I have a dataframe with the quarterly U.S. GDP as column values. I would like to look at the values, 3 at a time, and find the index where the GDP fell for the next two consecutive quarters. This means I need to compare individual elements within df['GDP'] with each other, in groups of 3.
Here's an example dataframe.
df = pd.DataFrame(data=np.random.randint(0,10,10), columns=['GDP'])
df
GDP
0 4
1 4
2 4
3 1
4 4
5 4
6 8
7 2
8 3
9 9
I'm using df.rolling().apply(find_recession)
, but I don't know how I can access individual elements of the rolling window within my find_recession()
function.
gdp['Recession_rolling'] = gdp['GDP'].rolling(window=3).apply(find_recession_start)
How can I access individual elements within the rolling window, so I can make a comparison such as gdp_val_2 < gdp_val_1 < gdp_val?
The .rolling().apply() will go through the entire dataframe, 3 values at a time, so let's take a look at one particular window, which starts at index location 6:
GDP
6 8 # <- gdp_val
7 2 # <- gdp_val_1
8 3 # <- gdp_val_2
How can I access gdp_val, gdp_val_1, and gdp_val_2 within the current window?
Using a lambda expression within .apply() will pass an array into the custom function (find_recession_start), and so I can just access the elements as I would any list/array e.g. arr[0], arr[1], arr[2]
df = pd.DataFrame(data=np.random.randint(0,10,10), columns=['GDP'])
def my_func(arr):
if((arr[2] < arr[1]) & (arr[1] < arr[0])):
return 1
else:
return 0
df['Result'] = df.rolling(window=3).apply(lambda x: my_func(x))
df
GDP Result
0 8 NaN
1 0 NaN
2 8 0.0
3 1 0.0
4 9 0.0
5 7 0.0
6 9 0.0
7 8 0.0
8 3 1.0
9 9 0.0
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