kmi2122 0.1.7

This dataset includes some macroeconomic indicators for South Korea in 2021-2022.

KMI2122-dataset: A Collection of Korea Macroeconomic Indicators from 2021-2022 (Monthly, 24 Sequences)

Install

pip install kmi2122

or simply download the raw dataset:

curl -LO https://raw.githubusercontent.com/DSDanielPark/kmi2122-dataset/master/kmi2122_dataset/dataset.json

Usage

import kmi2122_dataset as kd

raw_dataset = kd.Dataset() # you can see raw dataset (dict)

kmi = kd.KMI2122()
df = kmi.get_df() # you can get a dataframe (pandas.DataFrame)
column_dict = dict(kmi.column_info()) # information of columns (dict) 

• tutorial: https://github.com/DSDanielPark/kmi2122-dataset/blob/main/doc/tutorial.ipynb
• file list: https://github.com/DSDanielPark/kmi2122-dataset/blob/main/doc/file_list.csv You can check the list of KOSIS statistical files used to create the following dataframe at the above url.

Stats

• 24 monthly sequences from Jan, 2022 to Dec, 2023
• 2,593 Korean statistical columns from 57 tables in one dataframe

Description

This dataset merges monthly economic indicators provided by the Korean Statistical Information Service (KOSIS) into a single data frame. The data covers a total of 24 sequences from January 2021 to December 2022 and includes information in 24 columns.

To solve the problem of encoding Korean characters and having many columns in one data frame, the column names were changed to table{int}_col{int}. This change is reflected in the data, making it easy to use, as demonstrated in the following example.

This dataset provides valuable information for time series data analysis and modeling, enabling users to extract information on which indicators require more focus and predict values using several economic indicators. It is expected that this data and lagging techniques will enable the identification of the successors of economic indicators.

Contents

• This dataset has a total of 2593 columns with 24 sequences (monthly from 2021.01 to 2022.12) as the number of columns.

• Those 2593 columns were extracted from 57 tables.

• Missing values do not exist.

• The published statistical data were original, and no separate preprocessing was performed.

  	file_name	description_in_eng
  0	table0	ELW Trading Volume
  1	table1	ELW Investor Trading Volume
  2	table2	ETF Trading Volume
  3	table3	ETF Investor Trading Volume
  4	table4	ETN Trading Volume
  5	table5	ETN Investor Trading Volume
  6	table6	KRX 100
  7	table7	KRX 300
  8	table8	KRX Dividend Yield
  9	table9	KRX Listed Stock Trading Volume
  10	table10	KRX Listed Stock Summary
  11	table11	KRX Listed Stock Investor Trading Volume
  12	table12	KRX Price to Book Ratio (PBR)
  13	table13	KRX Price to Earnings Ratio (PER)
  14	table14	KRX Major Price Index
  15	table15	KTOP 30
  16	table16	Composite Stock Price Index 2015100 10th
  17	table17	Composite Stock Price Index 2015100 Composition Index Time Series 10th
  18	table18	Expected Inflation Rate National Monthly
  19	table19	Production Diffusion Index
  20	table20	Consumer Price Index 2020100
  21	table21	Consumer Price Index Including Self-Contained Housing 2020100
  22	table22	Monthly Consumer Price Index Fluctuation Rate
  23	table23	Korea Exchange Securities Trading Volume and Trading Volume per Trade
  24	table24	Korea Exchange Securities Trading Volume
  25	table25	Korea Exchange Securities Industry Market Capitalization
  26	table26	Korea Exchange Securities Listed Company Dividend Status
  27	table27	Korea Exchange Securities Listed Company Revenue Status
  28	table28	Korea Exchange Securities Listed Stock Summary
  29	table29	Korea Exchange Securities Investor Trading Volume
  30	table30	Korea Exchange Securities Program Trading Trading Volume
  31	table31	Consumer Price Index Including Self-Contained Housing 2020100
  32	table32	Consumer Price Index by Expenditure Purpose Including Items 2020100
  33	table33	KOSDAQ 150 Sector Index
  34	table34	KOSDAQ Trading Volume
  35	table35	KOSDAQ Dividend Yield
  36	table36	KOSDAQ Industry Revenue Status
  37	table37	KOSDAQ Industry Financial Status
  38	table38	KOSDAQ Industry Stock Price Index
  39	table39	KOSDAQ Industry Investment Indicators
  40	table40	KOSDAQ Listed Company Dividend Status
  41	table41	KOSDAQ Listed Company Revenue Status
  42	table42	KOSDAQ Price to Book Ratio (PBR)
  43	table43	KOSDAQ Price to Earnings Ratio (PER)
  44	table44	KOSDAQ Major Price Index
  45	table45	KOSDAQ Index
  46	table46	KOSDAQ Investor Trading Volume
  47	table47	KOSPI 200 Sector Index
  48	table48	KOSPI 200 Index
  49	table49	KOSPI Dividend Yield
  50	table50	KOSPI Industry Stock Price Index
  51	table51	KOSPI Industry Investment Indicators
  52	table52	KOSPI Price to Book Ratio (PBR)
  53	table53	KOSPI Price to Earnings Ratio (PER)
  54	table54	KOSPI Major Price Index
  55	table55	KOSPI Index
  56	table56	Consumer Price Index by Item and Item Characteristic 2020100
  57	table57	Consumer Price Index by Item Characteristic 2020100

The column names of the dataset have been maintained in Korean. In addition, you can check the 57 statistics file names in Korean through the key value of table_list in kmi_dataset_column_info. We apologize for the inconvenience, but we do not provide English-translated values as changing Korean to English can make it difficult for users to compare with the original data on KOSIS.

Also, if there are columns with missing values in some tables, the columns with missing values have been removed. Therefore, please note that the entire dataset does not have any missing values.

Format

{
    'kmi_dataset_column_info': {'table0_col1': 'Number of trading days',
                                'table0_col10': 'Trading volume',
                                'table0_col11': 'Trading value (unit: million KRW)',
                                'table0_col12': 'Trading value (unit: million KRW)',
                                'table0_col13': 'Trading value (unit: million KRW)',
                                ...

                                'table9_date': 'Trading volume of listed stocks'
                                },
    'kmi_dataset_main': '{"date":{"0":2021.01,"1":2021.02,"2":2021.03,"3":2021.04,"4" ....}' ....}
}

How to Cite

If you extend or use this work, please cite the paper where it was introduced:

Data provided by The Korean Statistical Information Service(KOSIS), "KMI-2122" dataset, accessed from the 'kmi2122-dataset' repository on GitHub (https://github.com/DSDanielPark/kmi2122-dataset) on {Data Citation Date}

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![kmi2122-dataset](https://img.shields.io/badge/pypi-kmi2122-blue)

Further Reading

What is the Korean Statistical Information Service (KOSIS)?

The Korean Statistical Information Service (KOSIS) is a one-stop statistical service provided by the National Statistical Office. It helps users find the statistics they need by collecting key domestic, international, and North Korean statistics in one place. KOSIS contains all government-approved statistics on the economy, society, and environment from over 400 organizations. It also provides the latest statistics on international finance and economy from the IMF, Worldbank, and OECD.

Through an easy and convenient search function, various contents, and statistical explanatory data services that even the general public can understand, KOSIS allows users to quickly and accurately find the statistical data they need.

DataSets

You can find datasets on the latest macroeconomic indicators for Korea from official data providers such as the Bank of Korea (https://www.bok.or.kr/) or the Korea Statistics Portal (https://kosis.kr/)

1. Blockchain datasets
   • Blockchain.com (https://www.blockchain.com/): provides blockchain transaction data for cryptocurrencies such as Bitcoin and Ethereum.
   • Coinmetrics.io (https://coinmetrics.io/): collects and analyzes various blockchain data.
   • Kaggle (https://www.kaggle.com/datasets?tags=14120-blockchain): a platform that provides various blockchain datasets.
2. Macroeconomic indicators for each country
   • International Monetary Fund (IMF) (https://www.imf.org/en/Data): provides macroeconomic indicator data for countries around the world.
   • World Bank (https://data.worldbank.org/): provides data on macroeconomic indicators, population, poverty, and more for each country.
   • OECD (https://stats.oecd.org/): provides data on macroeconomic indicators, social issues, environmental issues, and more for OECD member countries.
3. Stock datasets
   • Yahoo Finance (https://finance.yahoo.com/): provides data for US stocks, futures, options, and more.
   • Google Finance (https://www.google.com/finance): provides data for US stocks, indices, and more.
   • Investing.com (https://www.investing.com/): provides data for stocks, indices, funds, and more worldwide.