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




