Time Series: A First Course

Links to Data

Population: DAT

U.S. Population, 99 yearly observations, 1901-1999
Source: U.S. Census Bureau

Non-Defense Capitalization DAT

Non-Defense Capitalization (New Orders), monthly observations, 1992-2016
Source: U.S. Census Bureau

Dow: DAT

Dow Jones Industrial Average, daily observations, 2008-2016
Source: Yahoo finance

Wolfer: DAT

Wolfer sunspots, monthly observations, 1749-1983

Unemployment Insurance: DAT

Unemployment Insurance Claims, weekly observations, 1967-2012
Source: Bureau of Labor Statistics

Mauna Loa CO2: DAT

Mauna Loa CO2 Levels, monthly observations, 1958-2003

Motor: DAT

Retail Sales of Motor Vehicles and Parts Dealers, monthly observations, 1992-2012
Source: U.S Census Bureau

West Starts: DAT

West Housing Starts, monthly observations, 1964-2012
Source: U.S Census Bureau

Industrial Production: DAT

Industrial Production, monthly observations, 1949-2007

Gas Stations: DAT

Advance Monthly Sales for Gasoline Stations, monthly observations, 1992-2012
Source: Advance Monthly Retail Trade Survey, U.S Census Bureau

Electronics: DAT

Advance Monthly Sales for Electronics and Appliance Stores, monthly observations, 1992-2012
Source: dvance Monthly Retail Trade Survey, U.S Census Bureau