DATA
SETS FROM FORECASTING: METHODS AND APPLICATIONS (3RD EDITION)
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CHAPTER
1: THE FORECASTING PERSPECTIVE.
elec.dat Australian monthly electricity
production
ustreas.dat US Treasury bill contracts
prodc.dat Sales of product C
bricksq.dat Australian clay brick production
CHAPTER
2: BASIC FORECASTING TOOLS.
cars.dat Price, mileage and country of
origin for 45 automobiles
from Consumer Reports,
April 1990, pp.235-255.
beer2.dat Monthly Australian beer
production: Jan 1991 - Aug 1995
expendit.dat Expenditures for 12 supermarket
customers.
elec.dat Australian monthly electricity
production
milk.dat Monthly milk production per cow
over 14 years
Ex 2.1:
paris.dat Average monthly
temperature in Paris.
Ex 2.3:
dole.dat Monthly total of people on
unemployed benefits in
cow.dat Daily morning temperature of a cow.
lynx.dat Annual number of lynx trapped in McKenzie River district
of northwest Canada
(1821-1934).
deaths.dat Accidental deaths in USA (monthly)
bricksq.dat Australian clay brick production
Ex 2.4:
cow.dat Daily morning temperature
of a cow.
deaths.dat Accidental deaths in USA (monthly)
airline.dat International airline passengers (1949--1956)
mink.dat Annual number of minks trapped in McKenzie River
district of north-west
Canada (1848-1911)
Ex 2.5:
running.dat Running times and maximal
aerobic capacity for 14 female
runners.
Ex 2.6:
ex2_6.dat Demand and forecasts for
product E15.
Ex 2.7:
dowjones.dat Dow Jones index, 28 Aug -
18 Dec 1972.
Ex 2.8:
jcars.dat Japanese motor vehicle
production (1947-1989) in
thousands.
CHAPTER
3: TIME SERIES DECOMPOSITION.
hsales.dat Monthly sales of new one-family
houses sold in the USA
since 1973.
shampoo.dat Sales of shampoo over a three year
period
airline.dat Monthly international airline
passenger traffic from
1949-1956.
Ex 3.1:
shipex.dat Shipments.
Ex 3.4:
elec2.dat Quarterly electricity
production.
Ex 3.5:
plastics.dat Monthly sales of product A
for a plastics manufacturer
Ex 3.7:
fsales.dat Quarterly reports of a
French company
Ex 3.8:
labour.dat Number of persons in the
civilian labour force in
Australia each month
from Feb 1978 - Aug 1995
CHAPTER
4: EXPONENTIAL SMOOTHING METHODS.
ship.dat Electric can opener shipments
invent15.dat Inventory demand for product E15
qsales.dat Quarterly sales data
Ex 4.1:
canadian.dat Canadian unemployment rate
as a percentage of the
civilian labor force
between 1974 and the third quarter
of 1975.
Ex 4.2:
eknives.dat Sales of electric knives
for the period Jan 1991 through
April 1992.
Ex 4.4:
french.dat French index of industry
Ex 4.5:
books.dat Daily sales of paperback
and hardcover books
Ex 4.6:
ship.dat Electric can opener
shipments
Ex 4.7:
airline.dat Monthly international
airline passenger traffic from
1949-1956.
Ex 4.8:
qsales.dat Quarterly sales data
CHAPTER
5: SIMPLE REGRESSION.
sales.dat Sales data over 10 time periods.
pulppric.dat World pulp prices and shipments
kkong.dat "King Kong" data
pcv.dat GDP for Western Europe and PCV
industry sales
Ex 5.2:
ex5_2.dat Costs and units produced.
Ex 5.3:
ozone.dat Ozone depletion and
melanoma rates.
Ex 5.4:
dexter.dat Scores on manual dexterity
test and production ratings
for 20 workers
Ex 5.5:
temperat.dat Electricity consumption
and maxium temperatures for 12
randomly chosen days
Ex 5.6:
kkong.dat "King Kong" data
Ex 5.7:
olympic.dat Winning times for the
men's 400 m final in each Olympic
Games from 1896 to 1996.
Ex 5.8:
fancy.dat Monthly sales for a
souvenir shop on the wharf at a
beach resort town in Queensland, Australia.
Ex 5.9:
mortal.dat Mortality data for 156
poultry farms, Aug 95-Jul 96.
Ex
5.10: gas.dat Price and per capita
consumption of natural gas in 20
towns in Texas
CHAPTER
6: MULTIPLE REGRESSION.
bankdata.dat Bank data
res.dat Three sets of residuals (Figure
6-6)
Ex 6.2:
gas.dat Price and per capita
consumption of natural gas in 20
towns in Texas
Ex 6.4:
cement.dat Cement composition and
heat data.
Ex 6.5:
boston.dat Monthly dollar volume of
sales on Boston stock exchange
and combined New York
and American stock exchanges.
Ex 6.7:
advert.dat Sales and advertising
expenditure for an automotive
parts company.
CHAPTER
7: THE BOX-JENKINS METHODOLOGY FOR ARIMA MODELS.
wnoise.dat Time series with 36 values
pigs.dat Monthly total number of pigs
slaughtered in the state of
Victoria, Australia, from Jan 1990 through Aug 1995
dj.dat Dow-Jones index on 251 trading
days ending 26 Aug 1994
elec.dat Australian Monthly electricity
production data from
January 1980 to August
1995.
computer.dat Number of users logged on to an
Internet server each
minute over 100 minutes.
writing.dat Industry sales for printing and
writing paper (in
Thousands of french
francs). Jan 1963 - Dec 1972.
pollutn.dat Monthly shipment of pollution
equipment from Jan. 1966
through Dec. 1975 (in
thousands of french francs).
Ex 7.2:
ibm2.dat Daily closing IBM stock
prices.
Ex 7.3:
wn.dat White noise series
Ex 7.4:
strikes.dat Number of strikes in the
US from 1951 to 1980.
Ex 7.5:
condmilk.dat Stocks of evaporated and
sweetened condensed milk.
Ex 7.6:
sheep.dat Sheep population (in
millions) of England and Wales from
1867 - 1939.
Ex 7.7:
bicoal.dat Annual bituminous coal
production in the USA, 1920-1968.
Ex 7.8:
elecnew.dat The total generation of
electricity by the U.S. electric
industry (monthly data
for the period Jan. 1985 - Oct.
1996).
Ex 7.9:
motion.dat Employment figures in the
motion picture industry (SIC
Code 78) for the period
Jan 1955 through Dec 1970.
Ex
7.10: hsales2.dat Sales of new
one-family houses, USA, from Jan 1987
through Nov 1995.
CHAPTER
8: ADVANCED FORECASTING MODELS.
jcars.dat Japanese motor vehicle production
(1947-1989) in
thousands.
petrol.dat US monthly sales of petroleum and
related products. Jan
1971 - Dec 1991.
adv_sale.dat Sales volume and advertising
expenditure for a dietary
weight control product.
housing.dat Monthly housing starts,
construction contracts and
average new home mortgate rates. Jan 83 - Oct
89.
ukdeaths.dat Monthly total deaths and serious
injuries on UK roads.
Jan 75 - Dec 84.
capital.dat Seasonally adjusted quarterly
capital expenditure and
appropriations in U.S.
manufacturing, 1953-1974.
Ex 8.1:
advert.dat Sales and advertising
expenditure for an automotive
parts company.
Ex 8.2:
huron.dat Level of Lake Huron in
feet (reduced by 570 feet),
1875-1972.
Ex 8.6:
input.dat Input series.
Ex 8.7:
motel.dat Total room nights occupied
and total monthly takings
from accommodation at
hotels, mostels, and guest houses
in Victoria, Australia.
Jan 80 - Jun 95.
cpi_mel.dat Quarterly CPI (consumer price index) for Victoria. Q1
1980 - Q2 1995.
Ex 8.8:
schizo.dat Daily perceptual speed
scores for a schizophrenic
patient. A new drug was
introduced on day 61.
CHAPTER
9: FORECASTING THE LONG TERM
9-1.dat Fig 9-1: Monthly copper prices for 28 consecutive months
9-2.dat Fig 9-2: Yearly copper prices for 14 consecutive years
9-3.dat Fig 9-3: Yearly copper prices for 43 consecutive years
9-4.dat Fig 9-4: Yearly copper prices, 1800-1997 (1997 dollars)
9-5.dat Fig 9-5: IBM sales and profits (1954-1984) and forecasts.
9-9.dat Fig 9-6: Wheat prices, 1264-1996, in constant 1996 pounds.
9-10.dat Fig 9-7a: Nail prices, 1800-1996, in
constant $.
9-11.dat Fig 9-7b: Price of chicken, 1924-1993,
in constant $.
9-12.dat Fig 9-7c: Price of a dozen eggs,
1900-1993, in constant $.
9-13.dat Fig 9-7d: Telephone cost: New York - San
Francisco. 1915-1996
wagesuk.dat Fig 9-8:
Real daily wages in pounds, England.
1260 - 1994
9-17a.dat Fig 9-9a: Annual Copper prices, 1800-1997
9-17b.dat Fig 9-9b: Quarterly S&P 500 index,
1900-1996
CHAPTER
10: JUDGMENTAL FORECASTING AND ADJUSTMENTS.
elco.dat Fig 10-4: Sales of Elco's laser
printers: 1992-1998.
10-6.dat Fig 10-6: Oil prices in constant 1997
dollars. 1870-1997.
CHAPTER
11: THE USE OF FORECASTING METHODS IN PRACTICE.
11-2.dat Fig 11-2: example of combining
CHAPTER
12: IMPLEMENTING FORECASTING: ITS USES, ADVANTAGES AND LIMITATIONS.
No data
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These
data may be copied and distributed for educational use. Please
acknowledge
the book from which they were taken.
Rob J
Hyndman
2
December 1997