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ZENODO
Dataset . 2020
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Dataset . 2020
License: CC BY
Data sources: Datacite
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FRED-MD Dataset

Research datakeyboard_double_arrow_right Dataset 27 Aug 2020 English Publisher:Zenodo
Authors: Godahewa, Rakshitha; Bergmeir, Christoph; Webb, Geoff; Montero-Manso, Pablo; Hyndman, Rob;

doi: 10.5281/zenodo.4654833 , 10.5281/zenodo.4004056

Abstract

This dataset contains 107 monthly time series showing a set of macro-economic indicators from the Federal Reserve Bank. It was extracted from the FRED-MD database. The series are differenced and log-transformed as suggested in the literature.

{"references": ["McCracken, M. W., Ng, Serena, 2016. FRED-MD: A Monthly Database for Macroeconomic Research. Journal of Business & Economic Statistics, 34(4):574\u2013589"]}

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Keywords

monthly series, forecasting, FRED-MD

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