Micro-Economic
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9-4.DAT
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Yearly copper prices, 1800-1997 (1997 dollars). Source: Makridakis, Wheelwright
and Hyndman (1998).
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9-9.DAT
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Wheat prices, 1264-1996, in constant 1996 pounds. Source: Makridakis, Wheelwright
and Hyndman (1998).
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9-10.DAT
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Nail prices, 1800-1996, in constant $. Source: Makridakis, Wheelwright
and Hyndman (1998).
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9-11.DAT
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Price of chicken, 1924-1993, in constant $. Source: Makridakis, Wheelwright
and Hyndman (1998).
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9-12.DAT
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Price of a dozen eggs, 1900-1993, in constant $. Source: Makridakis, Wheelwright
and Hyndman (1998).
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9-13.DAT
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Telephone cost: New York - San Francisco. 1915 - 1996. Source: Makridakis,
Wheelwright and Hyndman (1998).
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9-17a.DAT
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Annual Copper prices, 1800-1997. Source: Makridakis, Wheelwright and Hyndman
(1998).
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10-6.DAT
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Oil prices in constant 1997 dollars. 1870-1997. Source: Makridakis, Wheelwright
and Hyndman (1998).
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ABRAHAM6.DAT
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Monthly U.S. housing starts (privately owned 1-family) 1965 - 1975. Source:
Abraham & Ledolter (1983).
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ABRAHAM7.DAT
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Quarterly U.S. new plant/equip. expenditures '64 - '76 billions. Source:
Abraham & Ledolter (1983).
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BEV.DAT
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Beveridge wheat price index, 1500-1869. Source: Newton (1988), p.580.
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CREST.DAT
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Weekly market share data of Crest toothpaste from Junuary 1958 to April
1963. Source: Pena, Tiao and Tsay (2001).
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CRYER4.DAT
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Portland, Oregon monthly average gasoline price (cents/gal), January 1973
through June 1982, n=114. Source: Cryer (1986).
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DIGGLE2.DAT
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Wool prices. Source: Diggle, P. J. (1990).
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FEED.DAT
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Feeder cattle contracts, close price on 95 consecutive trading days. Source:
Hipel and Mcleod (1994).
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FEEDH.DAT
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High feeder cattle, Apr, 81. Source: Hipel and Mcleod (1994).
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FEEDL.DAT
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Low feeder cattle, Apr, 81. Source: Hipel and Mcleod (1994).
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FLOUR.DAT
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Monthly logged flour price indices over the 9-years period 1972-1980 at
the commodity exchanges of Buffalo, Minneapolis, and Kansas City. Source:
Pena, Tiao and Tsay (2001).
- GAMBLING.DAT
- Monthly gambling expenditure in Victoria, Australia, July 1999 to November 2006. Units are Millions of dollars per day.
Smoking ban introduced in gaming venues in September 2002. Source: Office of Gaming and Racing, Department of Justice, Victoria.
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GOLD.DAT
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Daily morning gold prices: $US. 1 Jan 1985 - 31 Mar 1989.
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GOLD1.DAT
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Gold close price, 97 successive trading days. Source: Hipel and Mcleod
(1994).
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GOLD1H.DAT
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High gold close price, June, 81. Source: Hipel and Mcleod (1994).
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GOLD1L.DAT
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Low gold close price, June, 81. Source: Hipel and Mcleod (1994).
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HOG.DAT
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Five series, consisting of annual hog supply, hog prices, corn supply,
corn prices and farm wages for the period 1867-1948. Source: Pena, Tiao
and Tsay (2001).
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HOUSING.DAT
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Monthly housing starts, construction contracts and average new home mortgate
rates. Jan 83 - Oct 89. Source: Makridakis, Wheelwright and Hyndman (1998).
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HOUSING.DAT
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Monthly single-family housing starts (col 1), and housing sold (col 2)
for the period January 1965 through May 1975. Source: Pena, Tiao and Tsay
(2001).
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HSTARTS.DAT
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Private housing units started, USA: monthly. Source: Brockwell and Davis,
p.556. Makridakis 922.
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KENDALL6.DAT
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Trend free wheat-price index (European prices) 1500 - 1869. Source: Kendall
& Ord (1990).
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MCCLEARY6.DAT
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Annual Swedish harvest index, 1749 - 1850. Thomas (1940). Source: McCleary
& Hay (1980).
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MOTION.DAT
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Employment figures in the motion picture industry (SIC Code 78) for the
period Jan. 1955 through Dec. 1970. Source: Makridakis, Wheelwright and
Hyndman (1998).
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PORK.DAT
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Closing price of porkbellies, 99 consecutive trading days. Source: Hipel
and Mcleod (1994).
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PORKH.DAT
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High closing price of porkbellies, 99 consecutive trading days. Source:
Hipel and Mcleod (1994).
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PORKL.DAT
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Low closing price of porkbellies, 99 consecutive trading days. Source:
Hipel and Mcleod (1994).
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SOY.DAT
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Soybean contracts, close price on 99 consecutive trading days. Source:
Hipel and Mcleod (1994).
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SOYH.DAT
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High soybean contracts, close price on 99 consecutive trading days. Source:
Hipel and Mcleod (1994).
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SOYL.DAT
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Low soybean contracts, close price on 99 consecutive trading days. Source:
Hipel and Mcleod (1994).
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TWANDERS1.DAT
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Actual wheat-price index (European prices) 1500-1869. Source: T W Anderson.
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TWANDERS2.DAT
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Trend free wheat-price index (European prices) 1500-1869. Source: T W Anderson.