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tsdl: Time Series Data Library

The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

Installation

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("FinYang/tsdl")

Usage

library(tsdl)
library(forecast)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
tsdl
#> Time Series Data Library: 648 time series  
#> 
#>                        Frequency
#> Subject                 0.1 0.25   1   4   5   6  12  13  52 365 Total
#>   Agriculture             0    0  37   0   0   0   3   0   0   0    40
#>   Chemistry               0    0   8   0   0   0   0   0   0   0     8
#>   Computing               0    0   6   0   0   0   0   0   0   0     6
#>   Crime                   0    0   1   0   0   0   2   1   0   0     4
#>   Demography              1    0   9   2   0   0   3   0   0   2    17
#>   Ecology                 0    0  23   0   0   0   0   0   0   0    23
#>   Finance                 0    0  23   5   0   0  20   0   2   1    51
#>   Health                  0    0   8   0   0   0   6   0   1   0    15
#>   Hydrology               0    0  42   0   0   0  78   1   0   6   127
#>   Industry                0    0   9   0   0   0   2   0   1   0    12
#>   Labour market           0    0   3   4   0   0  17   0   0   0    24
#>   Macroeconomic           0    0  18  33   0   0   5   0   0   0    56
#>   Meteorology             0    0  18   0   0   0  17   0   0  12    47
#>   Microeconomic           0    0  27   1   0   0   7   0   1   0    36
#>   Miscellaneous           0    0   4   0   1   1   3   0   1   0    10
#>   Physics                 0    0  12   0   0   0   4   0   0   0    16
#>   Production              0    0   4  14   0   0  28   1   1   0    48
#>   Sales                   0    0  10   3   0   0  24   0   9   0    46
#>   Sport                   0    1   1   0   0   0   0   0   0   0     2
#>   Transport and tourism   0    0   1   1   0   0  12   0   0   0    14
#>   Tree-rings              0    0  34   0   0   0   1   0   0   0    35
#>   Utilities               0    0   2   1   0   0   8   0   0   0    11
#>   Total                   1    1 300  64   1   1 240   3  16  21   648
autoplot(tsdl[[1]])

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subset(tsdl,"Sales")
#> Time Series Data Library: 46 Sales time series  
#> 
#>        Frequency
#> Subject  1  4 12 52 Total
#>   Sales 10  3 24  9    46

Sources

Rob Hyndman and Yangzhuoran Yang (2018). tsdl: Time Series Data Library. v0.1.0. https://pkg.yangzhuoranyang.com/tsdl/

License

This package is free and open source software, licensed under GPL-3