We provide experimental data, raw data and data preprocessing code
experimental data contains all the experimental data, IncludingGermany_GDP,Japan_GDP,UK_GDP,US_GDP,China_GDP,China_Goverment_Revenue,China_Total_Profit_of_Industrial_Enterprises,China_Completed_Investment_in_Real_Estate_Development,China_The_Total_Amount_of_Import,China_Power_Generation_Output,China_PMI,China_The_Total_Amount_of_Export,China_Tax_Revenue
Our model can support long period prediction, but in this experiment, only 1 is selected as the prediction step parameter. Therefore, we need to cut each set of experimental data into several independent experiments. For example, if the length of the test set is 2019Q1-2022Q4, we need to cut four years times four quarters, a total of 16 independent experiments. The specific preprocessing method is given in "step2.py", and the processing results are in the " Experimental data" folder. If you just want to reproduce the experimental results of the paper, you can run it directly
Our data are mainly divided into two categories. One group is the GDP data of various countries and relevant external data, including the US, the UK, China and Japan. The other group is China's "PMI", "The total amount of import, billion USD/month "," The total amount of export, billion USD/month”,“Goverment Revenue, billion RMB/month”,“Power Generation Output, billion kWh/month”,“Completed Investment in Real Estate Development, billion USD/month”,“Total Profit of Industrial Enterprises, billion USD/month”,“Tax Revenue, billion RMB/month "eight macro data and related external data. Specific data items are shown in the following table
| China | China: Financial Institutions: Balance of Loans | China: Financial Institutions: Balance of Deposits | China: Output: Electricity Generation: Current Month | China: Total Retail Sales of Consumer Goods: Current Month | China: Fixed Asset Investment: Cumulative Value | China: Floor Space of Buildings Completed: Year-on-Year | China: Financial Institutions: Balance of Loans: Year-on-Year | China: Floor Space of Buildings Started: Year-on-Year | China: Industrial Value Added: Month-on-Month | China: Consumer Confidence Index (Monthly) | China: Floor Space of Buildings Under Construction: Year-on-Year | China: Fixed Asset Investment: Year-on-Year | China: Commercial Housing Sales Area: Year-on-Year | China: Commercial Housing Sales Area: Residential Buildings: Year-on-Year | China: Fiscal Revenue: Cumulative Value | China: Financial Institutions: Savings Deposits Balance | China: Fiscal Balance: Current Month | China: Output: Household Refrigerators: Current Month | China: Average Exchange Rate: US Dollar to RMB | China: Output: Automobiles: Current Month | China: Output: Electricity Generation: Year-on-Year | China: Output: Metal Cutting Machine Tools: Current Month | China: Output: Air Conditioners: Current Month | China: CPI: Month-on-Month | China: Tax Revenue: Current Month | China: Fiscal Revenue: Current Month | China: Fiscal Expenditure: Cumulative Value | China: Fiscal Expenditure: Current Month | China: Output: Crude Steel: Current Month | China: Tax Revenue: Month-on-Month |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Germany | Germany: Short-term Loans: Manufacturing: Other Non-metallic Mineral Products | Germany: Medium-term Loans: Manufacturing: Food, Beverages and Tobacco | Germany: Medium-term Loans: Manufacturing: Rubber and Plastic Products | Germany: Medium-term Loans: Manufacturing: Basic Metals and Metal Products | Germany: Short-term Loans: Services: Other Services | Germany: Short-term Loans: Agriculture | Germany: Short-term Loans: Manufacturing: Textiles and Textile Products, Leather and Leather Products | Germany: Loans: Manufacturing: Wood, Pulp and Paper Products, Printing and Publishing, Furniture Manufacturing and Recycling | Germany: Short-term Loans: Manufacturing: Chemicals, Coking, Oil Refining and Nuclear Fuel | Germany: Loans: Manufacturing: Food, Beverages and Tobacco | Germany: Medium-term Loans: Services: Holding Companies | Germany: Medium-term Loans: Services: Computer and Related Activities, Research and Development | Germany: Medium-term Loans: Financial Institutions and Insurance Companies (Excluding Micro-lending Institutions) | Germany: Long-term Loans: Transport, Storage and Communication | Germany: Long-term Loans: Services: Accommodation and Catering | Germany: Loans: Services: Accommodation and Catering | Germany: Short-term Loans: Transport , Storage and Communication | Germany: Short-term Loans: Manufacturing: Electrical and Optical Equipment | Germany: Medium-term Loans: Services: Movable Property Leasing | Germany: Medium-term Loans: Manufacturing: Wood , Pulp and Paper Products , Printing and Publishing , Furniture Manufacturing and Recycling | Germany: Medium-term Loans: Manufacturing: Textiles and Textile Products , Leather and Leather Products | Germany: Medium-term Loans: Electricity , Gas and Water Supply , Mining | Germany: Medium-term Loans: Construction | Germany: Manufacturing Capacity Utilization | Germany: Short-term Loans: Wholesale , Retail Trade and Repair | Germany: Loans: Services: Other Services | Germany: Loans: Construction | Germany: Long-term Loans: Wholesale , Retail Trade and Repair | Germany: Loans: Services: Computer and Related Activities , Research and Development | Germany: Loans: Services: Real Estate Enterprises |
| Japan | Japan: Contribution to Real GDP Growth Year-on-Year: Private Consumption | Japan: Contribution to Real GDP Growth Year-on-Year: Public Investment | Japan: Contribution to Real GDP Growth Year-on-Year: Government Consumption | Japan: Contribution to Real GDP Growth Quarter-on-Quarter Seasonally Adjusted: Goods and Services: Net Exports | Japan: Contribution to Real GDP Growth Year-on-Year: GDP | Japan: Contribution to Real GDP Growth Year-on-Year: Domestic Demand | Japan: Contribution to Real GDP Growth Year-on-Year: Goods and Services: Net Exports | Japan: Real Disposable Personal Income Index | Japan: Consumer Price Index | Japan: OECD Real House Price Index Seasonally Adjusted | Japan: Domestic Banks: Bank Accounts, Trust Accounts, Overseas Branch Accounts: Housing Loans: Household Loans: New Loans | Japan: Domestic Banks: Bank Accounts: Housing Loans: Household Loans: New Loans | Japan: Manufacturing Inventories: Total | Japan: Domestic Banks: Bank Accounts , Trust Accounts , Overseas Branch Accounts: Housing Loans: Household Loans: Outstanding Amount | Japan: Balance: Current Account | Japan: Producer Price Index: Year-on-Year | Japan: Unemployment Rate | Japan: Unemployment Rate: Seasonally Adjusted | Japan: Import Amount: Year-on-Year | Japan: Core CPI | Japan: OECD Composite Leading Indicators | Japan: Money Supply: Average Balance: M2: Year-on-Yea | Japan: 10-year Government Bond Yield | Japan: Industrial Production Index: Mining and Manufacturing: Year-on-Year | Japan: Consumer Confidence Index | Japan: Import Amount: Current Month | Japan: Export Amount: Current Month | Japan: Commercial Sales: Total | Japan: Trade Balance: Current Month | Japan: Machinery Orders: Metal Cutting Machine Tools |
| The United States | USA: Change in Nonfarm Payrolls: Private: Goods-producing: Total: Current Month: Seasonally Adjusted | USA: Change in Nonfarm Payrolls: Private: Goods-producing: Construction: Current Month: Seasonally Adjusted | USA: PPI: All Commodities: Not Seasonally Adjusted | USA: Nonfarm Payrolls: Private: Total: Seasonally Adjusted | USA: Change in Nonfarm Payrolls: Private: Goods-producing: Manufacturing: Total: Current Month: Seasonally Adjusted | USA: Change in Nonfarm Payrolls: Government: Current Month: Seasonally Adjusted | USA: CPI: Transportation: Seasonally Adjusted: Month-on-Month | USA: CPI: Transportation: Month-on-Month | USA: CPI: Medical Care: Seasonally Adjusted: Month-on-Month | USA: CPI: Medical Care: Month-on-Month | USA: CPI: Food: Seasonally Adjusted: Month-on-Month | USA: CPI: Apparel: Seasonally Adjusted: Month-on-Month | USA: Nonfarm Payrolls: Total: Seasonally Adjusted | USA: Consumer Credit Outstanding: Total: Seasonally Adjusted | USA: CPI: Apparel: Month-on-Month | USA: Nonfarm Payrolls: Private: Goods-producing: Manufacturing: Seasonally Adjusted | USA: PPI: All Commodities: Year-on-Year: Not Seasonally Adjusted | USA: CPI: Food: Year-on-Year | USA: CPI: Year-on-Year | USA: CPI: Month-on-Month | USA: CPI: Seasonally Adjusted: Month-on-Month | USA: CPI: Food: Month-on-Month | USA: Industrial Production Index: Year-on-Year: Seasonally Adjusted | USA: Change in Nonfarm Payrolls: Private: Service-providing: Leisure and Hospitality: Current Month: Seasonally Adjusted | USA: Average Weekly Hours of Production Workers in Manufacturing: Seasonally Adjusted | USA: Industrial Production Index: Seasonally Adjusted | USA: Change in Nonfarm Payrolls: Private: Service-providing: Current Month: Seasonally Adjusted | USA: Consumer Price Index | USA: Change in Nonfarm Payrolls: Total: Seasonally Adjusted | USA: Nonfarm Payrolls: Private: Goods-producing: Construction: Seasonally Adjusted |
| PMI | China: PPI: All Industrial Products: Year-on-Year | China: CPI: Year-on-Year | China: Export Value: Year-on-Year | China: Industrial Value Added: Year-on-Year | China: Export Value: Current Month | China: Import Value: Year-on-Year | China: CPI: Food: Year-on-Year | China: CPI: Month-on-Month | China: Trade Balance Value: Current Month | China: Import Value: Current Month | China: Consumer Confidence Index (Monthly) | China: Financial Institutions: Medium and Long-term Loan Balance | China: Export Value: United States: Current Month | China: Export Value: Cumulative Value | China: PPI: Means of Production: Year-on-Year | China: Sales Volume: Automobiles: Current Month | China: Import and Export Value: Year-on-Year | China: PPI: Means of Subsistence: Year-on-Year | China: Average Exchange Rate: US Dollar to RMB | hina: Import and Export Amount: Current Month | China: CPI: Housing: Year-on-Year | China: Export Amount: Japan: Current Month | China: PPIRM: Year-on-Year | China: Trade Balance Value: Cumulative Value | China: CPI: Clothing: Year-on-Year | China: CPI: Transportation and Communication: Year-on-Year | China: PPI: Means of Production: Raw Material Industry: Year-on-Year | China: CPI: Education, Culture and Entertainment: Year-on-Year | China: CPI: Medical Care: Year-on-Year | China: CPI: Livelihood Goods and Services: Year-on-Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Imports | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Year-on-Year Growth Rate | China: Export Value: Year-on-Year | China: Industrial Value Added: Year-on-Year | China: Export Value: Current Month | China: CPI: Food: Year-on-Year | China: CPI: Month-on-Month | China: Trade Balance Value: Current Month | China: Consumer Confidence Index (Monthly) | China: Financial Institutions: Medium and Long-term Loan Balance | China: Export Value: United States: Current Month | China: Export Value: Cumulative Value | China: PPI: Means of Production: Year-on-Year Growth Rate | China: Sales Volume: Automobiles: Current Month | China: Import and Export Value: Year-on-Year Growth Rate | China: PPI: Means of Subsistence: Year-on-Year Growth Rate | China: Average Exchange Rate: US Dollar to RMB | China: Import and Export Amount: Current Month | China: CPI: Housing: Month-on-Month | China: Export Amount: Japan: Current Month | China: PPIRM: Year-on-Year | China: Trade Balance Value: Cumulative Value | China: CPI: Clothing: Year-on-Year Growth Rate | China: CPI: Transportation and Communication: Year-on-Year | China: PPI: Means of Production: Raw Material Industry: Year-on-Year | China: CPI: Education, Culture and Entertainment: Year-on-Year | China: CPI: Medical Care: Year-on-Year | China: CPI: Livelihood Goods and Services: Year-on-Year | China Trade Balance Year-on-Year | China Export Value United States Cumulative Year-on-Year |
| Exports | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Month-on-Month | China: Industrial Value Added: Month-on-Month | China: Import Amount: Month-on-Month | China: CPI: Food: Month-on-Month | China: CPI: Month-on-Month | China: Trade Balance: Current Month | China: Import Amount: Current Month | China: Consumer Confidence Index (Monthly) | China: Financial Institutions: Medium and Long-term Loan Balance | China: PPI: Means of Production: Month-on-Month | China: Sales: Automobiles: Current Month | China: PPI: Means of Subsistence: Month-on-Month | China: Average Exchange Rate: US Dollar to RMB | China: CPI: Housing: Month-on-Month | China: PPIRM: Month-on-Month | China: Trade Balance: Cumulative Value | China: CPI: Apparel: Month-on-Month | China: CPI: Transportation and Communication: Month-on-Month | China: PPI: Means of Production: Raw Material Industry: Month-on-Month | China: CPI: Education , Culture and Recreation: Month-on-Month | China: CPI: Medical Care: Month-on-Month | China: CPI: Household Goods and Services: Month-on-Month | China: Trade Balance: Month-on-Month | China: RMB: Real Effective Exchange Rate Index | China: PPI: Means of Production: Processing Industry: Month-on-Month | China: Deposit Interest Rate (1-year Term Deposit) (Monthly) | China: Import Amount: Cumulative Value | China: PPI: Means of Production: Mining Industry | China: CPI: Food, Tobacco and Liquor: Fresh Vegetables: Month-on-Month |
| GR | China: Import Amount: Current Month | China: M2: Year-on-Year | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Month-on-Month | China: Purchasing Managers’ Index | China: M1: Year-on-Year | China: Total Social Financing: Current Month | China: Export Amount: Month-on-Month | China: Industrial Value Added: Month-on-Month | China: Financial Institutions: New Renminbi Loans: Current Month | China: Export Amount: Current Month | China: M2 | China: PMI: New Orders | China: CPI: Excluding Food and Energy (Core CPI): Month-on-Month | China: Total Social Financing: New Renminbi Loans: Current Month | China: PMI: New Export Orders | China: Industrial Value Added: Year-on-Year | China: PMI: Finished Goods Inventory | China: Export Amount: Year-on-Year | China: PMI: Production | China: Import Amount: Month-on-Month | China: Urban Surveyed Unemployment Rate | China: Total Social Financing: Corporate Bond Financing: Current Month | China: Total Social Financing: Government Bonds: Current Month | China: Total Social Financing: New Trust Loans: Current Month | China: Total Social Financing: New Entrusted Loans: Current Month | China: Financial Institutions: New Renminbi Loans: Enterprises (Businesses) Units: Bill Financing: Current Month | China: Total Social Financing: New Undiscounted Bank Acceptance Bills: Current Month | China: PPI: All Industrial Products: Month-on-Month | China: Surveyed Unemployment Rate of Population Aged 16-24 |
| PGO | China: Import Amount: Current Month | China: M2: Year-on-Year | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Month-on-Month | China: Purchasing Managers’ Index | China: M1: Year-on-Year | China: Total Social Financing: Current Month | China: Export Amount: Month-on-Month | China: Industrial Value Added: Month-on-Month | China: Financial Institutions: New Renminbi Loans: Current Month | China: Export Amount: Current Month | China: M2 | China: PMI: New Orders | China: CPI: Excluding Food and Energy (Core CPI): Month-on-Month | China: Total Social Financing: New Renminbi Loans: Current Month | China: PMI: New Export Orders | China: Industrial Value Added: Year-on-Year | China: PMI: Finished Goods Inventory | China: Export Amount: Year-on-Year | China: PMI: Production | China: Import Amount: Month-on-Month | China: Urban Surveyed Unemployment Rate | China: Total Social Financing: Corporate Bond Financing: Current Month | China: Total Social Financing: Government Bonds: Current Month | China: Total Social Financing: New Trust Loans: Current Month | China: Total Social Financing: New Entrusted Loans: Current Month | China: Financial Institutions: New Renminbi Loans: Enterprises (Businesses) Units: Bill Financing: Current Month | China: Total Social Financing: New Undiscounted Bank Acceptance Bills: Current Month | China: PPI: All Industrial Products: Month-on-Month | China: Surveyed Unemployment Rate of Population Aged 16-24 |
| CI | China: Import Amount: Current Month | China: M2: Year-on-Year | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Month-on-Month | China: Purchasing Managers’ Index | China: M1: Year-on-Year | China: Total Social Financing: Current Month | China: Export Amount: Month-on-Month | China: Industrial Value Added: Month-on-Month | China: Financial Institutions: New Renminbi Loans: Current Month | China: Export Amount: Current Month | China: M2 | China: PMI: New Orders | China: CPI: Excluding Food and Energy (Core CPI): Month-on-Month | China: Total Social Financing: New Renminbi Loans: Current Month | China: PMI: New Export Orders | China: Industrial Value Added: Year-on-Year | China: PMI: Finished Goods Inventory | China: Export Amount: Year-on-Year | China: PMI: Production | China: Import Amount: Month-on-Month | China: Urban Surveyed Unemployment Rate | China: Total Social Financing: Corporate Bond Financing: Current Month | China: Total Social Financing: Government Bonds: Current Month | China: Total Social Financing: New Trust Loans: Current Month | China: Total Social Financing: New Entrusted Loans: Current Month | China: Financial Institutions: New Renminbi Loans: Enterprises (Businesses) Units: Bill Financing: Current Month | China: Total Social Financing: New Undiscounted Bank Acceptance Bills: Current Month | China: PPI: All Industrial Products: Month-on-Month | China: Surveyed Unemployment Rate of Population Aged 16-24 |
| IE | China: Import Amount: Current Month | China: M2: Year-on-Year | China: CPI: Month-on-Month | China: Purchasing Managers’ Index | China: M1: Year-on-Year | China: Total Social Financing: Current Month | China: Export Amount: Month-on-Month | China: Financial Institutions: New Renminbi Loans: Current Month | China: Export Amount: Current Month | China: M2 | China: PMI: New Orders | China: CPI: Excluding Food and Energy (Core CPI): Month-on-Month | China: Total Social Financing: New Renminbi Loans: Current Month | China: PMI: New Export Orders | China: PMI: Finished Goods Inventory | China: Export Amount: Year-on-Year | China: PMI: Production | China: Import Amount: Month-on-Month | China: Urban Surveyed Unemployment Rate | China: Total Social Financing: Corporate Bond Financing: Current Month | China: Total Social Financing: Government Bonds: Current Month | China: Total Social Financing: New Trust Loans: Current Month | China: Total Social Financing: New Entrusted Loans: Current Month | China: Financial Institutions: New Renminbi Loans: Enterprises (Businesses) Units: Bill Financing: Current Month | China: Total Social Financing: New Undiscounted Bank Acceptance Bills: Current Month | China: Surveyed Unemployment Rate of Population Aged 16-24 | China: CPI: Food: Month-on-Month | China: Financial Institutions: Loan Balance: Year-on-Year | China: CPI: Non-food: Month-on-Month | China: CPI: Month-on-Month |
| Tax | China: Import Amount: Current Month | China: M2: Year-on-Year | China: PPI: All Industrial Products: Month-on-Month | China: CPI: Month-on-Month | China: Purchasing Managers’ Index | China: M1: Year-on-Year | China: Total Social Financing: Current Month | China: Export Amount: Month-on-Month | China: Industrial Value Added: Month-on-Month | China: Financial Institutions: New Renminbi Loans: Current Month | China: Export Amount: Current Month | China: M2 | China: PMI: New Orders | China: CPI: Excluding Food and Energy (Core CPI): Month-on-Month | China: Total Social Financing: New Renminbi Loans: Current Month | China: PMI: New Export Orders | China: Industrial Value Added: Year-on-Year | China: PMI: Finished Goods Inventory | China: Export Amount: Year-on-Year | China: PMI: Production | China: Import Amount: Month-on-Month | China: Urban Surveyed Unemployment Rate | China: Total Social Financing: Corporate Bond Financing: Current Month | China: Total Social Financing: Government Bonds: Current Month | China: Total Social Financing: New Trust Loans: Current Month | China: Total Social Financing: New Entrusted Loans: Current Month | China: Financial Institutions: New Renminbi Loans: Enterprises (Businesses) Units: Bill Financing: Current Month | China: Total Social Financing: New Undiscounted Bank Acceptance Bills: Current Month | China: PPI: All Industrial Products: Month-on-Month | China: Surveyed Unemployment Rate of Population Aged 16-24 |
Our external data is taken from the heat ranking of commercial databases, and there are more than 100 alternative external data. We will eliminate too much difference between the start time and the end time (indicators that are more than ten years, that is, the statistics did not start before 2000) and the data that are too correlated with the predicted data (for example, in the forecast of GDP indicators, we will eliminate the GDP growth rate, the GDP value of the primary industry and other derivative data). Original data In the "original data" folder, data preprocessing includes two py files, which are respectively to remove invalid external data and to cut data into several groups of independent experimental data.