We have added Rob Hyndman's Time Series Data Library to the ForPrin.com Data Page. The Hyndman collection includes series in subjects ranging from agriculture and chemistry through labour market and sport to tree-rings and utilities. The usual suspects, macro and micro economic series are also there, as are some very long series.
The Forecasting Principles site summarizes all useful knowledge about forecasting so that it can be used by researchers, practitioners, and educators. The site is devoted to improving decision making by furthering scientific forecasting.