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

  • US Trade in Goods and Services – Balance of Payments (BOP) Basis. Value in millions of 2000 dollars 1960-2005

    Yearly time series (1960–2005). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: USD
    • Dimensions:
    • Description:

      Macro-Economic, Source: Phil Henshaw, in file: data/2005_trade-bal_hist, Description: US Trade in Goods and Services – Balance of Payments (BOP) Basis. Value in millions of 2000 dollars 1960-2005

    • Last updated: 1 Feb 2014
    • Citing: Phil Henshaw
    • Access: Public
    • Price: Free
  • Seasonally adjusted quarterly capital expenditure and appropriations in U.S. manufacturing, 1953-1974

    Quarterly time series (15 Feb 1953–15 Nov 1974). It was last modified on 1 Feb 2014 at 19:52. It is tagged .


    • Units: Millions of USD
    • Dimensions:
    • Description:

      Macro-Economic, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/capital, Description: Seasonally adjusted quarterly capital expenditure and appropriations in U.S. manufacturing, 1953-1974

    • Last updated: 1 Feb 2014
    • Citing: Makridakis, Wheelwright and Hyndman (1998)
    • Access: Public
    • Price: Free
  • Average weekly male earnings in Australia

    Quarterly time series (15 Feb 1956–15 Feb 1991). It was last modified on 1 Feb 2014 at 19:52. It is tagged , .


    • Units: AUD
    • Dimensions:
    • Description:

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/awem, Description: Col 1: Quarterly average weekly male earnings in Australia, all industries. Col 2: CPI for same quarters. Col 3: Col 1 * 100 / Col 2 = real average weekly male earnings. March 1956 – March 1991

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • Quarterly gross fixed capital expenditure – private non-dwelling construction, Australia: millions of dollars, 1984/85 prices. Sep 1959 – Mar 1991

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


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

      Macro-Economic, Source: Australian Bureau of Statistics, in file: data/capexpnd, Description: Quarterly gross fixed capital expenditure – private non-dwelling construction, Australia: millions of dollars, 1984/85 prices. Sep 1959 – Mar 1991

    • Last updated: 1 Feb 2014
    • Citing: Australian Bureau of Statistics
    • Access: Public
    • Price: Free
  • 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