Four mega-websites guide practitioners, researchers, and students to data. The data can be used for econometric methods or analogous situations, or to adjust data such as accounting for inflation or population.

  • EconData.Net provides access to regional, state, and local economic data. It is a comprehensive first stop for searching public and private data sources on the Web.
  • Statistical Resources on the Web (University of Michigan) has a detailed A-Z index and provides thousands of links to sites in business, economics, transportation, weather, and 18 other areas.
  • Social Science Data on the Net (University of California, San Diego) allows you to search the following sites. Much of the data can be downloaded.
  • Social Science on the Net has 79 sources of social science data.
  • Census Bureau
  • Data FERRET (Current Population Survey and related sources)
  • FedStats (Statistics from 70 U.S. Federal Agencies)
  • ICPSR (Inter-University Consortium for Political and Social Research)
  • Stat-USA (Current and historical financial and economic data)

Rob Hyndman's Time Series Data Library collection includes roughly 800 time series from diverse fields. The series are grouped under the following subject titles:

  • Agriculture
  • Chemistry
  • Crime
  • Demography
  • Ecology
  • Finance
  • Health
  • Hydrology
  • Industry
  • Labor market
  • Links
  • Macroeconomic
  • Meteorology
  • Microeconomic
  • Miscellaneous
  • Physics
  • Production
  • Sales
  • Simulated series
  • Sport
  • Transportation and tourism
  • Tree-rings
  • Utilities

Data used in forecasting competitions