Four mega-websites guide practitioners, researchers, and students to data. The data can be used for econometric methods or analogous situations, or to adjust data such as accounting for inflation or population.
- EconData.Net provides access to regional, state, and local economic data. It is a comprehensive first stop for searching public and private data sources on the Web.
- Statistical Resources on the Web (University of Michigan) has a detailed A-Z index and provides thousands of links to sites in business, economics, transportation, weather, and 18 other areas.
- Social Science Data on the Net (University of California, San Diego) allows you to search the following sites. Much of the data can be downloaded.
- Social Science on the Net has 79 sources of social science data.
- Census Bureau
- Data FERRET (Current Population Survey and related sources)
- FedStats (Statistics from 70 U.S. Federal Agencies)
- ICPSR (Inter-University Consortium for Political and Social Research)
- Stat-USA (Current and historical financial and economic data)
Rob Hyndman's Time Series Data Library collection includes roughly 800 time series from diverse fields. The series are grouped under the following subject titles:
- Agriculture
- Chemistry
- Crime
- Demography
- Ecology
- Finance
- Health
- Hydrology
- Industry
- Labor market
- Links
- Macroeconomic
- Meteorology
- Microeconomic
- Miscellaneous
- Physics
- Production
- Sales
- Simulated series
- Sport
- Transportation and tourism
- Tree-rings
- Utilities
Data used in forecasting competitions
- M-competition Data contains monthly, quarterly, and annual series. These have been used as "wind-tunnel" data for testing extrapolation methods. The files includes:
- The 1001 series used in the 1982 M-competition - Data in excel format
- The 29 series (series ending in 1987, 1988, and 1989 [includes the validation data]) used in the 1993 M2-competition - Data in excel format
- The 3003 series used in the 1999 M3-competition (forecasts of the 24 methods, yearly series, quarterly series, monthly series and other series) - Data in excel format
- T-competition Data contains 3 files for the T-competition:
- Transportation time-series data
- Description of the transportation series
- Seasonal indices for the transportation series.
