Time Series Data Library

Time Series Data Library

The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.


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  • Time Series Data Library

    The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

    • Public datasets: 564

Search results: 35

  • Real-estate loans (billions) (monthly: Jan.1973-Oct.1978)

    Monthly time series (Jan 1973–Oct 1978). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Billions
    • Dimensions:
    • Description:

      Finance, Source: Pankratz (1983, p. 411, Case 7), in file: data/pankratz7, Description: Real-estate loans (billions) (monthly: Jan.1973-Oct.1978)

    • Last updated: 1 Feb 2014
    • Citing: Pankratz (1983, p. 411, Case 7)
    • Access: Public
    • Price: Free
  • Monthly interest rates Government Bond Yield 2-year securities, Reserve Bank of Australia. Jan 1969 – Sep 1994

    Monthly time series (Jan 1969–Sep 1994). It was last modified on 1 Feb 2014 at 19:52. It is tagged , .


    • Units: %
    • Dimensions:
    • Description:

      Finance, Source: Reserve Bank of Australia, in file: data/bond2, Description: Monthly interest rates Government Bond Yield 2-year securities, Reserve Bank of Australia. Jan 1969 – Sep 1994

    • Last updated: 1 Feb 2014
    • Citing: Reserve Bank of Australia
    • Access: Public
    • Price: Free
  • Monthly dollar volume of sales on Boston stock exchange and combined New York and American stock exchanges

    Monthly time series (Jan 1967–Nov 1969). It was last modified on 1 Feb 2014 at 19:52.


    • Units: USD
    • Dimensions:
    • Description:

      Finance, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/boston, Description: Monthly dollar volume of sales on Boston stock exchange and combined New York and American stock exchanges

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Money stock, U.S., 1889 to 1970

    Yearly time series (1889–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Nelson and Plosser (1982), in file: cnelson/m, Description: Money stock, U.S., 1889 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • IBM common stock closing prices: daily, 17th May 1961 – 2nd November 1962

    Daily time series (17 May 1961–01 Nov 1962). It was last modified on 1 Feb 2014 at 19:52.


    • Units: USD
    • Dimensions:
    • Description:

      Finance, Source: Box & Jenkins (1976), in file: data/boxjenk2, Description: IBM common stock closing prices: daily, 17th May 1961 – 2nd November 1962 (Trading Days Calendar Approximate)

    • Last updated: 1 Feb 2014
    • Citing: Box & Jenkins (1976)
    • Access: Public
    • Price: Free
  • Quarterly seasonally adjusted West German Fixed investment Disposable income and Consumption expenditures: billions of DM. Mar 1960 – Dec 1982

    Quarterly time series (15 Feb 1960–15 Nov 1982). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Deutsche Marks
    • Dimensions:
    • Description:

      Finance, Source: Lutkepohl, in file: data/invest, Description: Quarterly seasonally adjusted West German Fixed investment Disposable income and Consumption expenditures: billions of DM. Mar 1960 – Dec 1982

    • Last updated: 1 Feb 2014
    • Citing: Lutkepohl
    • Access: Public
    • Price: Free
  • Exchange Rate TWI. May 1970 – Aug 1995.

    Monthly time series (May 1970–Aug 1995). It was last modified on 1 Feb 2014 at 19:52.


    • Units: TWI
    • Dimensions:
    • Description:

      Finance, Source: , in file: data/twirate, Description: Exchange Rate TWI. May 1970 – Aug 1995.

    • Last updated: 1 Feb 2014
    • Citing: Exchange Rate TWI
    • Access: Public
    • Price: Free
  • M3, U.S. 1959.1-1992.2

    Monthly time series (Jan 1959–Feb 1992). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Hipel and McLeod (1994), in file: annual/usm3, Description: M3, U.S. 1959.1-1992.2

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Weekly closings of the Dow-Jones industrial average, July 1971 – August 1974

    Weekly time series (07 Jul 1971–07 Aug 1974). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Index
    • Dimensions:
    • Description:

      Finance, Source: Roberts (1992), in file: roberts/djweek, Description: Weekly closings of the Dow-Jones industrial average, July 1971 – August 1974

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Annual velocity of money, 1869 to 1970

    Yearly time series (1869–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Nelson and Plosser (1982), in file: cnelson/vel, Description: Annual velocity of money, 1869 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • One month return on U.S. treasury bills, April 1963 to July 1971

    Monthly time series (Apr 1963–Jul 1971). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Roberts (1992), in file: roberts/tbills, Description: One month return on U.S. treasury bills, April 1963 to July 1971

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Weekly closing price of AT&T common shares 1979

    Weekly time series (03 Jan 1–26 Dec 1). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Pankratz (1983, p. 402, Case 6), in file: data/pankratz6, Description: Weekly closing price of AT&T common shares 1979

    • Last updated: 1 Feb 2014
    • Citing: Pankratz (1983, p. 402, Case 6)
    • Access: Public
    • Price: Free
  • Exchange rate of Australian dollar: $A for 1 US dollar. Monthly average: Jul 1969 – Aug 1995

    Monthly time series (Jul 1969–Aug 1995). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Australian dollar
    • Dimensions:
    • Description:

      Finance, Source: , in file: data/usexchm, Description: Exchange rate of Australian dollar: $A for 1 US dollar. Monthly average: Jul 1969 – Aug 1995

    • Last updated: 1 Feb 2014
    • Access: Public
    • Price: Free
  • Monthly returns for AT&T, Jan 1961 through Dec. 1967

    Monthly time series (Jan 1961–Dec 1967). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Roberts (1992), in file: roberts/att, Description: Monthly returns for AT&T, Jan 1961 through Dec. 1967

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Quarterly increase in stocks non-farm total, Australia. Sep 1959 - March 1991

    Quarterly time series (15 Nov 1959–15 May 1991). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Stocks
    • Dimensions:
    • Description:

      Finance, Source: Australian Bureau of Statistics, in file: data/incstknf, Description: Quarterly increase in stocks non-farm total, Australia. Sep 1959 - March 1991

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Volume of money, ABS definition m1. Feb 1960 – Dec 1994

    Monthly time series (Feb 1960–Dec 1994). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Volume
    • Dimensions:
    • Description:

      Finance, Source: Australian Bureau of Statistics, in file: data/m3, Description: Volume of money, ABS definition m1. Feb 1960 – Dec 1994

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Volume of money, ABS definition m1. Feb 1960 – Dec 1989

    Monthly time series (Feb 1960–Dec 1989). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Volume
    • Dimensions:
    • Description:

      Finance, Source: Australian Bureau of Statistics, in file: data/m1, Description: Volume of money, ABS definition m1. Feb 1960 – Dec 1989

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Shartes traded in oil and mining stock, TSE

    Monthly time series (Jan 1–Aug 30). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Hipel and McLeod (1994), in file: monthly/tseoil, Description: Shartes traded in oil and mining stock, TSE

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • IBM common stock closing prices: daily, 29th June 1959 to 30th June 1960 (N=255)

    Daily time series (29 Jun 1959–30 Jun 1960). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Finance, Source: Box & Jenkins (1976), in file: data/boxjenk3, Description: IBM common stock closing prices: daily, 29th June 1959 to 30th June 1960 (N=255) (Trading Days Calendar Approximate)

    • Last updated: 1 Feb 2014
    • Citing: Box & Jenkins (1976)
    • Access: Public
    • Price: Free
  • Monthly closings of the Dow-Jones industrial index, Aug. 1968 – Aug. 1981

    Monthly time series (Aug 1968–Oct 1992). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Index
    • Dimensions:
    • Description:

      Finance, Source: Roberts (1992), in file: data/dj, Description: Monthly closings of the Dow-Jones industrial index, Aug. 1968 – Aug. 1981

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free