[DDI-ADG] time series example
Katherine McNeill-Harman
mcneillh at MIT.EDU
Tue Sep 6 12:43:40 EDT 2005
Looked around and have a couple of potential examples of time-series data:
1) Raw data file (data separate from metadata in codebook)
(In ICPSR, someone suggested World Bank, but many of those seemed in odd
formats, so I came across the following):
Study No. 4058, Time Series for the Births and Deaths of Newspapers in
Baltimore, Boston, Buffalo, New York City, Philadelphia, and Washington,
DC, 1690-1994: http://webapp.icpsr.umich.edu/cocoon/ICPSR-STUDY/04058.xml
Data dictionary on p. 70 describes year as the first variable in all records.
or
Study No. 6792, Uniform Crime Reports: Monthly Weapon-Specific Crime and
Arrest Time Series, 1975-1993 [National, State, and 12-City Data]:
http://webapp.icpsr.umich.edu/cocoon/ICPSR-STUDY/06792.xml
Might be a good candidate as it's relatively complex, with separate
national/state/city files and data is collected monthly (p. 28 of codebook
says 1st variable is year, second is month, then followed by an
alphanumeric combination of the two). Also may be a good candidate for
aggregate data.
2) Spreadsheet
I thought it'd be good to maybe also discuss an example of a time series
originally conceived/presented as a spreadsheet (rather than data
file/codebook combo). We have various ones in our proprietary database,
but I wanted to find one publicly-available. So I started at the Federal
Reserve (San, maybe you'll have a better suggestion?):
I browsed through FRED, their online data system, and navigated to a
version of the Consumer Price Index series (although there were multiple
other examples we could use)
http://research.stlouisfed.org/fred2/series/CPIAUCNS/downloaddata
You'll see that when you open up the file, there's general metadata at the
top, and the time series (with a single date and single value) begins a few
lines below.
or, a similar example for treasury bill interest rates:
http://research.stlouisfed.org/fred2/series/DGS3MO/downloaddata
Let me know what you think, any obstacles you see to using any of these as
examples. Again, I'd recommend passing on one in each of these categories
b/they're slightly different in nature.
Kate
___________________________________________
Katherine McNeill-Harman
Data Services Librarian
Dewey Library for Management and Social Sciences
Massachusetts Institute of Technology
77 Massachusetts Avenue, E53-100
Cambridge, MA 02139
mcneillh at mit.edu
617-253-0787
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