FRED-MD Dataset

DOI10.5281/zenodo.4654833ZenodoMaRDI QIDQ6678113FDO

Authors Rakshitha Godahewa, Christoph Bergmeir, Geoff Webb, Pablo Montero-Manso, Rob J. Hyndman

Publication date 27 August 2020

Copyright license Creative Commons Attribution 4.0 International

Description (long)

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