FRED-MD Dataset
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Dataset:6678113
DOI10.5281/zenodo.4654833Zenodo4654833MaRDI QIDQ6678113FDOQ6678113
Dataset published at Zenodo repository.
Christoph Bergmeir, Rakshitha Godahewa, Pablo Montero-Manso, Rob J. Hyndman, Geoff Webb
Publication date: 27 August 2020
Copyright license: Creative Commons Attribution 4.0 International
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.
This page was built for dataset: FRED-MD Dataset
