DATA SETS FROM FORECASTING: METHODS AND APPLICATIONS (3RD EDITION) ------------------------------------------------------------------ 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 ----------------------------------------------------------------------------- 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