2024年5月2日发(作者：)
Finance-Time Series Data Library(财经-时间序列数
据资料库)
数据摘要：
This is a collection of about 25 time series drawn from Finance.
All of the data is in text format. Right click on a file name and save to
disk. To open in Excel, choose File-Open and select the file. Excel will
then start the Text Import Wizard automatically.
Almost all data sets are single column. Where a single data set is in
several columns it is to be read across rows.
中文关键词：
财经,时间序列,资料库,收集,文字,单列,
英文关键词：
Finance,Time Series,library,collection,text,single column,
数据格式：
TEXT
数据用途：
Time Series Data Library
数据详细介绍：
Finance-Time Series Data Library
This is a collection of about 25 time series drawn from Finance.
All of the data is in text format. Right click on a file name and save to disk. To
open in Excel, choose File-Open and select the file. Excel will then start the
Text Import Wizard automatically.
Almost all data sets are single column. Where a single data set is in several
columns it is to be read across rows.
Finance
Quarterly S&P 500 index, 1900-1996. Source: Makridakis, Wheelwright and
Hyndman (1998).
I.C.I. Closing prices 25 Aug ’72-19 Jan ’73 (Financial Times). Source: O.D.
Anderson (1976).
Dow Jones utility index Aug 28-Dec 18 ’72 (Wall Street Journal). Source: O.D.
Anderson (1976).
Monthly returns for AT&T, Jan 1961 through Dec. 1967. Source: Hipel and
Mcleod (1994).
Mutual savings bank data: end-of-month balance (in thousands of dollars),
AAA bond rates, and rates for 3-4 year government bond issues over the
period February 1988 through January 1993. Source: Makridakis, Wheelwright
and Hyndman (1998).
Monthly interest rates Government Bond Yield 2-year securities, Reserve
Bank of Australia. Jan 1969 – Sep 1994.
Monthly dollar volume of sales on Boston stock exchange and combined New
York and American stock exchanges. Source: Makridakis, Wheelwright and
Hyndman (1998).
IBM common stock closing prices: daily, 17th May 1961 – 2nd November 1962.
Source: Box & Jenkins (1976).
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