class_docstr: A class for representing the data in a data module.
  
  Parameters
  ----------
  data_module : module
      A module contained in the statsmodels/datasets directory.
  n_seasons : list
      A list of integers. Each int represents a number of seasons to test the
      model with.
  first_season : list
      A list of integers. Each int corresponds to the int with the same index
      in the n_seasons list and declares to which season the first data entry
      belongs.
  variable_names : list
      A list of strings. Each string names a variable.
code: def __init__(
      self, data_module, n_seasons, first_season, variable_names
  ):
      self.data_module = data_module
      self.seasons = n_seasons
      self.first_season = first_season
      self.dt_s_list = [
          (det, s, self.first_season[i])
          for det in deterministic_terms_list
          for i, s in enumerate(self.seasons)
      ]
      self.variable_names = variable_names
  
imports: import numpy
  from numpy.testing import assert_, assert_allclose, assert_array_equal, assert_raises, assert_raises_regex
  import pytest
  import statsmodels.datasets.interest_inflation.data
  from statsmodels.tools.testing import assert_equal
  from statsmodels.tsa.vector_ar.tests.JMulTi_results.parse_jmulti_vecm_output import dt_s_tup_to_string, load_results_jmulti, sublists
  from statsmodels.tsa.vector_ar.util import seasonal_dummies
  from statsmodels.tsa.vector_ar.var_model import VARProcess
  from statsmodels.tsa.vector_ar.vecm import VECM, select_coint_rank, select_order
label_desc: Use image node_id 1 to create a new DataSet object  with example: obj = DataSet(data_module, n_seasons, first_season, variable_names)