Time Series Data Sets
Data Set for Chapter 2 Exercises

Dow Jones Data set talked about in Class

Some Links to Other Data Sets:
  • Money, Credit, Interest Rates, Stock Prices
  • NYSE Statistics Archive
  • The Financial Data Finder: Downloadable Data
  • Index of /~hyndman/tseries/mhts/roberts
  • Stock and Commodity Exchanges
    • Let me know if you find some!!!
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    Send problems or suggestions to dcox@stat.rice.edu