Data

All 90 data sets from the book are available below. These include examples in the text as well as data sets used in the exercises. Just click on the line and save the file. They are stored as csv files and should be able to be read by MS-Excel, any text editor and any forecasting or statistical package.

Alternatively, you can download all files as a ZIP file. (You may need WinZip.)

For users of R, all data sets are available ready to use in the fma package.

For users of RATS, data and code are available for the examples in the book. These are also included on the CD with the current release of the RATS software.

Over 800 other time series are available in the Time Series Data Library along with the 3003 series from the M3-Competition.

Chapter 1: The forecasting perspective.
Chapter 2: Basic forecasting tools.
Chapter 3: Time series decomposition.
Chapter 4: Exponential smoothing methods.
Chapter 5: Simple regression.
Chapter 6: Multiple regression.
Chapter 7: The Box-Jenkins methodology for ARIMA models.
Chapter 8: Advanced forecasting models.
Chapter 9: Forecasting the long term
Chapter 10: Judgmental forecasting and adjustments.
Chapter 11: The use of forecasting methods in practice.
Chapter 12: Implementing forecasting: its uses, advantages and limitations.
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