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: 56

  • Annual GNP deflator, U.S., 1889 to 1970

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


    • Dimensions:
    • Description:

      Macro-Economic, Source: Nelson and Plosser (1982), in file: cnelson/prgnp, Description: Annual GNP deflator, U.S., 1889 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • Quarterly Australian national accounts exports: millions of dollars at 1989/90 prices. Sep 59 – Jun 95

    Quarterly time series (15 Nov 1959–15 Aug 1995). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Millions of dollars
    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/exports, Description: Quarterly Australian national accounts exports: millions of dollars at 1989/90 prices. Sep 59 – Jun 95

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Real daily wages in pounds, England. 1260 – 1994

    Yearly time series (1260–1994). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/wagesuk, Description: Real daily wages in pounds, England. 1260 – 1994

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Quarterly increase in stocks, other public authorities total, Australia. Sep 1974 to March 1991

    Quarterly time series (15 Nov 1974–15 May 1991). It was last modified on 1 Feb 2014 at 19:52.


    • Units: Stocks
    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/incstkpa, Description: Quarterly increase in stocks, other public authorities total, Australia. Sep 1974 to March 1991

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • One month change in CPI, Apr. 1963 – Jul. 1971

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


    • Units: CPI
    • Dimensions:
    • Description:

      Macro-Economic, Source: Roberts (1992), in file: roberts/ccpi, Description: One month change in CPI, Apr. 1963 – Jul. 1971

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Monthly Australian imports from Japan: thousands of dollars. Jul 65 – Oct 93.

    Monthly time series (Jul 1965–Oct 1993). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Thousands of dollars
    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/impjp, Description: Monthly Australian imports from Japan: thousands of dollars. Jul 65 – Oct 93.

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Personal savings as % of disposable income 1955-1979

    Quarterly time series (15 Feb 1955–15 Nov 1980). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Pankratz (1983, p. 328, Case 2), in file: data/pankratz2, Description: Personal savings as % of disposable income 1955-1979

    • Last updated: 1 Feb 2014
    • Citing: Pankratz (1983, p. 328, Case 2)
    • Access: Public
    • Price: Free
  • Annual real per capita GNP, U.S., 1909 to 1970

    Yearly time series (1910–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Nelson and Plosser (1982), in file: cnelson/pcrgnp, Description: Annual real per capita GNP, U.S., 1909 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • New private housing permits (quarterly 1947-1967)

    Quarterly time series (15 Feb 1947–15 Nov 1967). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Pankratz (1983, p. 369, Case 4), in file: data/pankratz4, Description: New private housing permits (quarterly 1947-1967)

    • Last updated: 1 Feb 2014
    • Citing: Pankratz (1983, p. 369, Case 4)
    • Access: Public
    • Price: Free
  • Consumer price index standardised to 1989/90 = 100. Mar 1956 – Jun 1995. Up to Dec 1986, used average of 6 cities, 1987 – 1991 figures from personal investment magazine

    Quarterly time series (15 Feb 1956–15 May 1995). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: CPI
    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/cpi, Description: Consumer price index standardised to 1989/90 = 100. Mar 1956 – Jun 1995. Up to Dec 1986, used average of 6 cities; 1987 – 1991 figures from personal investment magazine

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Quarterly Australian private final consumption expenditure. Sep 1959 to March 1991

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


    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/privcons, Description: Quarterly Australian private final consumption expenditure. Sep 1959 to March 1991

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Annual wages, U.S., 1900 to 1970

    Yearly time series (1900–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Nelson and Plosser (1982), in file: cnelson/wg, Description: Annual wages, U.S., 1900 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • U.K. imports: gross domestic fixed capital formation ’60 – ’70

    Quarterly time series (15 Feb 1960–15 Nov 1970). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Dimensions:
    • Description:

      Macro-Economic, Source: Kendall & Ord (1990), in file: data/kendall10, Description: U.K. imports: gross domestic fixed capital formation ’60 – ’70

    • Last updated: 1 Feb 2014
    • Citing: Kendall & Ord (1990)
    • Access: Public
    • Price: Free
  • Annual real GNP, U.S., 1909 to 1970

    Yearly time series (1909–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Nelson and Plosser (1982), in file: cnelson/rgnp, Description: Annual real GNP, U.S., 1909 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • Annual industrial production, U.S., 1860 to 1970

    Yearly time series (1860–1970). It was last modified on 1 Feb 2014 at 19:52.


    • Dimensions:
    • Description:

      Macro-Economic, Source: Nelson and Plosser (1982), in file: cnelson/ip, Description: Annual industrial production, U.S., 1860 to 1970

    • Last updated: 1 Feb 2014
    • Citing: Nelson and Plosser (1982)
    • Access: Public
    • Price: Free
  • Real GNP in billion of dollars, U.S., 1890 to 1974

    Yearly time series (1890–1974). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Dimensions:
    • Description:

      Macro-Economic, Source: Roberts (1992), in file: roberts/rgnp, Description: Real GNP in billion of dollars, U.S., 1890 to 1974

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Quarterly Iowa nonfarm income (1948 – 1979)

    Quarterly time series (15 Feb 1948–15 Nov 1979). It was last modified on 1 Feb 2014 at 19:52.


    • Units: USD
    • Dimensions:
    • Description:

      Macro-Economic, Source: Abraham & Ledolter (1983), in file: data/abraham1, Description: Quarterly Iowa nonfarm income (1948 – 1979)

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • Access: Public
    • Price: Free
  • Quarterly U.K. imports: goods and services (Pound millions) ’60 – ’70

    Quarterly time series (15 Feb 1960–15 Nov 1970). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Dimensions:
    • Description:

      Macro-Economic, Source: Kendall & Ord (1990), in file: data/kendall7, Description: Quarterly U.K. imports: goods and services (Pound millions) ’60 – ’70

    • Last updated: 1 Feb 2014
    • Citing: Kendall & Ord (1990)
    • Access: Public
    • Price: Free
  • Monthly % changes in Canadian wages and salaries ’67 – ’75

    Monthly time series (Jan 1967–Aug 1975). It was last modified on 1 Feb 2014 at 19:52.


    • Units: % changes
    • Dimensions:
    • Description:

      Macro-Economic, Source: Abraham & Ledolter (1983), in file: data/abraham13, Description: Monthly % changes in Canadian wages and salaries ’67 – ’75

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • Access: Public
    • Price: Free
  • Quarterly U.K. imports: consumer expenditure on durables ’60 – ’70

    Quarterly time series (15 Feb 1960–15 Nov 1970). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Dimensions:
    • Description:

      Macro-Economic, Source: Kendall & Ord (1990), in file: data/kendall9, Description: Quarterly U.K. imports: consumer expenditure on durables ’60 – ’70

    • Last updated: 1 Feb 2014
    • Citing: Kendall & Ord (1990)
    • Access: Public
    • Price: Free