Subject Guides: Data: Time Series

TIME SERIES

Time series are observations of the same variable (e.g., unemployment rate) made over time, usually at a regular interval such as weekly, monthly, yearly, etc.

CANSIM (via CHASS)
This database provides access to current and historical statistical time series on a wide variety of social and economic aspects of Canadian life as collected by Statistics Canada as well as other government agencies such as the Bank of Canada. Updated daily, it contains more than 600,000 statistical time series, many of which comprise a data record spanning several decades.
UNData

UNData provides access to multiple statistical databases developed by various organizations affiliated with the United Nations System.

It incorporates and replaces the United Nations Commons Database (UNCDB) and includes over 60 million data points covering a wide range of themes including Agriculture, Crime, Education, Employment, Energy, Environment, Health, HIV/AIDS, Human Development, Industry, Information and Communication Technology, National Accounts, Population, Refugees, Tourism, Trade, as well as the Millennium Development Goals indicators.
CRSP Database (WRDS)
The Center for Research in Security Prices Database provides access to NYSE/AMEX/Nasdaq Daily and Monthly Security Prices and other historical data related to several thousand companies.

The month-end data begins in December 1925 for NYSE. The end-of-day data begins in 1962 for NYSE and AMEX and 1972 for Nasdaq. CRSP (the Center for Research in Security Prices) maintains the most comprehensive and accurate databases of standard and derived historical data for NYSE, AMEX and Nasdaq common stocks. It is maintained by the University of Chicago Graduate School of Business.

DATA HELP

Anna Bombak

Contact:

abombak@ualberta.ca