https://youtu.be/pxZy5jHID_A?list=PLQVvvaa0QuDc-3szzjeP6N6b0aDrrKyL-
In [4]:
import quandl;
import pandas as pd;
import pickle;
import matplotlib.pyplot as plt;
from matplotlib import style;
style.use("ggplot");
In [5]:
api_key = open("quandlapikey.txt", "r").read();
def mortgage_30y_resampled():
df = quandl.get("FMAC/MORTG", trim_start = "1975-01-01", authtoken = api_key);
df["Value"] = (df["Value"] - df["Value"][0]) / df["Value"][0] * 100.0;
df.columns = ["M30"];
return df.resample("M").mean();
def state_list():
fiddy_states = pd.read_html("https://simple.wikipedia.org/wiki/List_of_U.S._states");
return fiddy_states[0][0][1:];
def grap_initial_state_data_start_pct():
states = state_list();
main_df = pd.DataFrame();
for ab in states:
querry = "FMAC/HPI_" + ab;
df = quandl.get(querry, authtoken = api_key);
df.columns = [ab];
df[ab] = (df[ab] - df[ab][0]) / df[ab][0] * 100.0; # <-------
if main_df.empty:
main_df = df;
else:
main_df = main_df.join(df);
pickle_out = open("./data/fiddy_states.pickle", "wb");
pickle.dump(main_df, pickle_out);
pickle_out.close();
def HPI_Benchmark():
df = quandl.get("FMAC/HPI_USA", authtoken = api_key);
df.columns = ["US"];
df["US"] = (df["US"] - df["US"][0]) / df["US"][0] * 100.0; # <-------
return df;
In [21]:
def sp500_data():
df = quandl.get("YAHOO/INDEX_GSPC", trim_start = "1975-01-01", authtoken = api_key);
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;
In [22]:
df = sp500_data();
print(df.head());
Date
1975-01-31 3.323491
1975-02-28 14.049322
1975-03-31 19.367785
1975-04-30 20.636734
1975-05-31 28.287322
Freq: M, Name: sp500, dtype: float64
In [23]:
def gdp_data():
df = quandl.get("BCB/4385", trim_start = "1975-01-01", authtoken = api_key);
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"];
return df;
In [24]:
def us_unemployment():
df = quandl.get("ECPI/JOB_G", trim_start = "1975-01-01", authtoken = api_key);
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;
In [27]:
sp500 = sp500_data();
US_GDP = gdp_data();
US_uneployment = us_unemployment();
m30 = mortgage_30y_resampled();
HPI_data = pd.read_pickle("./data/fiddy_states.pickle");
HPI_bench = HPI_Benchmark();
In [30]:
HPI = HPI_data.join([m30, US_uneployment, US_GDP, sp500]);
print(HPI);
print(HPI.corr());
# we have nans!!
AL AK AZ AR CA \
Date
1975-01-31 0.000000 0.000000 0.000000 0.000000 0.000000
1975-02-28 0.626500 1.485775 1.688504 0.846192 0.356177
1975-03-31 1.358575 3.006473 3.261346 1.581956 1.575690
1975-04-30 2.254726 4.593530 4.475810 2.183669 3.573196
1975-05-31 3.107829 6.327600 5.139617 2.786248 5.241395
1975-06-30 3.585231 8.184557 5.035190 3.444136 5.987360
1975-07-31 3.502089 10.041682 4.062221 4.024416 6.773494
1975-08-31 2.956561 11.733579 2.489967 4.384871 8.176235
1975-09-30 2.287053 13.207406 0.830264 4.436568 9.724202
1975-10-31 1.937454 14.547916 -0.101833 4.351232 11.144933
1975-11-30 2.169245 15.744312 0.285140 4.481393 12.103889
1975-12-31 3.058008 16.739105 1.531214 4.917757 12.889105
1976-01-31 4.534825 17.538142 2.804864 5.559395 14.021504
1976-02-29 6.253562 18.206577 3.753225 6.434823 15.362166
1976-03-31 7.772889 18.823716 4.286687 7.563406 17.060146
1976-04-30 8.826475 19.427645 4.452694 8.820867 18.964491
1976-05-31 9.417683 20.025020 4.387588 9.967773 20.430328
1976-06-30 9.671872 20.604290 4.251205 10.916821 21.875237
1976-07-31 9.771812 21.099753 4.241496 11.785855 23.757870
1976-08-31 9.782293 21.486621 4.449148 12.623375 25.710721
1976-09-30 9.768887 21.956947 4.784451 13.242979 27.501321
1976-10-31 9.922304 22.684307 5.384709 13.547494 29.343080
1976-11-30 10.377573 23.658539 6.179173 13.749658 31.602483
1976-12-31 10.894791 24.831714 6.732942 14.101041 33.855274
1977-01-31 11.195304 26.088213 7.013949 14.763413 36.187163
1977-02-28 11.356455 27.261568 7.380511 15.732348 39.225118
1977-03-31 11.554973 28.213660 8.194642 16.791279 42.966961
1977-04-30 12.061624 28.941318 9.253028 17.689522 46.668950
1977-05-31 12.909404 29.565088 10.178614 18.400081 50.443362
1977-06-30 14.015250 30.170325 11.326848 19.116112 54.245925
... ... ... ... ... ...
2014-04-30 245.866260 386.571725 406.909280 248.410714 1010.399968
2014-05-31 248.082629 390.263660 409.520856 250.066595 1019.053595
2014-06-30 250.543179 393.308415 411.366816 251.846349 1026.446961
2014-07-31 252.573470 395.293287 412.116878 253.887270 1033.594251
2014-08-31 253.196596 395.818022 411.514053 255.989913 1036.811388
2014-09-30 251.852296 394.765009 411.113183 256.862594 1036.826164
2014-10-31 249.525682 392.510542 413.308323 256.223219 1037.199029
2014-11-30 247.950457 389.907200 417.139234 254.449504 1038.171418
2014-12-31 247.707875 388.144514 419.956850 252.216476 1040.893291
2015-01-31 248.543703 387.803384 422.122543 250.790753 1046.208721
2015-02-28 249.860456 389.024615 425.805025 250.914197 1056.184665
2015-03-31 251.968388 392.151116 430.825008 252.520537 1072.910229
2015-04-30 254.806136 397.117937 436.139035 255.249598 1088.828004
2015-05-31 257.858054 402.994152 440.817778 258.314389 1101.071703
2015-06-30 260.402175 408.202726 444.411921 260.789950 1110.902231
2015-07-31 261.659961 411.501283 447.732580 262.803073 1118.095865
2015-08-31 261.494444 412.939749 451.088256 264.612855 1123.699281
2015-09-30 260.074444 412.853631 454.173784 265.759113 1126.659870
2015-10-31 258.421392 411.736477 455.744013 265.714120 1128.677822
2015-11-30 257.133351 410.776419 456.247469 264.510389 1131.894630
2015-12-31 256.433936 410.052668 457.008713 262.755205 1134.915552
2016-01-31 257.194890 409.352067 459.056946 261.351443 1137.739040
2016-02-29 259.590234 409.346735 464.133109 261.420731 1149.973812
2016-03-31 262.971657 410.675440 471.296531 263.531913 1169.550765
2016-04-30 266.981891 413.274750 477.407709 266.759490 1183.579856
2016-05-31 270.559464 416.299943 480.931993 269.875614 1194.252737
2016-06-30 273.277608 418.479537 483.422309 272.506749 1203.821205
2016-07-31 275.425546 419.474579 485.562537 274.404456 1210.725882
2016-08-31 276.433730 419.880154 485.400915 275.503665 1217.351884
2016-09-30 275.720049 418.201305 483.999395 275.903351 1220.657344
CO CT DE FL GA \
Date
1975-01-31 0.000000 0.000000 0.000000 0.000000 0.000000
1975-02-28 1.159639 2.123926 0.142451 3.938796 -0.902841
1975-03-31 2.299449 3.719898 0.387918 9.798243 -1.282758
1975-04-30 3.359028 4.616778 0.891619 16.974819 -1.068371
1975-05-31 4.226895 4.901787 1.752086 17.891884 -0.676830
1975-06-30 4.946755 4.784686 2.775176 12.718161 -0.559763
1975-07-31 5.441442 4.609283 3.678041 8.731497 -0.925559
1975-08-31 5.424546 4.574008 4.433470 6.816113 -1.771578
1975-09-30 5.052297 4.756528 5.055278 6.379602 -2.941948
1975-10-31 4.902950 5.201152 5.455150 6.856612 -3.891893
1975-11-30 5.437419 5.991798 5.680863 7.690459 -4.177490
1975-12-31 6.502478 6.911271 5.831022 8.122161 -3.965788
1976-01-31 7.666518 7.651467 5.885435 7.985336 -3.629695
1976-02-29 8.734124 8.124430 5.854230 8.075983 -3.502448
1976-03-31 9.760066 8.390129 5.852097 9.899489 -3.564272
1976-04-30 10.661236 8.610553 6.050754 13.890860 -3.391323
1976-05-31 11.255803 8.913303 6.352538 14.990157 -2.687759
1976-06-30 11.607159 9.430170 6.503004 12.222487 -1.370684
1976-07-31 11.761682 10.160434 6.468993 10.229820 0.062795
1976-08-31 11.800039 10.746969 6.336433 9.817070 0.796985
1976-09-30 12.000619 11.035605 6.225393 10.183240 0.889276
1976-10-31 12.753227 11.374159 6.300095 10.540737 0.644578
1976-11-30 14.098768 11.632012 6.682036 10.731391 0.292502
1976-12-31 15.488586 11.460469 7.343885 10.187048 0.100579
1977-01-31 16.533181 11.164393 8.166584 8.538523 0.075448
1977-02-28 17.409021 11.080764 8.965378 6.340539 0.244911
1977-03-31 18.385935 11.419992 9.508776 6.768040 0.599215
1977-04-30 19.754813 12.624032 9.694874 12.473413 1.123316
1977-05-31 21.511448 14.634454 9.621706 16.440433 1.746434
1977-06-30 23.577958 16.908970 9.537372 14.994788 2.418784
... ... ... ... ... ...
2014-04-30 596.172025 432.579005 437.283492 382.003862 263.488527
2014-05-31 604.954587 440.143425 442.567212 387.503439 268.212962
2014-06-30 610.798650 445.972709 447.640849 391.914051 272.602709
2014-07-31 613.822772 446.267156 451.603760 394.157452 275.444880
2014-08-31 616.488966 443.330891 453.945559 395.281891 276.294342
2014-09-30 619.365004 440.290255 454.160192 397.270223 276.227034
2014-10-31 622.226623 437.826237 451.978115 399.409111 276.103954
2014-11-30 624.765636 434.343144 448.734225 400.998500 275.353623
2014-12-31 627.425690 429.573354 445.806958 402.974697 274.384404
2015-01-31 633.200319 425.919731 443.869614 405.969438 275.566987
2015-02-28 643.947460 425.517771 443.632909 411.263354 278.972394
2015-03-31 657.185251 428.986407 445.745319 417.707260 284.157379
2015-04-30 670.349950 435.310142 450.232406 424.094719 289.876222
2015-05-31 682.211684 442.404902 455.319695 431.817190 294.606553
2015-06-30 691.150245 447.997447 458.357147 439.470393 297.858406
2015-07-31 697.117846 450.446998 458.766143 445.241002 299.650176
2015-08-31 699.673498 448.342724 458.568981 448.159761 300.668951
2015-09-30 700.225879 442.876392 459.332435 450.071764 301.521307
2015-10-31 700.364544 437.924368 461.452741 453.322208 302.067586
2015-11-30 699.090706 434.436872 464.206110 456.252884 301.880191
2015-12-31 700.078379 431.145331 466.057702 457.408338 302.035963
2016-01-31 707.104288 428.634406 466.674748 458.809408 303.135051
2016-02-29 719.130116 428.500988 466.812959 464.340751 305.539534
2016-03-31 734.377344 431.168168 467.438339 473.508967 310.378387
2016-04-30 750.021408 436.383717 468.701478 481.543671 317.433515
2016-05-31 763.761039 442.268284 469.645983 487.994280 323.769344
2016-06-30 773.432389 446.820339 470.138873 494.067904 327.340363
2016-07-31 779.019676 448.688525 470.599933 499.058597 328.824522
2016-08-31 781.449563 447.060055 470.679280 504.123480 328.101651
2016-09-30 782.063211 443.677216 470.232644 507.994365 326.663375
... VT VA WA WV \
Date ...
1975-01-31 ... 0.000000 0.000000 0.000000 0.000000
1975-02-28 ... 0.945247 0.987288 0.397561 2.495069
1975-03-31 ... 1.857227 1.707474 1.015723 5.093474
1975-04-30 ... 2.685578 2.238392 1.757887 7.772685
1975-05-31 ... 3.413295 2.684036 2.426439 10.469784
1975-06-30 ... 4.071590 3.117159 3.113941 13.046164
1975-07-31 ... 4.631886 3.760493 3.903406 15.312434
1975-08-31 ... 5.024287 4.455311 4.444552 17.128174
1975-09-30 ... 5.274156 4.710664 4.554098 18.356342
1975-10-31 ... 5.444302 4.560089 4.690224 18.915894
1975-11-30 ... 5.540865 4.228007 5.415746 18.968063
1975-12-31 ... 5.545064 3.828741 6.587080 18.775221
1976-01-31 ... 5.456731 3.558213 7.811744 18.531543
1976-02-29 ... 5.319519 3.785323 9.094661 18.427289
1976-03-31 ... 5.248234 4.514428 10.388287 18.519463
1976-04-30 ... 5.402452 5.365034 11.602146 18.650574
1976-05-31 ... 5.832834 6.234939 12.936907 18.665876
1976-06-30 ... 6.492038 6.980198 14.721205 18.522646
1976-07-31 ... 7.304997 7.478024 16.960415 18.246701
1976-08-31 ... 8.155671 8.060447 18.871499 17.940432
1976-09-30 ... 8.919493 8.655483 19.949582 17.741795
1976-10-31 ... 9.514585 9.058338 20.693776 17.697603
1976-11-30 ... 9.960440 9.461216 21.715477 17.825750
1976-12-31 ... 10.353621 9.810187 22.921525 18.199802
1977-01-31 ... 10.798753 10.100165 23.820062 18.888071
1977-02-28 ... 11.364105 10.573548 24.774259 19.872848
1977-03-31 ... 12.108834 11.316854 26.574337 21.098002
1977-04-30 ... 13.073388 12.204208 29.413775 22.529433
1977-05-31 ... 14.263468 13.244328 32.510494 24.006401
1977-06-30 ... 15.637513 14.449912 35.362500 25.331314
... ... ... ... ... ...
2014-04-30 ... 504.420103 505.048299 770.625368 233.712623
2014-05-31 ... 509.543659 510.746397 782.998179 235.699798
2014-06-30 ... 513.544643 514.334048 792.681677 237.865236
2014-07-31 ... 514.599194 514.895515 799.271386 240.221206
2014-08-31 ... 512.189046 512.889871 800.289948 242.476496
2014-09-30 ... 507.273136 509.976829 797.573113 243.747829
2014-10-31 ... 501.377350 507.674666 796.541074 243.086433
2014-11-30 ... 496.332644 506.226395 798.458571 240.793911
2014-12-31 ... 493.428652 504.406720 800.290783 238.471701
2015-01-31 ... 493.083171 502.154617 803.823467 237.491957
2015-02-28 ... 495.396982 502.500981 813.645225 238.543861
2015-03-31 ... 500.764435 507.197803 829.088039 241.645820
2015-04-30 ... 509.145529 514.043592 845.941626 245.904464
2015-05-31 ... 518.690691 520.661394 860.823929 249.653184
2015-06-30 ... 525.996168 525.346681 873.204263 251.593704
2015-07-31 ... 529.128323 527.036425 882.807285 251.742479
2015-08-31 ... 528.694709 527.198998 888.227410 250.685370
2015-09-30 ... 526.137079 526.732496 890.927922 248.811583
2015-10-31 ... 522.467177 524.488922 894.654488 246.616000
2015-11-30 ... 518.472561 520.738982 898.808123 244.271305
2015-12-31 ... 515.077850 517.037002 901.832337 241.888020
2016-01-31 ... 512.922018 516.088168 908.298531 239.948443
2016-02-29 ... 512.288714 520.193418 923.400492 239.142864
2016-03-31 ... 513.488225 527.834316 942.776448 240.130035
2016-04-30 ... 517.096104 535.541641 960.945983 242.826071
2016-05-31 ... 522.192972 542.250153 976.335026 246.333355
2016-06-30 ... 527.644542 546.348145 987.891996 249.246015
2016-07-31 ... 533.048177 546.749730 997.180682 250.691320
2016-08-31 ... 537.776947 546.198870 1004.905467 251.193646
2016-09-30 ... 537.879253 544.683876 1007.473323 250.924579
WI WY M30 Unemployment Rate GDP \
Date
1975-01-31 0.000000 0.000000 0.000000 0.000000 NaN
1975-02-28 1.404920 1.438502 -3.393425 0.000000 NaN
1975-03-31 2.791371 2.962512 -5.620361 6.172840 NaN
1975-04-30 4.034165 4.545011 -6.468717 8.641975 NaN
1975-05-31 5.047628 6.080901 -5.514316 11.111111 NaN
1975-06-30 5.816307 7.518640 -5.726405 8.641975 NaN
1975-07-31 6.405591 8.856685 -5.726405 6.172840 NaN
1975-08-31 6.912258 10.059371 -5.196182 3.703704 NaN
1975-09-30 7.583841 11.092890 -3.181336 3.703704 NaN
1975-10-31 8.400400 11.882282 -2.226935 3.703704 NaN
1975-11-30 8.978359 12.427131 -2.969247 2.469136 NaN
1975-12-31 9.184256 12.812901 -3.499470 1.234568 NaN
1976-01-31 9.182637 13.143676 -4.347826 -2.469136 NaN
1976-02-29 9.114429 13.561963 -6.574761 -4.938272 NaN
1976-03-31 9.185484 14.158162 -7.104984 -6.172840 NaN
1976-04-30 9.659574 14.957932 -7.423118 -4.938272 NaN
1976-05-31 10.494671 16.034505 -6.998940 -8.641975 NaN
1976-06-30 11.257141 17.501929 -6.150583 -6.172840 NaN
1976-07-31 11.806514 19.295575 -5.302227 -3.703704 NaN
1976-08-31 12.398252 21.167135 -4.559915 -3.703704 NaN
1976-09-30 13.103498 23.020224 -4.772004 -6.172840 NaN
1976-10-31 13.777959 24.894122 -5.302227 -4.938272 NaN
1976-11-30 14.570996 26.663306 -6.574761 -3.703704 NaN
1976-12-31 15.613092 28.107359 -6.786850 -3.703704 NaN
1977-01-31 16.785958 29.241933 -7.529162 -7.407407 NaN
1977-02-28 18.240366 30.261494 -8.059385 -6.172840 NaN
1977-03-31 20.038816 31.287244 -7.847296 -8.641975 NaN
1977-04-30 21.827885 32.378251 -7.211029 -11.111111 NaN
1977-05-31 23.543853 33.621513 -6.468717 -13.580247 NaN
1977-06-30 25.613549 35.179892 -6.044539 -11.111111 NaN
... ... ... ... ... ...
2014-04-30 324.803941 453.643224 -53.976670 NaN 443.984616
2014-05-31 330.489626 457.895779 -55.567338 NaN 442.664840
2014-06-30 334.946121 461.371894 -55.885472 NaN 420.044256
2014-07-31 337.152747 463.166557 -56.203606 NaN 450.767893
2014-08-31 337.060708 463.586895 -56.309650 NaN 444.740655
2014-09-30 335.825595 463.681686 -55.885472 NaN 444.985643
2014-10-31 334.019785 464.165816 -57.158006 NaN 453.994889
2014-11-30 330.688464 464.929590 -57.582185 NaN 435.425832
2014-12-31 326.419144 465.638007 -59.066808 NaN 435.689260
2015-01-31 324.377915 466.513228 -60.657476 NaN 287.371249
2015-02-28 326.181687 467.895647 -60.657476 NaN 281.957799
2015-03-31 330.719741 470.524453 -60.021209 NaN 319.796633
2015-04-30 336.821572 474.750730 -61.081654 NaN 300.026343
2015-05-31 343.789138 480.061628 -59.278897 NaN 293.854219
2015-06-30 348.880286 485.343765 -57.794274 NaN 291.491267
2015-07-31 350.787097 488.969853 -57.051962 NaN 304.536235
2015-08-31 350.832834 489.777344 -58.536585 NaN 297.768763
2015-09-30 349.840461 488.299907 -58.748674 NaN 289.800058
2015-10-31 349.031360 485.463358 -59.703075 NaN 297.423672
2015-11-30 348.354613 481.853067 -58.218452 NaN 285.719554
2015-12-31 346.197506 478.710814 -58.006363 NaN 285.637892
2016-01-31 344.385518 477.248947 -58.960764 NaN 275.991149
2016-02-29 346.137649 477.910085 -61.187699 NaN 281.965702
2016-03-31 351.449019 480.455336 -60.869565 NaN 311.390638
2016-04-30 358.234846 483.805067 -61.717922 NaN 298.361476
2016-05-31 365.291608 486.503387 -61.823966 NaN 292.436975
2016-06-30 371.872553 488.322052 -62.142100 NaN 297.903111
2016-07-31 376.186779 489.823421 -63.520679 NaN 301.933563
2016-08-31 378.067567 490.876740 -63.520679 NaN 307.075683
2016-09-30 378.467647 490.012701 -63.308590 NaN 295.985353
sp500
Date
1975-01-31 3.323491
1975-02-28 14.049322
1975-03-31 19.367785
1975-04-30 20.636734
1975-05-31 28.287322
1975-06-30 31.563633
1975-07-31 31.691968
1975-08-31 22.047282
1975-09-30 20.564398
1975-10-31 26.120382
1975-11-30 28.243286
1975-12-31 26.299944
1976-01-31 37.917585
1976-02-29 43.299829
1976-03-31 43.933281
1976-04-30 45.136721
1976-05-31 44.043848
1976-06-30 44.905046
1976-07-31 48.370993
1976-08-31 47.076483
1976-09-30 50.154249
1976-10-31 45.073663
1976-11-30 44.088702
1976-12-31 49.025921
1977-01-31 47.819064
1977-02-28 43.750228
1977-03-31 43.200286
1977-04-30 41.036589
1977-05-31 40.624337
1977-06-30 41.372498
... ...
2014-04-30 2554.511256
2014-05-31 2590.825945
2014-06-30 2672.444153
2014-07-31 2709.482988
2014-08-31 2693.011282
2014-09-30 2738.140546
2014-10-31 2658.471120
2014-11-30 2811.251627
2014-12-31 2825.055212
2015-01-31 2787.908903
2015-02-28 2864.823730
2015-03-31 2861.683541
2015-04-30 2882.860245
2015-05-31 2907.181301
2015-06-30 2889.155017
2015-07-31 2881.836163
2015-08-31 2804.550930
2015-09-30 2668.620677
2015-10-31 2783.116375
2015-11-30 2862.574989
2015-12-31 2824.789227
2016-01-31 2631.877838
2016-02-29 2611.687900
2016-03-31 2779.045998
2016-04-30 2855.339802
2016-05-31 2841.122584
2016-06-30 2867.238046
2016-07-31 2959.806188
2016-08-31 3000.501316
2016-09-30 2972.320764
[501 rows x 54 columns]
AL AK AZ AR CA CO \
AL 1.000000 0.946418 0.937592 0.995119 0.942310 0.965541
AK 0.946418 1.000000 0.910237 0.967983 0.921818 0.960382
AZ 0.937592 0.910237 1.000000 0.936454 0.976776 0.919486
AR 0.995119 0.967983 0.936454 1.000000 0.945774 0.976929
CA 0.942310 0.921818 0.976776 0.945774 1.000000 0.938870
CO 0.965541 0.960382 0.919486 0.976929 0.938870 1.000000
CT 0.953146 0.884600 0.917688 0.944746 0.942463 0.889392
DE 0.982824 0.938068 0.948801 0.977921 0.967911 0.936764
FL 0.929395 0.900713 0.994380 0.928081 0.985869 0.910895
GA 0.978346 0.899525 0.949167 0.968410 0.951573 0.956025
HI 0.944752 0.947413 0.916923 0.951617 0.951263 0.928241
ID 0.983136 0.953404 0.965198 0.980867 0.954768 0.962413
IL 0.983692 0.899603 0.947529 0.971113 0.953901 0.939419
IN 0.983855 0.903966 0.899364 0.977312 0.914634 0.961496
IA 0.985434 0.954436 0.912447 0.989720 0.930562 0.985693
KS 0.989496 0.964757 0.926154 0.995277 0.941173 0.989344
KY 0.994332 0.946701 0.917390 0.994178 0.936200 0.978925
LA 0.966664 0.992502 0.924051 0.982658 0.930218 0.975262
ME 0.976759 0.940709 0.936183 0.976928 0.968159 0.946687
MD 0.969675 0.944668 0.965352 0.969750 0.980935 0.933739
MA 0.970801 0.930523 0.934268 0.972517 0.966969 0.955733
MI 0.903473 0.771111 0.863715 0.886418 0.870084 0.888848
MN 0.976315 0.934883 0.959047 0.977211 0.972211 0.972480
MS 0.996520 0.963309 0.938513 0.997697 0.941894 0.973874
MO 0.993873 0.938797 0.947188 0.991297 0.958757 0.972391
MT 0.974121 0.982212 0.928209 0.983787 0.939705 0.975017
NE 0.986508 0.953399 0.914148 0.991408 0.930202 0.988325
NV 0.872598 0.801393 0.964619 0.861622 0.943090 0.838751
NH 0.959618 0.913121 0.940935 0.958676 0.967608 0.932572
NJ 0.971680 0.928850 0.948086 0.968597 0.968653 0.927007
NM 0.993101 0.962755 0.943021 0.992937 0.939615 0.953317
NY 0.977840 0.944144 0.932909 0.978121 0.962826 0.944382
NC 0.998317 0.941936 0.929046 0.993249 0.939050 0.968365
ND 0.902227 0.964140 0.846203 0.929000 0.883047 0.950659
OH 0.969046 0.862634 0.894522 0.956087 0.905167 0.936379
OK 0.947181 0.988448 0.901707 0.969293 0.908747 0.969076
OR 0.977741 0.959812 0.955111 0.979389 0.956000 0.975643
PA 0.987218 0.951013 0.928817 0.986576 0.956387 0.951410
RI 0.954402 0.895370 0.946265 0.948688 0.974351 0.910224
SC 0.998306 0.951217 0.941651 0.994964 0.951189 0.972161
SD 0.976382 0.974957 0.906742 0.986937 0.930504 0.986830
TN 0.994551 0.958200 0.932276 0.995595 0.945515 0.982027
TX 0.940841 0.980514 0.896961 0.962400 0.917953 0.977895
UT 0.979483 0.963944 0.936448 0.982990 0.928609 0.978576
VT 0.978591 0.956485 0.924615 0.981747 0.956815 0.948834
VA 0.975277 0.962226 0.958568 0.979944 0.979699 0.954017
WA 0.985060 0.958805 0.956881 0.984041 0.965064 0.972331
WV 0.982097 0.972376 0.919514 0.990395 0.936562 0.977987
WI 0.991161 0.930831 0.935717 0.986244 0.945139 0.967228
WY 0.946695 0.987373 0.909381 0.964090 0.919537 0.959549
M30 -0.796453 -0.734748 -0.673961 -0.788178 -0.733805 -0.787303
Unemployment Rate -0.313968 -0.077318 -0.363260 -0.274777 -0.309076 -0.281464
GDP 0.679765 0.831059 0.461065 0.738729 0.513147 0.668505
sp500 0.912874 0.894500 0.857531 0.919558 0.873121 0.955356
CT DE FL GA ... VT \
AL 0.953146 0.982824 0.929395 0.978346 ... 0.978591
AK 0.884600 0.938068 0.900713 0.899525 ... 0.956485
AZ 0.917688 0.948801 0.994380 0.949167 ... 0.924615
AR 0.944746 0.977921 0.928081 0.968410 ... 0.981747
CA 0.942463 0.967911 0.985869 0.951573 ... 0.956815
CO 0.889392 0.936764 0.910895 0.956025 ... 0.948834
CT 1.000000 0.979810 0.926355 0.947469 ... 0.967854
DE 0.979810 1.000000 0.953177 0.960868 ... 0.991994
FL 0.926355 0.953177 1.000000 0.944083 ... 0.927173
GA 0.947469 0.960868 0.944083 1.000000 ... 0.942940
HI 0.915631 0.964760 0.918086 0.904039 ... 0.975666
ID 0.917955 0.971288 0.954029 0.960638 ... 0.963029
IL 0.958374 0.979059 0.950143 0.983955 ... 0.958690
IN 0.922407 0.949262 0.891750 0.977512 ... 0.947160
IA 0.910157 0.957725 0.904738 0.957605 ... 0.966561
KS 0.928693 0.965136 0.917737 0.968449 ... 0.972309
KY 0.937581 0.970905 0.911063 0.973330 ... 0.975415
LA 0.897732 0.949326 0.911729 0.925457 ... 0.963140
ME 0.983722 0.993703 0.942408 0.959319 ... 0.994193
MD 0.967394 0.994339 0.971156 0.947545 ... 0.986123
MA 0.978691 0.980283 0.940686 0.970928 ... 0.979159
MI 0.858025 0.864550 0.862790 0.954318 ... 0.838633
MN 0.944407 0.970738 0.961250 0.980903 ... 0.960967
MS 0.944285 0.978320 0.928466 0.970387 ... 0.979034
MO 0.959064 0.980589 0.944549 0.988700 ... 0.973695
MT 0.905319 0.963541 0.919298 0.929777 ... 0.975319
NE 0.913586 0.953909 0.904769 0.968433 ... 0.961521
NV 0.876240 0.892577 0.972301 0.918296 ... 0.845819
NH 0.987413 0.978789 0.949645 0.964654 ... 0.970435
NJ 0.989316 0.995439 0.955855 0.956171 ... 0.986350
NM 0.947403 0.982960 0.933961 0.957731 ... 0.979584
NY 0.983996 0.993968 0.937888 0.957303 ... 0.994886
NC 0.952985 0.979568 0.920931 0.980970 ... 0.977722
ND 0.823583 0.887317 0.832715 0.849939 ... 0.927418
OH 0.918310 0.935233 0.890929 0.979829 ... 0.921110
OK 0.871562 0.921562 0.886867 0.910634 ... 0.939188
OR 0.905014 0.964901 0.946589 0.952781 ... 0.963832
PA 0.969914 0.994418 0.929922 0.955997 ... 0.997804
RI 0.988253 0.985562 0.961259 0.956066 ... 0.969925
SC 0.955383 0.984438 0.935053 0.981719 ... 0.981423
SD 0.905662 0.956217 0.897824 0.939083 ... 0.974324
TN 0.940744 0.974580 0.922868 0.974288 ... 0.979467
TX 0.873570 0.918837 0.882969 0.915710 ... 0.942039
UT 0.890769 0.950357 0.918716 0.949785 ... 0.954472
VT 0.967854 0.991994 0.927173 0.942940 ... 1.000000
VA 0.962382 0.992477 0.961733 0.949727 ... 0.992917
WA 0.929065 0.979299 0.951094 0.962595 ... 0.976825
WV 0.914855 0.965557 0.910600 0.940694 ... 0.978471
WI 0.939192 0.974029 0.934246 0.977461 ... 0.965785
WY 0.871945 0.938417 0.898932 0.891159 ... 0.956335
M30 -0.750397 -0.790202 -0.682449 -0.752580 ... -0.812577
Unemployment Rate -0.307110 -0.259425 -0.328826 -0.415562 ... -0.220608
GDP 0.561277 0.648246 0.428435 0.419041 ... 0.771710
sp500 0.810995 0.866882 0.836135 0.905154 ... 0.886924
VA WA WV WI WY M30 \
AL 0.975277 0.985060 0.982097 0.991161 0.946695 -0.796453
AK 0.962226 0.958805 0.972376 0.930831 0.987373 -0.734748
AZ 0.958568 0.956881 0.919514 0.935717 0.909381 -0.673961
AR 0.979944 0.984041 0.990395 0.986244 0.964090 -0.788178
CA 0.979699 0.965064 0.936562 0.945139 0.919537 -0.733805
CO 0.954017 0.972331 0.977987 0.967228 0.959549 -0.787303
CT 0.962382 0.929065 0.914855 0.939192 0.871945 -0.750397
DE 0.992477 0.979299 0.965557 0.974029 0.938417 -0.790202
FL 0.961733 0.951094 0.910600 0.934246 0.898932 -0.682449
GA 0.949727 0.962595 0.940694 0.977461 0.891159 -0.752580
HI 0.975532 0.970579 0.960787 0.925968 0.951080 -0.795357
ID 0.974919 0.994989 0.977901 0.976381 0.963630 -0.767660
IL 0.964414 0.969529 0.951565 0.991507 0.904993 -0.779350
IN 0.938717 0.958916 0.962436 0.984325 0.903299 -0.806090
IA 0.963537 0.980342 0.992064 0.988385 0.962935 -0.820293
KS 0.970785 0.981429 0.989891 0.986305 0.964479 -0.789270
KY 0.968466 0.979889 0.986531 0.991031 0.947108 -0.818853
LA 0.967926 0.974058 0.986051 0.955028 0.991333 -0.737043
ME 0.991146 0.970766 0.964921 0.968257 0.935928 -0.802695
MD 0.996590 0.978610 0.962117 0.964728 0.947355 -0.768376
MA 0.979110 0.959213 0.953810 0.967552 0.918743 -0.795487
MI 0.846263 0.871264 0.854135 0.927605 0.767608 -0.722214
MN 0.974144 0.974422 0.963952 0.988026 0.935965 -0.765481
MS 0.977545 0.985463 0.988062 0.987715 0.962575 -0.790514
MO 0.975935 0.980125 0.974391 0.993836 0.936164 -0.784704
MT 0.978356 0.988061 0.994438 0.966600 0.992572 -0.798324
NE 0.958325 0.975139 0.985446 0.984822 0.950928 -0.800434
NV 0.890009 0.887098 0.829693 0.886561 0.796793 -0.596116
NH 0.974311 0.947221 0.934251 0.956025 0.901631 -0.760839
NJ 0.989094 0.964363 0.951430 0.964999 0.925147 -0.774544
NM 0.979834 0.983676 0.981711 0.979327 0.962241 -0.766544
NY 0.990348 0.969834 0.964604 0.965848 0.936187 -0.804832
NC 0.971135 0.982096 0.979189 0.987937 0.939552 -0.805513
ND 0.923280 0.929351 0.955674 0.882989 0.965009 -0.787380
OH 0.916725 0.936785 0.931484 0.977248 0.860133 -0.781626
OK 0.943892 0.950984 0.968331 0.933125 0.977162 -0.689749
OR 0.975474 0.996327 0.985248 0.976817 0.974578 -0.791154
PA 0.990727 0.981644 0.979808 0.974825 0.950632 -0.812888
RI 0.976730 0.948184 0.926765 0.954967 0.890629 -0.763330
SC 0.979027 0.987777 0.982225 0.989545 0.949415 -0.791708
SD 0.969555 0.980315 0.994590 0.969068 0.978354 -0.827213
TN 0.975512 0.986922 0.988203 0.984005 0.956694 -0.808287
TX 0.943471 0.952730 0.963840 0.921060 0.966035 -0.726491
UT 0.960229 0.987649 0.986347 0.970967 0.974129 -0.782244
VT 0.992917 0.976825 0.978471 0.965785 0.956335 -0.812577
VA 1.000000 0.984165 0.976119 0.968290 0.962492 -0.786206
WA 0.984165 1.000000 0.985030 0.979435 0.969017 -0.791745
WV 0.976119 0.985030 1.000000 0.976364 0.981313 -0.810091
WI 0.968290 0.979435 0.976364 1.000000 0.938097 -0.806441
WY 0.962492 0.969017 0.981313 0.938097 1.000000 -0.753197
M30 -0.786206 -0.791745 -0.810091 -0.806441 -0.753197 1.000000
Unemployment Rate -0.233845 -0.278024 -0.242044 -0.322161 -0.097704 0.286235
GDP 0.700300 0.673887 0.803084 0.589242 0.828737 -0.821702
sp500 0.887390 0.921527 0.932191 0.908548 0.899705 -0.803273
Unemployment Rate GDP sp500
AL -0.313968 0.679765 0.912874
AK -0.077318 0.831059 0.894500
AZ -0.363260 0.461065 0.857531
AR -0.274777 0.738729 0.919558
CA -0.309076 0.513147 0.873121
CO -0.281464 0.668505 0.955356
CT -0.307110 0.561277 0.810995
DE -0.259425 0.648246 0.866882
FL -0.328826 0.428435 0.836135
GA -0.415562 0.419041 0.905154
HI -0.184746 0.765021 0.877679
ID -0.299751 0.640120 0.908633
IL -0.366424 0.459451 0.874275
IN -0.392803 0.605751 0.926331
IA -0.289050 0.732293 0.942269
KS -0.277454 0.712343 0.936833
KY -0.312877 0.714928 0.934039
LA -0.151179 0.797947 0.913530
ME -0.268087 0.675907 0.878194
MD -0.244354 0.637051 0.859829
MA -0.301744 0.606039 0.888088
MI -0.549625 0.045045 0.862239
MN -0.318449 0.523896 0.902356
MS -0.282011 0.717561 0.920877
MO -0.335008 0.590925 0.910620
MT -0.189639 0.795616 0.921798
NE -0.306369 0.705794 0.946591
NV -0.438223 0.161367 0.768529
NH -0.306332 0.547110 0.853133
NJ -0.259999 0.613614 0.847149
NM -0.246882 0.726003 0.888583
NY -0.251366 0.697961 0.876302
NC -0.325562 0.685751 0.921538
ND -0.126965 0.867657 0.925764
OH -0.436494 0.394007 0.895135
OK -0.111695 0.800513 0.901724
OR -0.280125 0.680518 0.928799
PA -0.249097 0.750565 0.891351
RI -0.306005 0.497306 0.827238
SC -0.303117 0.670552 0.919284
SD -0.230403 0.807501 0.945701
TN -0.313450 0.728337 0.940427
TX -0.161835 0.778876 0.926505
UT -0.291961 0.723834 0.942189
VT -0.220608 0.771710 0.886924
VA -0.233845 0.700300 0.887390
WA -0.278024 0.673887 0.921527
WV -0.242044 0.803084 0.932191
WI -0.322161 0.589242 0.908548
WY -0.097704 0.828737 0.899705
M30 0.286235 -0.821702 -0.803273
Unemployment Rate 1.000000 0.551874 -0.437767
GDP 0.551874 1.000000 0.653556
sp500 -0.437767 0.653556 1.000000
[54 rows x 54 columns]
In [32]:
HPI.dropna(inplace = True);
print(HPI);
print(HPI.corr());
AL AK AZ AR CA \
Date
1990-01-31 97.377466 62.960664 125.925384 90.013079 407.639219
1990-02-28 97.306825 64.745987 125.954481 90.292939 409.393746
1990-03-31 97.640926 68.843816 125.677184 90.749096 412.358848
1990-04-30 98.347335 75.545290 125.537118 91.190719 414.727667
1990-05-31 99.135672 84.269489 125.820526 91.693828 415.785301
1990-06-30 99.593283 93.030215 126.319903 92.282205 417.279958
1990-07-31 99.601506 99.468341 126.555572 92.875334 419.261081
1990-08-31 99.558429 102.479213 126.226122 93.524309 419.631783
1990-09-30 99.776456 102.769503 125.371627 94.010613 417.928706
1990-10-31 100.047438 101.770286 124.149933 94.146892 414.911709
1990-11-30 99.956110 100.506280 123.078108 94.158401 411.244025
1990-12-31 99.546794 99.752104 122.776916 94.123478 409.159154
1991-01-31 99.314542 100.034879 123.256689 93.842236 407.286495
1991-02-28 99.657568 101.103682 124.026363 93.330496 405.020035
1991-03-31 100.577049 102.604247 124.513898 92.998490 404.294332
1991-04-30 101.671347 104.630501 124.827124 92.956769 404.178454
1991-05-31 102.599011 107.102855 125.441600 93.071307 404.196405
1991-06-30 103.200775 109.665373 125.998923 93.320251 404.260056
1991-07-31 103.442471 111.786794 125.920280 93.541472 403.911409
1991-08-31 103.627099 112.903945 125.774525 93.911248 401.912444
1991-09-30 103.937729 112.887070 126.729607 94.863061 400.708569
1991-10-31 104.434315 112.242139 128.685113 96.132880 401.072934
1991-11-30 105.074298 111.689744 130.116024 97.223110 400.702644
1991-12-31 105.503346 111.777175 129.916873 98.138705 399.922259
1992-01-31 105.793151 112.722585 129.112351 98.927428 399.437537
1992-02-29 106.350717 114.303064 129.024746 99.413528 398.731115
1992-03-31 106.988301 116.123092 129.702411 99.435327 397.547336
1992-04-30 107.390774 117.688923 130.430471 99.143346 395.991357
1992-05-31 107.835257 118.645558 130.696415 99.200669 393.540740
1992-06-30 108.475438 119.222336 130.799372 100.021088 391.395764
... ... ... ... ... ...
2009-07-31 258.619045 354.589497 324.072216 245.195105 770.147557
2009-08-31 257.897208 353.481429 322.592409 245.926884 775.003275
2009-09-30 257.677144 351.650661 321.172735 246.063066 778.528537
2009-10-31 258.097017 349.441973 319.229860 245.338830 782.693570
2009-11-30 257.143440 347.223007 316.220031 243.432040 785.629726
2009-12-31 254.408819 345.254958 312.555527 240.776615 782.488173
2010-01-31 251.066223 344.455223 309.107341 238.561159 776.883857
2010-02-28 247.772524 345.561947 306.461511 237.605198 777.972309
2010-03-31 245.669417 348.136747 304.467542 237.900144 783.436761
2010-04-30 245.683216 351.487440 303.235790 239.421831 785.947684
2010-05-31 246.268488 354.437578 303.109262 240.931121 786.188565
2010-06-30 245.246149 355.989993 301.631729 240.656353 783.071590
2010-07-31 243.024472 355.973197 296.656489 238.622912 779.486285
2010-08-31 240.796152 354.711777 288.786372 235.355755 773.913770
2010-09-30 238.407770 353.171831 280.358297 231.938534 765.252120
2010-10-31 235.645371 352.359999 272.686657 229.651160 757.185980
2010-11-30 232.470548 352.311501 266.696745 228.267725 749.536634
2010-12-31 229.394844 352.695948 263.579234 227.552960 741.611048
2011-01-31 227.220711 353.232236 262.828623 227.651569 733.851665
2011-02-28 226.255820 353.781916 262.712583 227.959628 728.872299
2011-03-31 226.633064 354.781917 261.361513 228.357893 728.432563
2011-04-30 227.733077 356.310928 258.629250 229.281410 728.846720
2011-05-31 228.338401 357.797846 256.075530 230.653098 726.936776
2011-06-30 228.296010 358.273632 255.495152 232.110086 725.065931
2011-07-31 227.573719 357.163665 256.454588 232.787237 721.417667
2011-08-31 225.793626 355.201623 257.590008 232.604407 716.339714
2011-09-30 222.844805 352.904995 258.115437 232.505657 711.875271
2011-10-31 219.760742 350.247506 258.293736 232.541776 707.457255
2011-11-30 218.328769 347.765940 260.017619 231.854006 704.523984
2011-12-31 218.407507 345.920914 262.008154 230.414491 700.046947
CO CT DE FL GA \
Date
1990-01-31 128.607770 289.087700 202.214111 133.668588 116.794322
1990-02-28 128.817810 286.729447 203.585164 133.302517 116.293285
1990-03-31 129.016696 283.918663 203.903611 133.217207 115.513095
1990-04-30 129.123827 280.649292 203.811564 133.568341 115.303254
1990-05-31 129.785821 277.504604 203.813374 134.063840 115.679836
1990-06-30 130.736624 275.556792 203.729677 134.476896 116.010426
1990-07-31 131.155356 274.668346 202.993615 134.870741 116.228251
1990-08-31 131.006107 273.386466 202.119752 135.127512 116.340283
1990-09-30 130.895365 270.451392 202.168984 134.965775 115.945907
1990-10-31 131.308945 266.127865 202.497555 134.534458 115.113301
1990-11-30 131.886803 262.077147 202.327781 133.849576 114.630304
1990-12-31 132.215685 259.387008 202.174511 133.576043 114.792896
1991-01-31 132.197914 257.946169 202.510624 134.251990 115.041044
1991-02-28 132.513662 257.231346 203.022148 134.733158 115.117306
1991-03-31 133.498100 256.546642 203.365790 134.624615 115.265147
1991-04-30 134.591909 254.992512 203.839788 134.682225 115.463299
1991-05-31 135.715084 253.103665 204.499634 135.228028 115.623617
1991-06-30 136.761108 251.962324 205.219028 135.728434 115.643601
1991-07-31 137.859727 251.325128 205.644088 135.400473 115.270753
1991-08-31 139.014842 250.337387 205.214943 134.629734 114.717224
1991-09-30 140.105338 248.859211 204.496322 134.480029 114.415288
1991-10-31 141.113647 247.134512 204.819400 135.216867 114.417340
1991-11-30 141.547988 245.775766 205.758617 135.844145 114.804444
1991-12-31 142.164125 245.590236 205.919050 136.133317 115.958923
1992-01-31 144.122483 246.286692 205.102083 136.801153 117.180634
1992-02-29 147.371144 246.641302 204.325045 137.440939 117.218252
1992-03-31 150.571327 245.543315 204.831843 137.342374 116.413474
1992-04-30 152.625803 243.226897 205.834442 136.924505 116.007888
1992-05-31 154.142783 240.780479 205.360736 136.677842 116.389447
1992-06-30 156.218710 238.570015 203.533858 136.459852 117.204946
... ... ... ... ... ...
2009-07-31 504.347190 486.057185 480.248310 329.207000 251.546002
2009-08-31 503.227599 485.721923 477.114165 329.320247 249.452250
2009-09-30 501.759296 484.018599 473.266220 328.394252 246.790103
2009-10-31 498.793238 481.935787 469.706884 326.218846 243.570776
2009-11-30 492.865835 478.857661 466.817162 322.850520 238.984725
2009-12-31 487.245311 473.741997 463.897961 318.505387 234.311464
2010-01-31 485.861400 468.636818 460.814279 315.343364 231.845935
2010-02-28 488.137705 466.520979 458.230624 314.585293 231.481507
2010-03-31 491.208936 467.842005 456.668139 314.177998 231.967909
2010-04-30 494.095142 471.190809 456.235983 312.775250 232.999370
2010-05-31 495.596436 474.299740 456.143315 311.033444 233.859428
2010-06-30 492.686125 475.257519 455.031265 309.496300 232.484962
2010-07-31 487.092831 473.150494 452.387431 306.581441 228.160428
2010-08-31 482.284815 468.940745 449.505240 301.189057 222.240992
2010-09-30 478.804984 463.979210 447.059688 295.407721 215.432293
2010-10-31 475.577101 459.253419 444.779692 291.468474 209.078587
2010-11-30 470.379569 454.944124 442.273015 287.267841 205.166126
2010-12-31 463.377795 450.158295 438.362260 281.151603 202.669517
2011-01-31 458.261082 445.492002 432.867127 276.067334 200.562933
2011-02-28 457.298825 442.658391 427.272125 273.737460 199.431216
2011-03-31 459.678450 443.726266 423.352179 273.905334 199.165803
2011-04-30 464.074387 448.389771 422.028692 276.392219 199.335639
2011-05-31 468.174279 453.240796 421.965507 279.344965 199.700199
2011-06-30 470.904852 455.660678 421.399966 280.273419 199.826299
2011-07-31 473.476905 454.127332 420.092090 279.860960 199.320828
2011-08-31 474.042092 449.314040 417.876721 279.784364 198.022818
2011-09-30 471.936782 443.704265 414.824247 279.924471 195.510471
2011-10-31 468.037818 437.766809 411.619159 279.221534 191.547039
2011-11-30 463.473084 432.229257 408.468416 277.727692 187.523833
2011-12-31 459.916344 427.710209 405.507414 276.229422 184.153893
... VT VA WA WV \
Date ...
1990-01-31 ... 217.615714 179.224441 225.298844 68.476763
1990-02-28 ... 217.989644 178.921132 233.971612 68.825487
1990-03-31 ... 218.658764 179.104137 242.490216 69.416380
1990-04-30 ... 219.120993 180.099895 250.784574 70.283645
1990-05-31 ... 219.041999 181.135479 258.186412 71.468265
1990-06-30 ... 218.420345 181.679182 262.843114 72.740233
1990-07-31 ... 217.277298 182.081678 264.978004 73.616571
1990-08-31 ... 215.777289 181.923437 266.689162 73.738017
1990-09-30 ... 214.375225 180.870316 267.779799 73.193561
1990-10-31 ... 213.285112 179.380068 267.184444 72.427093
1990-11-30 ... 212.571578 178.016837 265.960671 71.971578
1990-12-31 ... 212.339648 177.317254 264.760104 72.069156
1991-01-31 ... 212.170356 177.091991 264.590688 72.726148
1991-02-28 ... 211.631852 177.003925 266.243640 73.811679
1991-03-31 ... 210.812557 177.241935 268.700039 75.069486
1991-04-30 ... 209.954994 177.531467 271.408978 76.336586
1991-05-31 ... 209.030711 177.783728 274.044550 77.495046
1991-06-30 ... 207.834843 178.282990 276.692444 78.427664
1991-07-31 ... 206.489112 178.132894 278.600901 79.053090
1991-08-31 ... 205.438946 177.176411 278.892911 79.489597
1991-09-30 ... 205.019754 176.911224 279.572137 79.868670
1991-10-31 ... 205.088699 177.555066 281.477982 80.155454
1991-11-30 ... 205.431558 178.158835 283.612151 80.328956
1991-12-31 ... 205.699444 178.368233 285.237687 80.411364
1992-01-31 ... 205.467620 178.791132 285.611117 80.583663
1992-02-29 ... 205.375110 179.947900 286.446097 81.169826
1992-03-31 ... 206.225108 180.726321 288.834633 82.462066
1992-04-30 ... 207.477299 180.104803 291.057825 84.140464
1992-05-31 ... 208.262178 178.924480 292.959252 85.368355
1992-06-30 ... 208.579429 178.481305 294.488039 85.913510
... ... ... ... ... ...
2009-07-31 ... 504.093723 476.107270 752.663591 220.382379
2009-08-31 ... 503.211488 475.128846 749.124619 219.506167
2009-09-30 ... 500.158505 473.615691 746.242218 218.243776
2009-10-31 ... 496.546726 473.525220 740.532849 217.079919
2009-11-30 ... 494.406546 472.693238 731.949508 216.081579
2009-12-31 ... 493.847376 469.144246 722.307403 215.081834
2010-01-31 ... 494.452218 465.377493 715.957170 213.960893
2010-02-28 ... 495.796919 464.793368 716.936336 213.054440
2010-03-31 ... 497.369920 467.289170 721.227114 213.193704
2010-04-30 ... 498.532229 471.242369 724.773295 214.563964
2010-05-31 ... 498.705952 475.136111 724.203419 216.591760
2010-06-30 ... 498.349295 475.415101 717.887677 218.270763
2010-07-31 ... 497.466287 470.773588 708.653922 218.756256
2010-08-31 ... 495.586339 463.680428 699.691019 218.432001
2010-09-30 ... 493.168391 457.154060 690.292959 218.166165
2010-10-31 ... 491.612911 452.508459 678.571544 217.733162
2010-11-30 ... 491.364606 448.371437 666.697181 216.480311
2010-12-31 ... 491.570433 443.134817 656.515134 214.452535
2011-01-31 ... 491.409346 439.067218 649.560652 212.439522
2011-02-28 ... 490.435483 439.365132 646.958753 211.295630
2011-03-31 ... 489.338962 444.083716 646.457091 211.047585
2011-04-30 ... 489.709842 451.318548 646.061000 211.329804
2011-05-31 ... 491.713829 457.221749 645.573844 211.903585
2011-06-30 ... 494.319082 459.331034 644.485567 212.584700
2011-07-31 ... 496.351131 457.556954 641.611805 213.127531
2011-08-31 ... 497.328016 454.523777 635.938834 213.464866
2011-09-30 ... 497.228361 451.439494 629.588373 213.698078
2011-10-31 ... 495.503326 447.712268 624.567679 213.730408
2011-11-30 ... 492.478398 443.336347 619.017923 213.455383
2011-12-31 ... 488.885999 438.472506 610.260669 213.033915
WI WY M30 Unemployment Rate GDP \
Date
1990-01-31 102.969030 74.740767 4.984093 -33.333333 0.000000
1990-02-28 104.289628 75.353989 8.165429 -34.567901 -2.697505
1990-03-31 105.932415 76.287112 8.907741 -35.802469 -2.065278
1990-04-30 107.582128 77.735727 9.968187 -33.333333 -10.874318
1990-05-31 108.807348 79.764564 11.134677 -33.333333 1.006296
1990-06-30 109.861304 81.970797 7.741251 -35.802469 4.141092
1990-07-31 110.854346 83.726014 6.468717 -32.098765 5.969284
1990-08-31 111.285898 84.651696 7.104984 -29.629630 12.926424
1990-09-30 111.215258 84.843449 7.953340 -27.160494 11.469666
1990-10-31 111.211625 84.751003 7.953340 -27.160494 11.798952
1990-11-30 111.723824 84.794877 6.150583 -23.456790 8.890704
1990-12-31 112.237018 85.159241 2.545069 -22.222222 -4.249098
1991-01-31 112.087446 85.916308 2.226935 -20.987654 -19.783462
1991-02-28 112.183742 87.129308 -0.636267 -18.518519 -22.963041
1991-03-31 113.186715 88.703629 0.742312 -16.049383 -21.904059
1991-04-30 114.726375 90.348695 0.636267 -17.283951 -13.521772
1991-05-31 116.526581 91.803279 0.424178 -14.814815 -8.888069
1991-06-30 118.525808 93.022625 2.014846 -14.814815 -7.576197
1991-07-31 120.117446 94.094165 1.590668 -16.049383 -3.732778
1991-08-31 120.539837 95.088257 -2.014846 -14.814815 -0.418851
1991-09-30 120.345837 95.942633 -4.453871 -14.814815 -5.426622
1991-10-31 120.833003 96.734750 -6.044539 -13.580247 -2.829219
1991-11-30 121.850594 97.768882 -7.635207 -13.580247 -7.586734
1991-12-31 122.254201 99.090549 -9.862142 -9.876543 -16.696083
1992-01-31 122.476147 100.321758 -10.604454 -9.876543 -21.935671
1992-02-29 123.766619 101.198058 -7.104984 -8.641975 -20.133822
1992-03-31 125.869588 101.953325 -5.196182 -8.641975 -18.616475
1992-04-30 127.847278 102.909950 -6.150583 -8.641975 -17.976344
1992-05-31 130.255784 104.016799 -8.059385 -6.172840 -15.144490
1992-06-30 132.864016 105.167011 -9.756098 -3.703704 -13.408498
... ... ... ... ... ...
2009-07-31 348.899154 434.439821 -44.644751 17.283951 280.985749
2009-08-31 347.883644 432.369293 -44.962884 18.518519 280.108532
2009-09-30 345.857774 430.215753 -46.341463 20.987654 278.248729
2009-10-31 343.191279 428.069891 -47.507953 23.456790 292.083981
2009-11-30 340.057695 425.622331 -48.250265 22.222222 284.905561
2009-12-31 335.916845 423.477172 -47.720042 22.222222 283.946682
2010-01-31 331.960788 422.333246 -46.659597 19.753086 339.564290
2010-02-28 329.996332 422.242586 -47.083775 20.987654 345.428203
2010-03-31 331.076397 422.889965 -47.295864 20.987654 400.850873
2010-04-30 334.758699 423.187078 -45.917285 22.222222 382.529438
2010-05-31 337.638540 421.973470 -48.144221 18.518519 381.046337
2010-06-30 336.871894 419.250998 -49.734889 16.049383 379.328785
2010-07-31 333.476426 415.952137 -51.643690 17.283951 398.756619
2010-08-31 330.461217 412.904077 -53.022269 18.518519 399.167567
2010-09-30 327.689922 410.500771 -53.870626 17.283951 392.592397
2010-10-31 324.158303 408.555320 -55.143160 17.283951 401.862438
2010-11-30 320.392278 406.812161 -54.400848 20.987654 404.399252
2010-12-31 316.365323 405.786628 -50.053022 16.049383 395.582308
2011-01-31 311.554269 405.727486 -49.522800 12.345679 424.667422
2011-02-28 306.645521 406.660837 -47.507953 11.111111 440.320329
2011-03-31 305.725303 408.585283 -48.674443 9.876543 478.011644
2011-04-30 309.334315 411.102954 -48.674443 11.111111 465.886041
2011-05-31 312.994262 413.453521 -50.795334 11.111111 481.241274
2011-06-30 314.442408 415.376829 -52.173913 12.345679 475.235110
2011-07-31 313.916668 416.487756 -51.749735 12.345679 487.684729
2011-08-31 311.719359 415.674278 -54.718982 12.345679 498.959458
2011-09-30 308.053861 412.951116 -56.415695 11.111111 479.060088
2011-10-31 303.562109 409.758808 -56.839873 9.876543 488.706831
2011-11-30 299.674448 407.690595 -57.688229 7.407407 489.170464
2011-12-31 296.278227 406.948413 -58.006363 4.938272 478.346197
sp500
Date
1990-01-31 384.083446
1990-02-28 370.529148
1990-03-31 381.937898
1990-04-30 381.529238
1990-05-31 398.718477
1990-06-30 413.152002
1990-07-31 412.645503
1990-08-31 370.947609
1990-09-30 349.105552
1990-10-31 337.312789
1990-11-30 348.940538
1990-12-31 368.104070
1991-01-31 363.456417
1991-02-28 415.823925
1991-03-31 430.085410
1991-04-30 440.621700
1991-05-31 438.220498
1991-06-30 438.648702
1991-07-31 441.402252
1991-08-31 454.468407
1991-09-30 451.329180
1991-10-31 450.880626
1991-11-30 449.508020
1991-12-31 453.197294
1992-01-31 492.446218
1992-02-29 487.435246
1992-03-31 480.043468
1992-04-30 480.104124
1992-05-31 490.651409
1992-06-30 481.339214
... ...
2009-07-31 1232.509361
2009-08-31 1337.739875
2009-09-30 1387.330682
2009-10-31 1420.238622
2009-11-30 1449.293692
2009-12-31 1481.058916
2010-01-31 1499.859794
2010-02-28 1450.847135
2010-03-31 1540.393907
2010-04-30 1604.849970
2010-05-31 1501.967759
2010-06-30 1442.589846
2010-07-31 1437.524263
2010-08-31 1448.173465
2010-09-30 1497.724413
2010-10-31 1568.209825
2010-11-30 1607.088865
2010-12-31 1667.799229
2011-01-31 1726.311327
2011-02-28 1781.130331
2011-03-31 1757.449036
2011-04-30 1795.920481
2011-05-31 1805.610720
2011-06-30 1732.961108
2011-07-31 1786.920756
2011-08-31 1587.748260
2011-09-30 1571.478011
2011-10-31 1618.946511
2011-11-30 1646.283240
2011-12-31 1670.358528
[264 rows x 54 columns]
AL AK AZ AR CA CO \
AL 1.000000 0.972248 0.901313 0.994846 0.877794 0.961665
AK 0.972248 1.000000 0.839755 0.981834 0.855834 0.922324
AZ 0.901313 0.839755 1.000000 0.886004 0.958469 0.842439
AR 0.994846 0.981834 0.886004 1.000000 0.880304 0.969541
CA 0.877794 0.855834 0.958469 0.880304 1.000000 0.845729
CO 0.961665 0.922324 0.842439 0.969541 0.845729 1.000000
CT 0.927413 0.930099 0.912187 0.932475 0.968665 0.887315
DE 0.956129 0.962020 0.921635 0.956638 0.949543 0.890025
FL 0.886165 0.841722 0.991186 0.879779 0.984781 0.837102
GA 0.936673 0.851612 0.934123 0.925560 0.911907 0.950943
HI 0.855537 0.908718 0.846500 0.858748 0.881726 0.732174
ID 0.975911 0.937224 0.944124 0.960506 0.887515 0.896595
IL 0.968021 0.920568 0.953011 0.965351 0.951042 0.954803
IN 0.952854 0.898188 0.845900 0.957840 0.823284 0.990887
IA 0.978524 0.958589 0.832777 0.987277 0.830039 0.989635
KS 0.982530 0.959135 0.846615 0.988813 0.849322 0.991229
KY 0.985421 0.964379 0.854294 0.992215 0.854247 0.989465
LA 0.988463 0.992780 0.849955 0.992644 0.848168 0.950158
ME 0.947883 0.957623 0.893840 0.957056 0.948983 0.915803
MD 0.937989 0.942654 0.941747 0.940006 0.968285 0.868853
MA 0.933114 0.920517 0.884210 0.945841 0.946655 0.948335
MI 0.662453 0.527903 0.727268 0.661946 0.700752 0.785166
MN 0.947712 0.901407 0.917825 0.952563 0.939815 0.969834
MS 0.997675 0.976194 0.883628 0.995766 0.864236 0.966877
MO 0.979618 0.940972 0.913629 0.982139 0.919903 0.982837
MT 0.986786 0.992823 0.860994 0.989210 0.851354 0.929529
NE 0.969177 0.938284 0.833454 0.977666 0.826693 0.992982
NV 0.763133 0.687117 0.954414 0.752631 0.931771 0.724412
NH 0.927059 0.909983 0.905549 0.935726 0.964339 0.928523
NJ 0.949165 0.953139 0.921004 0.954823 0.963418 0.903884
NM 0.986734 0.981762 0.893786 0.983932 0.866883 0.915249
NY 0.951482 0.966947 0.889416 0.960215 0.941080 0.911055
NC 0.998010 0.968686 0.888004 0.993553 0.868353 0.970278
ND 0.942588 0.987992 0.757887 0.958845 0.781246 0.899611
OH 0.902753 0.818902 0.854874 0.904971 0.832492 0.964221
OK 0.982931 0.986329 0.824841 0.990675 0.832788 0.964772
OR 0.993138 0.963844 0.933347 0.985277 0.895529 0.935175
PA 0.962236 0.984251 0.881186 0.968341 0.915346 0.901520
RI 0.900634 0.894962 0.925891 0.909432 0.987070 0.872365
SC 0.996810 0.969981 0.904486 0.992287 0.894171 0.966350
SD 0.979905 0.985952 0.817134 0.990078 0.823781 0.963586
TN 0.996792 0.972777 0.884444 0.996403 0.867180 0.972608
TX 0.980198 0.982883 0.829340 0.986890 0.847028 0.966170
UT 0.982496 0.942404 0.875797 0.971326 0.807257 0.929574
VT 0.949044 0.980304 0.864645 0.958716 0.911258 0.892279
VA 0.953386 0.963128 0.927210 0.959097 0.958405 0.897346
WA 0.986904 0.966984 0.935524 0.977613 0.917135 0.920053
WV 0.987465 0.992558 0.850917 0.994293 0.848311 0.951458
WI 0.984120 0.947880 0.898546 0.988203 0.895063 0.987347
WY 0.976964 0.995386 0.835989 0.981145 0.835664 0.915765
M30 -0.797310 -0.850842 -0.569351 -0.831055 -0.620295 -0.825280
Unemployment Rate 0.065500 0.259508 -0.190969 0.104737 -0.027545 0.016565
GDP 0.655117 0.778482 0.392354 0.681297 0.410782 0.565033
sp500 0.806501 0.731637 0.709411 0.797588 0.644640 0.848498
CT DE FL GA ... VT \
AL 0.927413 0.956129 0.886165 0.936673 ... 0.949044
AK 0.930099 0.962020 0.841722 0.851612 ... 0.980304
AZ 0.912187 0.921635 0.991186 0.934123 ... 0.864645
AR 0.932475 0.956638 0.879779 0.925560 ... 0.958716
CA 0.968665 0.949543 0.984781 0.911907 ... 0.911258
CO 0.887315 0.890025 0.837102 0.950943 ... 0.892279
CT 1.000000 0.987958 0.936659 0.901775 ... 0.976405
DE 0.987958 1.000000 0.934164 0.893517 ... 0.988893
FL 0.936659 0.934164 1.000000 0.923395 ... 0.881727
GA 0.901775 0.893517 0.923395 1.000000 ... 0.852895
HI 0.923939 0.953482 0.866759 0.731973 ... 0.949391
ID 0.909216 0.951658 0.921125 0.916903 ... 0.922627
IL 0.955181 0.957013 0.954210 0.980930 ... 0.927400
IN 0.848766 0.858876 0.831355 0.952096 ... 0.852538
IA 0.888811 0.907697 0.824395 0.921670 ... 0.918395
KS 0.907795 0.921078 0.839838 0.934458 ... 0.928758
KY 0.909524 0.926020 0.847547 0.933081 ... 0.932681
LA 0.920355 0.951678 0.842100 0.886105 ... 0.965118
ME 0.994534 0.989171 0.916011 0.902645 ... 0.988092
MD 0.985687 0.995004 0.957748 0.889211 ... 0.976370
MA 0.976297 0.953043 0.909195 0.938689 ... 0.948096
MI 0.614746 0.570647 0.721075 0.858850 ... 0.513612
MN 0.946273 0.931943 0.927594 0.981201 ... 0.910412
MS 0.920495 0.948221 0.868661 0.928178 ... 0.948451
MO 0.946439 0.948061 0.913997 0.973923 ... 0.934609
MT 0.921411 0.960274 0.852352 0.874500 ... 0.968563
NE 0.873584 0.888560 0.824052 0.931884 ... 0.894641
NV 0.827930 0.816814 0.963508 0.867151 ... 0.736367
NH 0.986063 0.961563 0.930488 0.940021 ... 0.948629
NJ 0.995753 0.995700 0.940640 0.907057 ... 0.985366
NM 0.920839 0.963540 0.880232 0.883672 ... 0.960221
NY 0.991709 0.992490 0.909957 0.891223 ... 0.993861
NC 0.923605 0.947834 0.872320 0.940155 ... 0.944262
ND 0.882541 0.918258 0.759174 0.788444 ... 0.956896
OH 0.820778 0.813734 0.844847 0.967593 ... 0.786612
OK 0.911535 0.936594 0.819442 0.887852 ... 0.955488
OR 0.926912 0.961709 0.916110 0.931532 ... 0.944424
PA 0.975657 0.992788 0.893650 0.869791 ... 0.997688
RI 0.989790 0.970839 0.958225 0.906863 ... 0.947678
SC 0.943761 0.963039 0.893685 0.946140 ... 0.956612
SD 0.902737 0.930228 0.812016 0.880184 ... 0.951134
TN 0.920452 0.944919 0.870607 0.934304 ... 0.944884
TX 0.926302 0.943846 0.826984 0.896141 ... 0.962147
UT 0.855153 0.904169 0.841024 0.903217 ... 0.894220
VT 0.976405 0.988893 0.881727 0.852895 ... 1.000000
VA 0.987417 0.996473 0.942727 0.894862 ... 0.987849
WA 0.954050 0.981974 0.925282 0.924487 ... 0.965352
WV 0.916822 0.949615 0.844202 0.885027 ... 0.962506
WI 0.926282 0.937363 0.894911 0.963280 ... 0.927684
WY 0.918046 0.956610 0.829542 0.849588 ... 0.972717
M30 -0.709807 -0.740659 -0.587410 -0.669260 ... -0.790073
Unemployment Rate 0.141737 0.164770 -0.129718 -0.189638 ... 0.267513
GDP 0.565723 0.633193 0.385716 0.372279 ... 0.719720
sp500 0.651013 0.665965 0.665314 0.819855 ... 0.662296
VA WA WV WI WY M30 \
AL 0.953386 0.986904 0.987465 0.984120 0.976964 -0.797310
AK 0.963128 0.966984 0.992558 0.947880 0.995386 -0.850842
AZ 0.927210 0.935524 0.850917 0.898546 0.835989 -0.569351
AR 0.959097 0.977613 0.994293 0.988203 0.981145 -0.831055
CA 0.958405 0.917135 0.848311 0.895063 0.835664 -0.620295
CO 0.897346 0.920053 0.951458 0.987347 0.915765 -0.825280
CT 0.987417 0.954050 0.916822 0.926282 0.918046 -0.709807
DE 0.996473 0.981974 0.949615 0.937363 0.956610 -0.740659
FL 0.942727 0.925282 0.844202 0.894911 0.829542 -0.587410
GA 0.894862 0.924487 0.885027 0.963280 0.849588 -0.669260
HI 0.948807 0.914514 0.869096 0.807439 0.903319 -0.659327
ID 0.945794 0.987705 0.948901 0.945174 0.948342 -0.707159
IL 0.959249 0.968445 0.937201 0.983594 0.914798 -0.735021
IN 0.869022 0.905159 0.937052 0.981733 0.893036 -0.806798
IA 0.913069 0.939311 0.981238 0.987052 0.955044 -0.861924
KS 0.924423 0.948066 0.980132 0.989754 0.956072 -0.845867
KY 0.930170 0.952847 0.984583 0.991722 0.960786 -0.847308
LA 0.951438 0.972536 0.997860 0.966847 0.993683 -0.845320
ME 0.989495 0.961735 0.947237 0.947128 0.945849 -0.770909
MD 0.996230 0.972332 0.928606 0.924123 0.933631 -0.710475
MA 0.958855 0.929934 0.923579 0.960670 0.902919 -0.768205
MI 0.592191 0.614596 0.594078 0.760844 0.508630 -0.472264
MN 0.938415 0.935976 0.920979 0.981708 0.888899 -0.752126
MS 0.947120 0.979835 0.990927 0.982207 0.979848 -0.811606
MO 0.951944 0.963186 0.960102 0.996152 0.934577 -0.787246
MT 0.957461 0.979438 0.995284 0.958768 0.997257 -0.829565
NE 0.896646 0.924572 0.966804 0.986544 0.932541 -0.851758
NV 0.829198 0.810042 0.700662 0.793200 0.672082 -0.430431
NH 0.965399 0.934582 0.910250 0.949606 0.894230 -0.729500
NJ 0.996084 0.970798 0.942624 0.945160 0.942666 -0.747883
NM 0.960630 0.987311 0.985699 0.954006 0.988790 -0.788611
NY 0.992010 0.967003 0.954239 0.944638 0.956497 -0.778476
NC 0.944868 0.979939 0.985778 0.984955 0.973170 -0.800866
ND 0.920426 0.924356 0.980350 0.912821 0.985954 -0.874971
OH 0.826427 0.857117 0.866580 0.955514 0.809073 -0.728561
OK 0.937446 0.957184 0.995005 0.971057 0.985344 -0.864117
OR 0.960379 0.993172 0.976041 0.971639 0.969039 -0.762628
PA 0.990712 0.977487 0.970316 0.940383 0.978784 -0.792767
RI 0.974990 0.929986 0.884730 0.917474 0.877042 -0.688958
SC 0.959946 0.986914 0.982625 0.984650 0.971977 -0.789404
SD 0.932207 0.951340 0.995390 0.969794 0.984556 -0.871814
TN 0.945742 0.976077 0.989862 0.986360 0.975127 -0.813771
TX 0.943248 0.959221 0.988692 0.969557 0.981153 -0.851554
UT 0.900576 0.963292 0.967007 0.953006 0.958127 -0.764718
VT 0.987849 0.965352 0.962506 0.927684 0.972717 -0.790073
VA 1.000000 0.976952 0.951017 0.941690 0.952806 -0.750786
WA 0.976952 1.000000 0.969563 0.960404 0.970924 -0.744867
WV 0.951017 0.969563 1.000000 0.970520 0.992151 -0.852721
WI 0.941690 0.960404 0.970520 1.000000 0.942939 -0.814264
WY 0.952806 0.970924 0.992151 0.942939 1.000000 -0.834532
M30 -0.750786 -0.744867 -0.852721 -0.814264 -0.834532 1.000000
Unemployment Rate 0.152309 0.073489 0.177974 0.016885 0.242474 -0.395650
GDP 0.636894 0.638049 0.746151 0.575477 0.785140 -0.714982
sp500 0.681157 0.752158 0.783310 0.816910 0.731228 -0.625544
Unemployment Rate GDP sp500
AL 0.065500 0.655117 0.806501
AK 0.259508 0.778482 0.731637
AZ -0.190969 0.392354 0.709411
AR 0.104737 0.681297 0.797588
CA -0.027545 0.410782 0.644640
CO 0.016565 0.565033 0.848498
CT 0.141737 0.565723 0.651013
DE 0.164770 0.633193 0.665965
FL -0.129718 0.385716 0.665314
GA -0.189638 0.372279 0.819855
HI 0.301879 0.689413 0.488438
ID -0.007940 0.599021 0.741995
IL -0.046626 0.487301 0.769850
IN -0.068646 0.534491 0.879861
IA 0.091237 0.661483 0.841155
KS 0.085274 0.645852 0.837544
KY 0.085919 0.654026 0.835862
LA 0.184485 0.748575 0.787402
ME 0.179302 0.621913 0.682775
MD 0.123324 0.596661 0.647513
MA 0.091412 0.526428 0.726952
MI -0.491325 -0.011666 0.753685
MN -0.040253 0.457557 0.781248
MS 0.080943 0.680324 0.821939
MO 0.006792 0.547867 0.806671
MT 0.192459 0.750323 0.746240
NE 0.038597 0.619189 0.862313
NV -0.322651 0.170542 0.594835
NH 0.067029 0.500904 0.702320
NJ 0.149510 0.601192 0.668902
NM 0.132630 0.720879 0.743091
NY 0.208205 0.648445 0.675365
NC 0.062189 0.653461 0.822457
ND 0.333685 0.847905 0.720670
OH -0.197601 0.367011 0.854509
OK 0.196244 0.738536 0.796280
OR 0.027192 0.639242 0.784327
PA 0.240424 0.708425 0.677204
RI 0.079747 0.483362 0.626661
SC 0.067476 0.637508 0.808847
SD 0.197961 0.746653 0.793949
TN 0.064934 0.671656 0.831366
TX 0.199804 0.719496 0.788760
UT -0.003101 0.670763 0.824106
VT 0.267513 0.719720 0.662296
VA 0.152309 0.636894 0.681157
WA 0.073489 0.638049 0.752158
WV 0.177974 0.746151 0.783310
WI 0.016885 0.575477 0.816910
WY 0.242474 0.785140 0.731228
M30 -0.395650 -0.714982 -0.625544
Unemployment Rate 1.000000 0.551874 -0.262561
GDP 0.551874 1.000000 0.469914
sp500 -0.262561 0.469914 1.000000
[54 rows x 54 columns]
In [33]:
HPI.to_pickle("./data/HPI.pickle");
In [ ]:
Content source: shevkunov/workout
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