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: 22

  • Annual Copper prices, 1800-1997

    Yearly time series (1800–1996). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Copper prices minus the long-term trend
    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/9-17a, Description: Annual Copper prices, 1800-1997

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Annual Swedish harvest index, 1749 – 1850. Thomas (1940)

    Yearly time series (1749–1850). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: McCleary & Hay (1980), in file: data/mccleary6, Description: Annual Swedish harvest index, 1749 – 1850. Thomas (1940)

    • Last updated: 1 Feb 2014
    • Citing: McCleary & Hay (1980)
    • Access: Public
    • Price: Free
  • Weekly market share data of Crest toothpaste from Junuary 1958 to April 1963

    Weekly time series (03 Jan 1–19 Apr 6). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Pena, Tiao and Tsay (2001), in file: data/crest, Description: Weekly market share data of Crest toothpaste from Junuary 1958 to April 1963

    • Last updated: 1 Feb 2014
    • Citing: Pena, Tiao and Tsay (2001)
    • Access: Public
    • Price: Free
  • Monthly logged flour price indices over the 9-years period 1972-1980 at the commodity exchanges of Buffalo, Minneapolis, and Kansas City

    Monthly time series (Jan 1972–Apr 1980). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Indices
    • Dimensions:
    • Description:

      Micro-Economic, Source: Pena, Tiao and Tsay (2001), in file: data/flour, Description: Monthly logged flour price indices over the 9-years period 1972-1980 at the commodity exchanges of Buffalo, Minneapolis, and Kansas City

    • Last updated: 1 Feb 2014
    • Citing: Pena, Tiao and Tsay (2001)
    • Access: Public
    • Price: Free
  • Monthly gambling expenditure in Victoria, Australia, July 1999 to November 2006. Units are Millions of dollars per day. Smoking ban introduced in gaming venues in September 2002

    Monthly time series (Jul 1999–Nov 2006). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Office of Gaming and Racing, Department of Justice, Victoria, in file: data/gambling, Description: Monthly gambling expenditure in Victoria, Australia, July 1999 to November 2006. Units are Millions of dollars per day. Smoking ban introduced in gaming venues in September 2002

    • Last updated: 1 Feb 2014
    • Citing: Office of Gaming and Racing, Department of Justice, Victoria
    • Access: Public
    • Price: Free
  • Telephone cost: New York – San Francisco. 1915 – 1996

    Yearly time series (1915–1996). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/9-13, Description: Telephone cost: New York – San Francisco. 1915 – 1996

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Beveridge wheat price index, 1500-1869

    Yearly time series (1500–1869). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Newton (1988), in file: data/bev, Description: Beveridge wheat price index, 1500-1869

    • Last updated: 1 Feb 2014
    • Citing: Newton (1988)
    • Access: Public
    • Price: Free
  • Oil prices in constant 1997 dollars. 1870-1997

    Yearly time series (1870–1996). It was last modified on 1 Feb 2014 at 19:52.


    • Units: USD
    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/10-6, Description: Oil prices in constant 1997 dollars. 1870-1997

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Actual wheat-price index (European prices) 1500-1869

    Yearly time series (1500–1869). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: T W Anderson (1971), in file: data/twanders1, Description: Actual wheat-price index (European prices) 1500-1869

    • Last updated: 1 Feb 2014
    • Citing: T W Anderson (1971)
    • Access: Public
    • Price: Free
  • Yearly copper prices, 1800-1997 (1997 dollars)

    Yearly time series (1800–1996). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/9-4, Description: Yearly copper prices, 1800-1997 (1997 dollars)

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Portland, Oregon monthly average gasoline price (cents/gal), January 1973 through June 1982, n=114

    Monthly time series (Jan 1973–Jun 1982). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Cents per gallon
    • Dimensions:
    • Description:

      Micro-Economic, Source: Cryer (1986), in file: data/cryer4, Description: Portland, Oregon monthly average gasoline price (cents/gal), January 1973 through June 1982, n=114

    • Last updated: 1 Feb 2014
    • Citing: Cryer (1986)
    • Access: Public
    • Price: Free
  • Wheat prices, 1264-1996, in constant 1996 pounds

    Yearly time series (1264–1996). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/9-9, Description: Wheat prices, 1264-1996, in constant 1996 pounds

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Private housing units started, USA: monthly

    Monthly time series (Dec 1973–Nov 1985). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Micro-Economic, Source: Brockwell and Davis (1991, Series C, p. 556), in file: data/hstarts, Description: Private housing units started, USA: monthly

    • Last updated: 1 Feb 2014
    • Citing: Brockwell and Davis (1991, Series C, p. 556)
    • Access: Public
    • Price: Free
  • Quarterly U.S. new plant/equip. expenditures ’64 – ’76 billions

    Quarterly time series (15 Feb 1964–15 Nov 1976). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Expenditures
    • Dimensions:
    • Description:

      Micro-Economic, Source: Abraham & Ledolter (1983), in file: data/abraham7, Description: Quarterly U.S. new plant/equip. expenditures ’64 – ’76 billions

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • Access: Public
    • Price: Free
  • Monthly U.S. housing starts (privately owned 1-family) 1965 – 1975

    Monthly time series (Jan 1965–Dec 1975). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Housing starts
    • Dimensions:
    • Description:

      Micro-Economic, Source: Abraham & Ledolter (1983), in file: data/abraham6, Description: Monthly U.S. housing starts (privately owned 1-family) 1965 – 1975

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • Access: Public
    • Price: Free
  • Farm wages series with supply and prices of Hog and Corn series

    Yearly time series (1867–1947). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Various
    • Dimensions:
    • Description:

      Micro-Economic, Source: Pena, Tiao and Tsay (2001), in file: data/hog, Description: Five series, consisting of annual hog supply, hog prices, corn supply, corn prices and farm wages for the period 1867-1948

    • Last updated: 1 Feb 2014
    • Citing: Pena, Tiao and Tsay (2001)
    • Access: Public
    • Price: Free
  • Monthly housing starts, construction contracts and average new home mortgate rates. Jan 83 – Oct 89

    Monthly time series (Jan 1983–Oct 1989). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Miscellaneous
    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/housing, Description: Monthly housing starts, construction contracts and average new home mortgate rates. Jan 83 – Oct 89

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Single-family housing starts and sold

    Monthly time series (Jan 1976–May 1986). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Various
    • Dimensions:
    • Description:

      Micro-Economic, Source: Pena, Tiao and Tsay (2001), in file: data/housing1, Description: Monthly single-family housing starts (col 1), and housing sold (col 2) for the period January 1965 through May 1975

    • Last updated: 1 Feb 2014
    • Citing: Pena, Tiao and Tsay (2001)
    • Access: Public
    • Price: Free
  • Trend free wheat-price index (European prices) 1500-1869

    Yearly time series (1500–1869). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Index
    • Dimensions:
    • Description:

      Micro-Economic, Source: T W Anderson (1971), in file: data/twanders2, Description: Trend free wheat-price index (European prices) 1500-1869

    • Last updated: 1 Feb 2014
    • Citing: T W Anderson (1971)
    • Access: Public
    • Price: Free
  • Nail prices, 1800-1996, in constant $

    Yearly time series (1800–1996). It was last modified on 1 Feb 2014 at 19:52.


    • Units: $
    • Dimensions:
    • Description:

      Micro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/9-10, Description: Nail prices, 1800-1996, in constant $

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free