Iterating in a dataframe

Question

I am trying to find the beginning of a recession in this list, this recession occurs when two consecutive quartiles are descending (-1). How can I buy this? I'm trying to do a double if to check the row 'row' and the next row, 'row' +1, but I can't find the key. Furthermore, this quartile is always the first one in the recession group.

   Quarterly  GDP change

  2007q4         1.0

  2008q1        -1.0

  2008q2         1.0

  2008q3        -1.0 <---This value is the recession start

  2008q4        -1.0

  2009q1        -1.0

  2009q2        -1.0

Umar.H · Accepted Answer · 2020-05-13 16:31:01Z

2

assuming your Quarterly column is sorted.

If a recession is two consecutive periods of negative GDP growth, then we are only looking for values that are smaller than 0,

mask = df[(df['GDP'].eq(-1) & df['GDP'].eq(-1).shift())].index.min() -1 

df.loc[mask,'change'] = 'recession_start'

  Quarterly  GDP           change
0    2007q4  1.0              NaN
1    2008q1 -1.0              NaN
2    2008q2  1.0              NaN
3    2008q3 -1.0  recession_start
4    2008q4 -1.0              NaN
5    2009q1 -1.0              NaN
6    2009q2 -1.0              NaN

edited May 13, 2020 at 16:31

answered May 13, 2020 at 16:01

Umar.H

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cegarza · Accepted Answer · 2020-05-13 16:15:04Z

1

Taking inspiration from Datanovice's answer (which I think is nearly there but will not work if there have been a lot of positive values before the two consecutive negative ones): if you're looking for two consecutive cells with negative values, what we can do is a forward rolling sum with a window of two cells. To do a forward rolling sum, we reverse the order of the dataframe, do the rolling sum, then flip it back around. In this case:

df.loc[:, "Recession"] = df.iloc[::-1].loc[:,"GDP"].rolling(window=2).sum().iloc[::-1].lt(0)

This will only output "True" for the first period of two consecutive values where the GDP value is negative.

answered May 13, 2020 at 16:15

cegarza

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1 Comment

Umar.H Over a year ago

nice catch, just edited my post to handle the consecutive positive months.

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