Free Data Sets for Analytic and Forecasting Efforts

Posted on Posted in Analysis

I’ve updated my list of free data sets that I’ve found useful in analysis. The links should take you directly to, or as close as possible to the actual data set required.

Climate & Weather Data

Historical Climate Data
United States Historical Climatology Network
The daily data include observations of maximum and minimum temperature, precipitation amount, snowfall amount, and snow depth. Monthly data include mean, maximum, and minimum temperature and total precipitation. Records for most stations extend through 2008.
URL: http://web.archive.org/web/20120513170412/http://cdiac.ornl.gov/epubs/ndp/ushcn/access.html

Economic Data Sets

Beige Book
Federal Reserve
The Federal Reserve’s report of “Current Economic Conditions,” commonly known as the Beige Book, is published eight times per year. Each Federal Reserve Bank gathers anecdotal information on current economic conditions in its District through reports from Bank and Branch directors and interviews with key business contacts, economists, market experts, and other sources. The Beige Book summarizes this information by District and sector.
URL: http://www.federalreserve.gov/monetarypolicy/beigebook/

Business Inventories
US Census Bureau
Released by the United States Census Bureau, this report is intended to provide broad and timely measures of combined changes in domestic retail trade, wholesale trade and manufacturers’ activities. The report is based on the data collected from three other surveys: the Monthly Retail Trade Survey, the Monthly Wholesale Trade Survey, and the Manufacturers’ Shipments, Inventories and Orders Survey. By the time this report is published, the Monthly Wholesale Trade Survey and the Manufacturers’ Shipments, Inventories and Orders Survey have been released leaving only the Monthly Retail Trade Survey as the new piece of data in the report.
URL: http://www.census.gov/mtis/www/data/pdf/mtis_current.pdf

Construction Spending
US Census Bureau
Each month the United States Census Bureau releases estimates of the value of total new construction for the following categories: residential, private nonresidential, farm, regulated investor-owned utilities and public. Construction cost of new single family houses started each month is estimated using housing starts and sales data from the United States Census Bureau’s Survey of Construction. Private nonresidential construction is based on a months “Construction Progress Reporting Survey” with data from McGraw-Hill Construction.
URL: http://www.census.gov/const/C30/release.pdf

Consumer Confidence Surveys
University of Michigan
The University of Michigan releases a preliminary on the second Friday of each month and a final survey on the fourth Friday of each month at 10:00 a.m.
URL: http://www.sca.isr.umich.edu/

Consumer Credit
US Federal Reserve
Released by the Federal Reserve, the report indicates the amount of outstanding debt of consumers.
URL: http://www.federalreserve.gov/Releases/g19/

CPI: Consumer Price Index
US Dept. of Labor
Compiled by the United States Department of Labor, the Consumer Price Index (CPI) is a measure of the average change in prices over time of goods and services purchased by households and is an inflation indicator.
URL: http://www.bls.gov/cpi/

Manufacturers’ Shipments, Inventories and Orders
US Census Bureau
Released by the United States Bureau of Census, the Manufacturers’ Shipments, Inventories, and Orders survey is currently the only survey that provides broad-based monthly statistical data on the economic conditions in the domestic manufacturing sector. It is designed to measure current industrial activity and to provide an indication of future production commitments. The value of shipments measures the value of goods delivered during the month by domestic manufacturers. Estimates of new orders serve as an indicator of future production commitments and represent the current shipments (sales) value of new orders received during the month, net of cancellations.
URL: http://www.census.gov/manufacturing/m3/historical_data/

Gross Domestic Product
US Dept of Commerce, Bureau of Economic Analysis
GDP is the market value of goods and services produced by labor and from property in the United States. GDP is released quarterly by the United States Department of Commerce, Bureau of Economic Analysis.
URL: http://www.bea.gov/national/index.htm#gdp

Existing Home Sales
National Association of Realtors
Housing sales data is released by the National Association of Realtors and is based on transaction closings in a given month and indicating the total amount of sales for a year assuming that the rate of sales remains constant. Sales include single-family homes, condominiums and co-ops.
URL: http://www.realtor.org/topics/existing-home-sales/data

New Home Sales
US Census Bureau
Released by the United States Census Bureau in conjunction with the United States Department of Housing and Urban Development. The report indicates (1) the number of new single-family houses sold; (2) the number of new single-family houses for sale; and (3) the median and average sales prices of new homes sold.
URL: http://www.census.gov/construction/nrs/historical_data/

ISM Index
Institute for Supply Management
The Institute for Supply Management (ISM), an association of supply management professionals, releases two reports monthly: the Manufacturing ISM and the Non-Manufacturing ISM. The reports are based on monthly surveys to approximately 400 companies in order to determine whether the economy is expanding or contracting. Among the items included in the survey are the following: changes in production, new orders, new export orders, imports, employment, inventories, prices, lead-times, and the timeliness of supplier deliveries in their companies comparing the current month to the previous month.
URL: http://www.ism.ws/ismreport/mfgrob.cfm

Personal Income and Personal Outlays
US Dept of Commerce, Bureau of Economic Analysis
Information released by the United States Department of Commerce’s Bureau of Economic Analysis indicating changes in average personal income and expenditures. Personal income is the dollar value of income received from all sources by individuals. Personal outlays include consumer purchases of durable and nondurable goods, and services. Also included in this report is the Implicit Price Deflator, also known as the Personal Consumption Expenditure Deflator, that is the Federal Reserve’s preferred measure of inflation.
URL: http://www.bea.gov/iTable/index_nipa.cfm

Retail Sales
US Census Bureau
The United States Census Bureau produces the Annual Revision of Monthly Retail and Food Services report to provide national estimates by kind of business of annual and monthly sales for establishments classified in the retail trade and food services industries.
URL: http://www.census.gov/retail/

Refiner Sales Volumes of #2 Diesel Ultra-low Sulfur
US Energy Administration
Provides regional and some state level measurement of diesel fuel sales, which is a real-time indicator of economic activity.
URL: http://www.eia.gov/dnav/pet/pet_cons_refoth_a_EPD2DXL0_VTR_mgalpd_m.htm

Historic Stock Prices
Yahoo! Historical Stock Prices
Provides daily open, high, low, close, adj. close, and volume of any equity over history. (enter the ticker of the equity you want to track).
URL: http://finance.yahoo.com/q/hp?s=GE

External Debt Statistics
World Bank dataBank
Provides data on world development indicators, finance, gender, education, health nutrition & population and more.
URL: http://databank.worldbank.org/ddp/home.do

Lending & Exchange Rates
International Monetary Fund Data & Statistics
The IMF publishes a range of time series data on IMF lending, exchange rates and other economic and financial indicators.
URL: http://www.imf.org/external/data.htm

Employment Data
US Dept of Labor
Compiled by the United States Department of Labor and composed of two surveys, the Current Population Survey (household survey) and the Current Employment Statistics Survey (establishment survey). The household survey provides information on the labor force, employment, and unemployment. The establishment survey provides information on employment, hours, and earnings of workers for nonfarm payrolls. The report is a broad indicator of economic activity and inflation.
URL: http://www.bls.gov/data/#employment

Jobless Claims
US Dept of Labor
Initial jobless claims measures the number of filings for state jobless benefits and is provided by the United States Department of Labor.
URL: http://www.workforcesecurity.doleta.gov/unemploy/claims.asp

Employment and Underemployment
Gallup
Gallup’s measurement of employment and unemployment. One of the few sources that breaks out underemployment projections.
URL: http://www.gallup.com/poll/125639/gallup-daily-workforce.aspx

National Employment Trends
ADP
The ADP National Employment Report® is published monthly by the ADP Research Institute® in close collaboration with Moody’s Analytics and its experienced team of labor market researchers. The ADP National Employment Report provides a monthly snapshot of U.S. nonfarm private sector employment based on actual transactional payroll data.
URL: http://www.adpemploymentreport.com/

Federal Reserve Bank Economic Data (FRED)
US Federal Reserve
Information on Banking, Business/Fiscal, CPI, Employment & Population, Exchange Rates, Foreign Exchange Intervention, GDP and more.
URL: http://research.stlouisfed.org/fred2/

Geography Data

US ZIP Codes
Federalgovernmentzipcodes.us
A free source of USPS Zip codes.
URL: http://federalgovernmentzipcodes.us/

Census & Population Data Sets

US Census Data Access Tools
US Census Bureau
Starting point for accessing all data sets in the US Census.
URL: http://www.census.gov/main/www/access.html

Marriage Information
CDC, National Center for Health Statistics
Marriage data occurring in States that meet reporting criteria for inclusion in the marriage-registration area, except for California unlicensed marriages.
URL: http://www.cdc.gov/nchs/products/elec_prods/subject/marriage.htm

World Population Statistics
World Bank dataBank
Provides data on world development indicators, finance, gender, education, health nutrition & population and more.
URL: http://databank.worldbank.org/ddp/home.do

Digital & Social Data

Competitive Web Traffic
Quantcast
Provides detailed visitor information for web sites.
URL: http://www.quantcast.com/

Google Search Trends
Google Trends
Provides the daily search volume of terms on Google. While not the actual search volume, the exportable file provides a relative index.
URL: http://www.google.com/trends/

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