Data sets for "Forecasting with exponential smoothing"

Description

Data sets from the book "Forecasting with exponential smoothing: the state space approach" by Hyndman, Koehler, Ord and Snyder (Springer, 2008).

Author(s)

Rob J Hyndman. Rob.Hyndman@buseco.monash.edu.au

References

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer. www.exponentialsmoothing.net.

Quarterly Australian GDP

Description

Quarterly Australian GDP per capita, 1971:1 - 1998:1

Usage

data(ausgdp)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(ausgdp,main="Australian GDP per capita",ylab="dollars",xlab="Year")

Monthly US government bond yields

Description

Monthly US government 10-year bond yields (percent pa) from Jan 1994 to May 2004

Usage

data(bonds)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(bonds,main="US 10-year bonds yield",ylab="Percentage per annum",xlab="Year")

Monthly Canadian gas production

Description

Monthly Canadian gas production, billions of cubic metres, January 1960 - February 2005

Usage

data(cangas)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(cangas,main="Monthly Canadian gas production",ylab="billion cubic metres",xlab="Year")

Monthly sales car parts

Description

Monthly sales car parts. 2674 series. Jan 1998 - Mar 2002.

Usage

data(carparts)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(carparts[,2001:2010],main="Monthly car part sales",xlab="Year")

Monthly Dow Jones Index

Description

Monthly Dow Jones Index: Open, High, Low, Close. Jan 1990 - Mar 2007

Usage

data(dji)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(dji,plot.type="single",main="Dow Jones Index",xlab="Year",ylab="",col=1:4)
legend("bottomright",legend=colnames(dji),col=1:4,lty=1)

Monthly Dow Jones Index: closing

Description

Closing values of the Dow Jones Index on the first day of each month, October 1928 - Dec 2007. Two columns: close and pcreturn.

Usage

data(djiclose)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(djiclose,main="Dow Jones Index",xlab="Year")

Monthly US domestic enplanements

Description

"Domestic Revenue Enplanements (millions): 1996-2000. SOURCE: Department of Transportation, Bureau of Transportation Statistics, Air Carrier Traffic Statistic Monthly.

Usage

data(enplanements)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(enplanements,main="US domestic enplanements",ylab="millions",xlab="Year")

Weekly FM sales

Description

Sales of a product for 62 weeks starting in early 2003.

Usage

data(fmsales)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(fmsales,ylab="FM sales (thousands)",xlab="Week")

Annual US new freight cars

Description

Annual US new freight cars, 1947-1993. Freight cars, new (excl. rebuilt), new orders, equip. mfrers. Series N0193 from the M3 competition.

Usage

data(freight)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer. www.exponentialsmoothing.net

Examples

plot(freight,main="New freight cars shipped in USA",xlab="Year",ylab="")

Quarterly French exports

Description

Quarterly exports of a French company. (in thousands of francs) taken from Makridakis et al. (1998, p.162).

Usage

data(frexport)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(frexport,ylab="thousands of francs",main="Quarterly exports",xlab="Year")

US gasoline prices

Description

Monthly US retail gasoline price (the average price per gallon, in dollars) and the spot price of a barrel of West Texas Intermediate (WTI) oil in dollars as traded at Cushing, Oklahoma. Jan 1991 - Nov 2006.

Usage

data(gasprice)

Format

bivariate time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net. These series are available from the US Energy Information Administration website http://www.eia.doe.gov.

Examples

par(mar=c(5,4,2,5))
plot(gasprice[,1], xlab="Year", ylab="Average retail price per gallon (dollars)", 
  main="Gasoline and oil prices")
par(new=TRUE)
plot(gasprice[,2], col="blue", xaxt="n", yaxt="n", xlab="", ylab="")
axis(4)
mtext("Spot price per barrel (dollars)", side=4, line=3)
legend("topleft", col=c("black","blue"), lty=1,
  legend=c("Ave retail price of gasoline", "Spot price of WTI oil"))

Monthly patient count

Description

Monthly patient count for products that are related to medical problems. There are 767 time series that had a mean count of at least 10 and no zeros.

Usage

data(hospital)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(hospital[,1:10],main="Monthly patient count",xlab="Year")

Weekly jewelry sales

Description

Weekly sales of 314 costume jewelry items over the period week 5, 1998 to week 24, 2000.

Usage

data(jewelry)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(jewelry[,1:10],main="Weekly sales of costume jewelry items",xlab="Year")

Monthly copper prices

Description

Monthly copper prices. Copper, grade A, electrolytic wire bars/cathodes,LME,cash (pounds/ton) Source: UNCTAD (http://stats.unctad.org/Handbook).

Usage

data(mcopper)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(mcopper,main="Monthly copper price",ylab="pounds per ton",xlab="Year")

Monthly product sales

Description

Monthly sales for a product with shortage indicators. Contains sales (first column) and stockout indicator (second column).

Usage

data(msales)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(msales[,1],main="Monthly sales of a product",ylab="Sales",xlab="Year")
points(msales,pch=(msales[,"stockouts"]==1)+1)
legend("bottomright",pch=1:2,legend=c("Excess stock","Stock shortage"))

Monthly sales of an automobile part

Description

Monthly sales of an automobile part.

Usage

data(partx)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(partx,main="Monthly sales of an automobile part",ylab="Sales",xlab="Year")

Quarterly UK passenger car production

Description

Quarterly UK passenger car production (thousands of cars). 1977:1-2005:1

Usage

data(ukcars)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(ukcars,main="UK passenger vehicle production",ylab="Thousands of cars",xlab="Year")

Unemployment and the CCI

Description

100 monthly observations on the consumer confidence index (cci) and seasonally adjusted civilian unemployment (unemp) in the US, covering the period June 1997 – September 2005. The third column is an "terrorism" indicator variable taking value 1 from September 2001.

Usage

data(unemp.cci)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(unemp.cci[,1:2],main="Unemployment and the CCI",xlab="Year")

Quarterly US GDP

Description

Quarterly US GDP. 1947:1 - 2006.1.

Usage

data(usgdp)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer

References

http://www.exponentialsmoothing.net

Examples

plot(usgdp,main="Quarterly US GDP",xlab="Year",ylab="US Dollars")

Annual US net electricity generation

Description

Annual US net electricity generation (billion kwh) for 1949-2003

Usage

data(usnetelec)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(usnetelec,main="Annual US net electricity generation",ylab="billion kwh",xlab="Year")

Hourly utility demand

Description

Hourly utility demand, mid western USA from 1 Jan 2003

Usage

data(utility)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(utility,main="Hourly utility demand",ylab="MW",xlab="Day")

Hourly vehicle counts

Description

Hourly vehicle counts on Monash Freeway, outside Melbourne in Victoria, Australia, beginning August 1995.

Usage

data(vehicles)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(vehicles,main="Hourly vehicle count",xlab="Day",ylab="Number of vehicles")

Monthly Australian overseas vistors

Description

Monthly Australian short-term overseas vistors. May 1985-April 2005

Usage

data(visitors)

Format

time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(visitors,main="Overseas visitors to Australia",ylab="Thousands of people",xlab="Year")

Monthly exchange rates

Description

Monthly foreign exchange rates: US dollar and UK pound against the Australia dollar. audusd contains USD/AUD and audukp contains UKP/AUD.

Usage

data(xrates)

Format

multiple time series

Source

Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.

References

http://www.exponentialsmoothing.net

Examples

plot(xrates,main="Foreign exchange rates",xlab="Year")