Godahewa, Rakshitha
Bergmeir, Christoph
Webb, Geoff
Montero-Manso, Pablo
Hyndman, Rob
2020-08-27
<p>This dataset contains 107 monthly time series showing a set of macro-economic indicators from the Federal Reserve Bank. It was extracted from the FRED-MD database. The series are differenced and log-transformed as suggested in the literature.</p>
https://doi.org/10.5281/zenodo.4654833
oai:zenodo.org:4654833
eng
Zenodo
https://doi.org/10.1080/07350015.2015.1086655
https://research.stlouisfed.org/wp/more/2015-012
https://zenodo.org/communities/forecasting
https://doi.org/10.5281/zenodo.4004056
info:eu-repo/semantics/openAccess
Creative Commons Attribution 4.0 International
https://creativecommons.org/licenses/by/4.0/legalcode
FRED-MD
forecasting
monthly series
FRED-MD Dataset
info:eu-repo/semantics/other