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: 564

  • Four-weekly totals of beer shipments

    Weekly time series (07 Jan 1970–05 Dec 1973). It was last modified on 1 Feb 2014 at 19:52. Categorized as Production.


    • Units: Shipments
    • Dimensions:
    • Description:

      Production, Source: Abraham & Ledolter (1983), in file: data/abraham8, Description: Four-weekly totals of beer shipmen (year is unknow plausible base year selected as 1970)

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • 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. Categorized as Finance.


    • 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
  • Monthly flows, chang jiang at han kou, 1865-1979

    Monthly time series (Jan 1865–Dec 1978). It was last modified on 1 Feb 2014 at 19:52. Categorized as Hydrology.


    • Units: X
    • Dimensions:
    • Description:

      Hydrology, Source: Hipel and McLeod (1994), in file: monthly/hankou, Description: Monthly flows, chang jiang at han kou, 1865-1979

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Volcanic dust veil index, northern hemisphere, 1500-1969

    Yearly time series (1500–1969). It was last modified on 1 Feb 2014 at 19:52. Categorized as Meteorology.


    • Units: Index
    • Dimensions:
    • Description:

      Meteorology, Source: Hipel and McLeod (1994), in file: annual/dvi, Description: Volcanic dust veil index, northern hemisphere, 1500-1969

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Annual sunspot relative number 1936-1972

    Yearly time series (1836–1872). It was last modified on 1 Feb 2014 at 19:52. Categorized as Physics.


    • Units: Sunspots
    • Dimensions:
    • Description:

      Physics, Source: Andrews & Herzberg (1985), in file: data/andrews8, Description: Annual sunspot relative number 1936-1972

    • Last updated: 1 Feb 2014
    • Citing: Andrews & Herzberg (1985)
    • Access: Public
    • Price: Free
  • Annual U.S. suicide rate (per 100,1000) 1920 – 1969

    Yearly time series (1920–1969). It was last modified on 1 Feb 2014 at 19:52. Categorized as Health.


    • Dimensions:
    • Description:

      Health, Source: McCleary & Hay (1980), in file: data/mccleary11, Description: Annual U.S. suicide rate (per 100,1000) 1920 – 1969

    • Last updated: 1 Feb 2014
    • Citing: McCleary & Hay (1980)
    • Access: Public
    • Price: Free
  • Lenex corporation: shipment of blenders Jan’67-Dec’71

    Monthly time series (Jan 1967–Dec 1971). It was last modified on 1 Feb 2014 at 19:52. Categorized as Production.


    • Dimensions:
    • Description:

      Production, Source: Makridakis & Wheelwright (1989), in file: data/mwm4, Description: Lenex corporation: shipment of blenders Jan’67-Dec’71

    • Last updated: 1 Feb 2014
    • Citing: Makridakis & Wheelwright (1989)
    • Access: Public
    • Price: Free
  • Ozone, Arosa, 1932-1972

    Monthly time series (Jan 1932–Dec 1971). It was last modified on 1 Feb 2014 at 19:52. Categorized as Meteorology. It is tagged , .


    • Units: X
    • Dimensions:
    • Description:

      Meteorology, Source: Hipel and McLeod (1994), in file: monthly/arosa, Description: Ozone, Arosa, 1932-1972

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • 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. Categorized as Micro-Economic.


    • 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
  • Middle Boulder Creek at Nederland, CO. 1912 – 1960

    Monthly time series (Jan 1912–Dec 1960). It was last modified on 1 Feb 2014 at 19:52. Categorized as Hydrology.


    • Dimensions:
    • Description:

      Hydrology, Source: Askew, Yeh and Hall (1971), in file: askew/askew14, Description: Middle Boulder Creek at Nederland, CO. 1912 – 1960

    • Last updated: 1 Feb 2014
    • Citing: Askew, Yeh and Hall (1971)
    • Access: Public
    • Price: Free
  • Wolf’s Sunspot Numbers. 1700 – 1988

    Yearly time series (1700–1988). It was last modified on 1 Feb 2014 at 19:52. Categorized as Physics.


    • Units: Sunspot Numbers
    • Dimensions:
    • Description:

      Physics, Source: Tong (1990), in file: data/sunspot, Description: Wolf’s Sunspot Numbers. 1700 – 1988

    • Last updated: 1 Feb 2014
    • Citing: Tong (1990)
    • Access: Public
    • Price: Free
  • Monthly riverflow in cms, Madison River near west yellowstone, MT., 1923 – 1960

    Monthly time series (Jan 1923–Dec 1960). It was last modified on 1 Feb 2014 at 19:52. Categorized as Hydrology. It is tagged , .


    • Units: Cubic meters per second
    • Dimensions:
    • Description:

      Hydrology, Source: Hipel and McLeod (1994), in file: noakes/madison, Description: Monthly riverflow in cms, Madison River near west yellowstone, MT., 1923 – 1960

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Quarterly reports of a French company

    Quarterly time series (15 Feb 1–15 Nov 6). It was last modified on 1 Feb 2014 at 19:52. Categorized as Sales.


    • Dimensions:
    • Description:

      Sales, Source: Makridakis, Wheelwright and Hyndman (1998), in file: data/fsales, Description: Quarterly reports of a French company

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

    Daily time series (02 Jan 1962–31 Dec 1965). It was last modified on 1 Feb 2014 at 19:52.

  • 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. Categorized as Macro-Economic.


    • 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
  • Annual snowfall in Buffalo, 1910-1972.

    Yearly time series (1910–1972). It was last modified on 1 Feb 2014 at 19:52. Categorized as Meteorology.


    • Dimensions:
    • Description:

      Meteorology, Source: Newton (1988), in file: data/buffsnow, Description: Annual snowfall in Buffalo, 1910-1972.

    • Last updated: 1 Feb 2014
    • Citing: Newton (1988)
    • Access: Public
    • Price: Free
  • Montly av. residential gas usage Iowa (cubic feet)*100 ’71 – ’79

    Monthly time series (Jan 1971–Oct 1979). It was last modified on 1 Feb 2014 at 19:52. Categorized as Utilities.


    • Units: Montly av. (cubic feet)*100
    • Dimensions:
    • Description:

      Utilities, Source: Abraham & Ledolter (1983), in file: data/abraham11, Description: Montly av. residential gas usage Iowa (cubic feet)*100 ’71 – ’79

    • Last updated: 1 Feb 2014
    • Citing: Abraham & Ledolter (1983)
    • Access: Public
    • Price: Free
  • Monthly unit sales, Winnebago Industries, Nov. 1966 – Feb. 1972

    Monthly time series (Nov 1966–Feb 1972). It was last modified on 1 Feb 2014 at 19:52. Categorized as Sales.


    • Units: Sales
    • Dimensions:
    • Description:

      Sales, Source: Roberts (1992), in file: roberts/blume, Description: Monthly unit sales, Winnebago Industries, Nov. 1966 – Feb. 1972

    • Last updated: 1 Feb 2014
    • Citing: Roberts (1992)
    • Access: Public
    • Price: Free
  • Quarterly retail turnover: $m current. Jun 1982 – Dec 1991.

    Quarterly time series (15 Aug 1982–15 Feb 1992). It was last modified on 1 Feb 2014 at 19:52. Categorized as Sales. It is tagged .


    • Units: $m
    • Dimensions:
    • Description:

      Sales, Source: , in file: data/turnover, Description: Quarterly retail turnover: $m current. Jun 1982 – Dec 1991.

    • Last updated: 1 Feb 2014
    • Access: Public
    • Price: Free
  • Ozone concentration, azusa, 1956-1970

    Monthly time series (Jan 1956–Dec 1970). It was last modified on 1 Feb 2014 at 19:52. Categorized as Meteorology. It is tagged , .


    • Units: X
    • Dimensions:
    • Description:

      Meteorology, Source: Hipel and McLeod (1994), in file: monthly/azusa, Description: Ozone concentration, azusa, 1956-1970

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free