Datasets for Forecasting Methods (FIN 335)

Chapter 1 - Getting Started

• Australian Beer Production - csv file

• International Visitors to Australia - csv file

• Mauna Loa CO2 Levels - csv file

• U.S. Housing Starts (1959 - present) - csv file

• Fastenal Monthly Sales (2004-2013) - csv file

• Monthly U.S. Liquor Sales (1980-2007) - csv file

R Markdown for this section

Chapter 2 - Time Series Graphics

• Fastenal Monthly Sales (2004-2013) - csv file

• Melbourne-Sydney Air Passengers - csv file
  

• Monthly Antibiotic Sales - csv file, a10 in the fpp2 library in R

• U.S. Beverage Sales - csv file

• U.S. Unemployment Rate (2000 - present) - csv file

• Quarterly Change in GDP (1947 - present) - csv file

• Unemployment in Ramsey County, MN (2000 - present) - csv file

• Monthly U.S. Liquor Sales (1980-2007) - csv file

• Movie Attendance in U.S. (1995-2019) - csv file

Chapter 3 - The Forecasters Toolbox

Section 3.1

• Fastenal Monthly Sales (2004-2013) - csv file
  

• Australian Beer Production - csv file

Section 3.2 - Adjustments and Transformations

• Fastenal Monthly Sales (2004-2013) - csv file

• Minnesota Flu and Influenza Deaths - csv file

• Monthly U.S. Liquor Sales (1980-2007) - csv file

Section 3.3 - Residual Diagnostics

• Fastenal Monthly Sales (2004-2013) - csv file

• Monthly U.S. Liquor Sales (1980-2007) - csv file

Section 3.4 - Evaluating Forecast Accuracy

• Fastenal Monthly Sales (2004-2013) - csv file

Section 3.5 - Prediction Intervals

• Monthly U.S. Liquor Sales (1980-2007) - csv file

Chapter 5 - Linear Regression

• U.S. Beverage Sales - csv file

• Fastenal Monthly Sales (2004-2013) - csv file

• Monthly U.S. Liquor Sales (1980-2007) - csv file

• Australian Beer Production - csv file

   

Chapter 6 - Time Series Decomposition

• Electrical Manufacturing Index - elecequip found ffp2 library

• Monthly U.S. Liquor Sales - csv file

   

Chapter 7 - Exponential Smoothing

• Weekly Close Fastenal Stock Price - csv file

• U.S. Monthly Domestic Auto Sales - csv file
  

• U.S. Monthly Clothing Sales - csv file

Chapter 8 - ARIMA Models

• Loan Applications - csv file

• Industrial Production Index - csv file

• International Airline Passengers - csv file

• Hotel Guests - csv file

Final Project Example - Seasonal amd Non-seasonal

• SEASONAL: Toy and Game Sales - csv file

• NON-SEASONAL: Monthly Twin Cities Metro Single Unit Housing Building Permits (deseasonalized) - csv file

JMP Datasets from Montgomery et al.

B.1 - Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity
B.2 - Pharmaceutical Product Sales
B.3 - Chemical Process Viscosity
B.4 - U.S. Production of Blue and Gorgonzola Cheeze
B.5 - U.S. Beverage Manufacturer Product Shipments, Unadjusted
B.6 - Global Mean Surface Temperature Anomoly and Global CO2 Concentration
B.7 - Whole Foods Market Stock Price, Daily Closing Adjusted for Splits
B.8 - Unemployment Rate - Full-Time Labor Force, Not Seasonally Adjusted
B.9 - International Sunspot Numbers
B.10 - United Kingdom Airline Miles Flown
B.11 - Champagne Sales
B.12 - Chemical Process Yield with Operating Temperature (uncontrolled)
B.13 - U.S. Production of Ice Cream and Frozen Yogurt
B.14 - Atmospheric CO2 Concentration at Mauna Loa Observatory
B.15 - U.S. National Violent Crime Rate
B.16 - U.S. Gross Domestic Product
B.17 - Total Annual U.S. Energy Consumption
B.18 - Annual U.S. Coal Production
B.19 - Arizona Drowning Rate, Children 1-4 Years Old
B.20 - U.S. Internal Revenue Tax Refunds

Additional JMP Datasets

U.S. Monthly Liquor Sales

NYSE Volume

Clothing Sales

Toothpaste Market Share

Soft Drink Concentrate Sales

Beverage Sales (forecast error)

Forecast Errors (pg 54)

Hospital Satisfaction Survey

Forecast Errors (Prob 2.34)

Ozone Days (Prob 3.1)

Steam Usage (Prob 3.2)

Advertising (Prob 3.3)