The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.
You can install the development version from Github
# install.packages("devtools")
devtools::install_github("FinYang/tsdl")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]])
subset(tsdl,"Sales")
#> Time Series Data Library: 46 Sales time series
#>
#> Frequency
#> Subject 1 4 12 52 Total
#> Sales 10 3 24 9 46Rob Hyndman and Yangzhuoran Yang (2018). tsdl: Time Series Data Library. v0.1.0. https://pkg.yangzhuoranyang.com/tsdl/
This package is free and open source software, licensed under GPL-3