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "35" ] }, "execution_count": 33, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# Create list of country names\n", "\n", "#countrylist = set(df.index.get_level_values('Country'))\n", "#print(r'There are ' + str(len(countrylist)) + ' Countries in the dataset')\n", "\n", "countrylist = ['AE','AT','AU','BE','BR','CA','CZ','DE','DK','ES','FI','FR','HK','HU','IE','IT',\n", " 'JP','KR','LU','MX','MY','NL','NO','NZ','PH','PL','PT','RU','SE','SG','TH','TR','TW','US','UK']\n", "\n", "countrylistexus = ['AE','AT','AU','BE','BR','CA','CZ','DE','DK','ES','FI','FR','HK','HU','IE','IT',\n", " 'JP','KR','LU','MX','MY','NL','NO','NZ','PH','PL','PT','RU','SE','SG','TH','TR','TW','UK']\n", "\n", "len(countrylist)" ] }, { "cell_type": "code", "execution_count": 34, "id": "47b90eb5", "metadata": {}, "outputs": [], "source": [ "df = pd.read_csv('hfdata3.csv', usecols = ['Date','Country','ipadpro12.9p','ipadprosmallp','ipadp','ipadmp','ER','vatgst','tariff','Week'],\\\n", " index_col = ['Country','Date'],encoding='latin1')\n", "df.index = df.index.set_levels([df.index.levels[0], pd.to_datetime(df.index.levels[1], dayfirst=True)])" ] }, { "cell_type": "code", "execution_count": 35, "id": "55f485f3", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | \n", " | ipadpro12.9p | \n", "ipadprosmallp | \n", "ipadp | \n", "ipadmp | \n", "vatgst | \n", "tariff | \n", "ER | \n", "Week | \n", "
|---|---|---|---|---|---|---|---|---|---|
| Country | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| AE | \n", "2016-01-01 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "1 | \n", "
| 2016-01-08 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "2 | \n", "|
| 2016-01-15 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "3 | \n", "|
| 2016-01-22 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "4 | \n", "|
| 2016-01-29 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "5 | \n", "|
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| UK | \n", "2021-12-03 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7522 | \n", "310 | \n", "
| 2021-12-10 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7553 | \n", "311 | \n", "|
| 2021-12-17 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7544 | \n", "312 | \n", "|
| 2021-12-24 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7513 | \n", "313 | \n", "|
| 2021-12-31 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7427 | \n", "314 | \n", "
10990 rows × 8 columns
\n", "| \n", " | \n", " | ipadpro12.9p | \n", "ipadprosmallp | \n", "ipadp | \n", "ipadmp | \n", "vatgst | \n", "tariff | \n", "ER | \n", "Week | \n", "ipadpro12.9pUSD | \n", "
|---|---|---|---|---|---|---|---|---|---|---|
| Country | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| AE | \n", "2016-01-01 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "1 | \n", "843.724476 | \n", "
| 2016-01-08 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "2 | \n", "843.724476 | \n", "|
| 2016-01-15 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "3 | \n", "843.724476 | \n", "|
| 2016-01-22 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "4 | \n", "843.724476 | \n", "|
| 2016-01-29 | \n", "3099.0 | \n", "NaN | \n", "1499.0 | \n", "999.0 | \n", "0.0 | \n", "0.0 | \n", "3.6730 | \n", "5 | \n", "843.724476 | \n", "|
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| UK | \n", "2021-12-03 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7522 | \n", "310 | \n", "1328.104228 | \n", "
| 2021-12-10 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7553 | \n", "311 | \n", "1322.653250 | \n", "|
| 2021-12-17 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7544 | \n", "312 | \n", "1324.231177 | \n", "|
| 2021-12-24 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7513 | \n", "313 | \n", "1329.695195 | \n", "|
| 2021-12-31 | \n", "999.0 | \n", "749.0 | \n", "319.0 | \n", "479.0 | \n", "0.2 | \n", "0.0 | \n", "0.7427 | \n", "314 | \n", "1345.092231 | \n", "
10990 rows × 9 columns
\n", "| \n", " | \n", " | lnipadpro12.9pratioUS | \n", "lnipadprosmallpUS | \n", "lnipadpUS | \n", "lnipadmpUS | \n", "eUS | \n", "lnvatgstratioUS | \n", "lntariffratioUS | \n", "ipadpro12.9pUSDUS | \n", "ipadprosmallpUSDUS | \n", "ipadpUSDUS | \n", "ipadmpUSDUS | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Country | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
| AE | \n", "2016-01-01 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "NaN | \n", "408.113259 | \n", "271.984754 | \n", "
| 2016-01-08 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "NaN | \n", "408.113259 | \n", "271.984754 | \n", "|
| 2016-01-15 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "NaN | \n", "408.113259 | \n", "271.984754 | \n", "|
| 2016-01-22 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "NaN | \n", "408.113259 | \n", "271.984754 | \n", "|
| 2016-01-29 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "NaN | \n", "408.113259 | \n", "271.984754 | \n", "|
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| UK | \n", "2021-12-03 | \n", "-0.095401 | \n", "-0.064622 | \n", "-0.030867 | \n", "-0.040905 | \n", "-0.284753 | \n", "0.132579 | \n", "0.0 | \n", "1328.104228 | \n", "995.745812 | \n", "424.089338 | \n", "636.798724 | \n", "
| 2021-12-10 | \n", "-0.095401 | \n", "-0.064622 | \n", "-0.030867 | \n", "-0.040905 | \n", "-0.280640 | \n", "0.132579 | \n", "0.0 | \n", "1322.653250 | \n", "991.658943 | \n", "422.348736 | \n", "634.185092 | \n", "|
| 2021-12-17 | \n", "-0.095401 | \n", "-0.064622 | \n", "-0.030867 | \n", "-0.040905 | \n", "-0.281833 | \n", "0.132579 | \n", "0.0 | \n", "1324.231177 | \n", "992.841994 | \n", "422.852598 | \n", "634.941676 | \n", "|
| 2021-12-24 | \n", "-0.095401 | \n", "-0.064622 | \n", "-0.030867 | \n", "-0.040905 | \n", "-0.285950 | \n", "0.132579 | \n", "0.0 | \n", "1329.695195 | \n", "996.938640 | \n", "424.597365 | \n", "637.561560 | \n", "|
| 2021-12-31 | \n", "-0.095401 | \n", "-0.064622 | \n", "-0.030867 | \n", "-0.040905 | \n", "-0.297463 | \n", "0.132579 | \n", "0.0 | \n", "1345.092231 | \n", "1008.482564 | \n", "429.513936 | \n", "644.944123 | \n", "
10990 rows × 11 columns
\n", "| \n", " | Country | \n", "Date | \n", "lnipadpro12.9pratioUS | \n", "lnipadprosmallpUS | \n", "lnipadpUS | \n", "lnipadmpUS | \n", "eUS | \n", "lnvatgstratioUS | \n", "lntariffratioUS | \n", "ipadpro12.9pUSDUS | \n", "... | \n", "ipadpUSDUS | \n", "ipadmpUSDUS | \n", "qplUS | \n", "qpsUS | \n", "qipUS | \n", "qimUS | \n", "qplUSadj | \n", "qpsUSadj | \n", "qipUSadj | \n", "qimUSadj | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "AE | \n", "2016-01-01 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "... | \n", "408.113259 | \n", "271.984754 | \n", "0.054465 | \n", "NaN | \n", "0.022583 | \n", "0.011035 | \n", "-0.011673 | \n", "NaN | \n", "-0.066993 | \n", "-0.073605 | \n", "
| 213 | \n", "AE | \n", "2020-01-31 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
| 212 | \n", "AE | \n", "2020-01-24 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
| 211 | \n", "AE | \n", "2020-01-17 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.300982 | \n", "-0.000952 | \n", "0.0 | \n", "1088.785428 | \n", "... | \n", "367.284707 | \n", "435.350813 | \n", "0.086063 | \n", "0.086251 | \n", "0.110080 | \n", "0.087191 | \n", "0.019925 | \n", "0.011319 | \n", "0.020503 | \n", "0.002551 | \n", "
| 210 | \n", "AE | \n", "2020-01-10 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 1672 | \n", "US | \n", "2017-12-15 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "799.000000 | \n", "... | \n", "329.000000 | \n", "399.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
| 1671 | \n", "US | \n", "2017-12-08 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "799.000000 | \n", "... | \n", "329.000000 | \n", "399.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
| 1670 | \n", "US | \n", "2017-12-01 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "799.000000 | \n", "... | \n", "329.000000 | \n", "399.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
| 1677 | \n", "US | \n", "2018-01-19 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "799.000000 | \n", "... | \n", "329.000000 | \n", "399.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
| 1882 | \n", "US | \n", "2021-12-24 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "1099.000000 | \n", "... | \n", "329.000000 | \n", "499.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
10990 rows × 21 columns
\n", "| \n", " | Country | \n", "Date | \n", "lnipadpro12.9pratioUS | \n", "lnipadprosmallpUS | \n", "lnipadpUS | \n", "lnipadmpUS | \n", "eUS | \n", "lnvatgstratioUS | \n", "lntariffratioUS | \n", "ipadpro12.9pUSDUS | \n", "... | \n", "ipadpUSDUS | \n", "ipadmpUSDUS | \n", "qplUS | \n", "qpsUS | \n", "qipUS | \n", "qimUS | \n", "qplUSadj | \n", "qpsUSadj | \n", "qipUSadj | \n", "qimUSadj | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "AE | \n", "2016-01-01 | \n", "1.355474 | \n", "NaN | \n", "1.323592 | \n", "1.312043 | \n", "1.301009 | \n", "-0.049742 | \n", "0.0 | \n", "843.724476 | \n", "... | \n", "408.113259 | \n", "271.984754 | \n", "0.054465 | \n", "NaN | \n", "0.022583 | \n", "0.011035 | \n", "-0.011673 | \n", "NaN | \n", "-0.066993 | \n", "-0.073605 | \n", "
| 213 | \n", "AE | \n", "2020-01-31 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
| 212 | \n", "AE | \n", "2020-01-24 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
| 211 | \n", "AE | \n", "2020-01-17 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.300982 | \n", "-0.000952 | \n", "0.0 | \n", "1088.785428 | \n", "... | \n", "367.284707 | \n", "435.350813 | \n", "0.086063 | \n", "0.086251 | \n", "0.110080 | \n", "0.087191 | \n", "0.019925 | \n", "0.011319 | \n", "0.020503 | \n", "0.002551 | \n", "
| 210 | \n", "AE | \n", "2020-01-10 | \n", "1.387045 | \n", "1.387233 | \n", "1.411061 | \n", "1.388172 | \n", "1.301009 | \n", "-0.000952 | \n", "0.0 | \n", "1088.755785 | \n", "... | \n", "367.274707 | \n", "435.338960 | \n", "0.086036 | \n", "0.086224 | \n", "0.110052 | \n", "0.087164 | \n", "0.019898 | \n", "0.011292 | \n", "0.020476 | \n", "0.002524 | \n", "
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| 1672 | \n", "US | \n", "2017-12-15 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.0 | \n", "799.000000 | \n", "... | \n", "329.000000 | \n", "399.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "0.000000 | \n", "
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10990 rows × 21 columns
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