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

  • 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. Categorized as Finance.


    • 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
  • Mean monthly precipitation, 1907 – 1972

    Monthly time series (Jan 1907–Dec 1972). It was last modified on 1 Feb 2014 at 19:52. Categorized as Tree-rings. It is tagged , , .


    • Dimensions:
    • Description:

      Tree-rings, Source: Hipel and McLeod (1994), in file: lamarche/precip, Description: Mean monthly precipitation, 1907 – 1972

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Tree: Italian Canyon, New Mexico. Limber Pine 2894m +3644-10528

    Yearly time series (837–1989). It was last modified on 1 Feb 2014 at 19:52. Categorized as Tree-rings.


    • Dimensions:
    • Description:

      Tree-rings, Source: T.W. Swetnam, A.C. Caprio, A.M. Lynch, in file: data/nm560, Description: Tree: Italian Canyon, New Mexico. Limber Pine 2894m +3644-10528

    • Last updated: 1 Feb 2014
    • Citing: T.W. Swetnam, A.C. Caprio, A.M. Lynch
    • Access: Public
    • Price: Free
  • Tree: Les Merveilles, France. Lade (Larix) 2150m 4402 00727

    Yearly time series (988–1974). It was last modified on 1 Feb 2014 at 19:52. Categorized as Tree-rings.


    • Dimensions:
    • Description:

      Tree-rings, Source: F. Serre, in file: data/fran010, Description: Tree: Les Merveilles, France. Lade (Larix) 2150m 4402 00727

    • Last updated: 1 Feb 2014
    • Citing: F. Serre
    • Access: Public
    • Price: Free
  • Wolf River at New London, WI. 1914 – 1960

    Monthly time series (Jan 1914–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/askew20, Description: Wolf River at New London, WI. 1914 – 1960

    • Last updated: 1 Feb 2014
    • Citing: Askew, Yeh and Hall (1971)
    • 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. Categorized as Micro-Economic.


    • 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
  • Annual rainfall, eastern U.S.A. 1817 – 1922.

    Yearly time series (1817–1922). It was last modified on 1 Feb 2014 at 19:52. Categorized as Meteorology.


    • Dimensions:
    • Description:

      Meteorology, in file: data/raineast, Description: Annual rainfall, eastern U.S.A. 1817 – 1922.

    • Last updated: 1 Feb 2014
    • Access: Public
    • Price: Free
  • Mississippi River near st.Louis, Mo., 1861 – 1957

    Yearly time series (1861–1956). 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: annual/mstouis, Description: Mississippi River near st.Louis, Mo., 1861 – 1957

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Average annual River flow, Nile at Aswan, 1870 – 1945

    Yearly time series (1870–1944). It was last modified on 1 Feb 2014 at 19:52. Categorized as Hydrology.


    • Dimensions:
    • Description:

      Hydrology, Source: Hipel and McLeod (1994), in file: annual/nile, Description: Average annual River flow, Nile at Aswan, 1870 – 1945

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Alcohol demand (log spirits consumption per head), UK, 1870-1938

    Monthly time series (Apr 1870–Dec 1938). It was last modified on 1 Feb 2014 at 19:52. Categorized as Sales. It is tagged , .


    • Dimensions:
    • Description:

      Sales, Source: Hipel and McLeod (1994), in file: annual/spirits, Description: Alcohol demand (log spirits consumption per head), UK, 1870-1938

    • Last updated: 1 Feb 2014
    • Citing: Hipel and McLeod (1994)
    • Access: Public
    • Price: Free
  • Clearwater River at Kamiah, Idaho. 1911 – 1965

    Monthly time series (Jan 1911–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/askew10, Description: Clearwater River at Kamiah, Idaho. 1911 – 1965

    • Last updated: 1 Feb 2014
    • Citing: Askew, Yeh and Hall (1971)
    • Access: Public
    • Price: Free
  • Danube River at Orshava, Romania, 1837 – 1957

    Yearly time series (1837–1956). 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: hurst/danube, Description: Danube River at Orshava, Romania, 1837 – 1957

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


    • 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
  • 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