statsmodels.tsa.statespace.news.NewsResults.get_impacts#

NewsResults.get_impacts(groupby=None, include_revisions=True, include_updates=True)[source]#

Get impacts from news and revisions on variables of interest

Parameters:

groupbystr, list of str, or function, optional: Argument passed to the groupby method of the combined details table (see get_details) to group impacts by, e.g., by the update date. If not specified, no grouping is performed.
include_revisionsbool, optional: Whether to include the impacts from data revisions. Default is True.
include_updatesbool, optional: Whether to include the impacts from news (i.e. newly observed datapoints). Default is True.

Returns:

impactspd.DataFrame: Impacts on variables of interest, indexed by (grouped) update / revision date and columns given by the impact date / impacted variable.