You have many macro variables to choose from the general category tabs below.
The data source is the Link found in the data heading and the data series name is in bold type above the data
Note on the number of observations
For the company regression model you may need to go only as far back in history for each X variable data se
equivalent to the company revenue history.
Keep in mind that you want to use as much information as possible but in regression the regression model yo
the same.
Make sure that you can explain the correlation between the selected X variable and the company revenue.
Remember, the X variable should be expected to be highly correlated with the company revenue.
Note on seasonality
If your company data indicated seasonality then you may develop a better company forecast model with seas
You may use seasonally adjusted data for either seasonal or non seasonal company data forecast models.
These data are from the Federal Reserve Bank of St. Louis FRED2 Database. Updated 12/8/2017
Logic is the Most important factor in selecting an X variable data series.
a column for each series.
eries
ou must have each data history
sonal data.
FRED Graph Observations
Federal Reserve Economic Data
Link: https://fred.stlouisfed.org
Help: https://fred.stlouisfed.org/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
USSTHPI All-Transactions House Price Index for the United States, Index 1980:Q1=100
Frequency: Quarterly
observation_date USSTHPI
1975-01-01 59.79
1975-04-01 61.10
1975-07-01 61.26
1975-10-01 62.43
1976-01-01 62.83
1976-04-01 65.47
1976-07-01 66.58
1976-10-01 67.28
1977-01-01 69.44
1977-04-01 72.66
1977-07-01 74.37
1977-10-01 77.21
1978-01-01 79.52
1978-04-01 82.72
1978-07-01 85.21
1978-10-01 87.47
1979-01-01 91.39
1979-04-01 94.35
1979-07-01 96.42
1979-10-01 98.24
1980-01-01 100.00
1980-04-01 101.56
1980-07-01 104.49
1980-10-01 104.76
1981-01-01 105.32
1981-04-01 107.42
1981-07-01 109.25
1981-10-01 109.14
1982-01-01 110.95
1982-04-01 111.89
1982-07-01 110.85
1982-10-01 112.25
1983-01-01 114.25
1983-04-01 115.45
1983-07-01 116.41
1983-10-01 117.05
1984-01-01 118.83
1984-04-01 120.39
1984-07-01 121.50
1984-10-01 122.49
1985-01-01 124.22
1985-04-01 126.10
1985-07-01 128.09
1985-10-01 129.50
1986-01-01 131.98
1986-04-01 134.73
1986-07-01 136.78
1986-10-01 138.88
1987-01-01 141.62
1987-04-01 143.82
1987-07-01 145.46
1987-10-01 146.39
1988-01-01 148.68
1988-04-01 151.64
1988-07-01 153.20
1988-10-01 154.62
1989-01-01 156.39
1989-04-01 158.56
1989-07-01 161.93
1989-10-01 163.27
1990-01-01 164.19
3/30/1990 164.86
6/29/1990 165.85
9/28/1990 165.21
12/31/1990 166.58
3/29/1991 167.71
6/28/1991 167.99
9/30/1991 170.36
12/31/1991 171.68
3/31/1992 171.64
6/30/1992 173.61
9/30/1992 174.48
12/31/1992 174.55
3/31/1993 176.21
6/30/1993 177.63
9/30/1993 179.10
12/31/1993 180.24
3/31/1994 181.34
6/30/1994 182.08
9/30/1994 181.92
12/30/1994 182.89
3/31/1995 185.88
6/30/1995 188.73
9/29/1995 190.22
12 ...
You have many macro variables to choose from the general categ.docx
1. You have many macro variables to choose from the general
category tabs below.
The data source is the Link found in the data heading and the
data series name is in bold type above the data
Note on the number of observations
For the company regression model you may need to go only as
far back in history for each X variable data se
equivalent to the company revenue history.
Keep in mind that you want to use as much information as
possible but in regression the regression model yo
the same.
Make sure that you can explain the correlation between the
selected X variable and the company revenue.
Remember, the X variable should be expected to be highly
correlated with the company revenue.
Note on seasonality
If your company data indicated seasonality then you may
develop a better company forecast model with seas
You may use seasonally adjusted data for either seasonal or non
seasonal company data forecast models.
These data are from the Federal Reserve Bank of St. Louis
FRED2 Database. Updated 12/8/2017
Logic is the Most important factor in selecting an X variable
data series.
2. a column for each series.
eries
ou must have each data history
sonal data.
FRED Graph Observations
Federal Reserve Economic Data
Link: https://fred.stlouisfed.org
Help: https://fred.stlouisfed.org/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
USSTHPI All-Transactions House Price Index for the United
States, Index 1980:Q1=100
Frequency: Quarterly
observation_date USSTHPI
1975-01-01 59.79
1975-04-01 61.10
1975-07-01 61.26
1975-10-01 62.43
1976-01-01 62.83
1976-04-01 65.47
1976-07-01 66.58
1976-10-01 67.28
1977-01-01 69.44
1977-04-01 72.66
1977-07-01 74.37
1977-10-01 77.21
1978-01-01 79.52
8. 12/31/2014 348.63
3/31/2015 354.93
6/30/2015 360.56
9/30/2015 363.90
12/31/2015 367.47
3/31/2016 374.82
6/30/2016 381.46
9/30/2016 385.06
12/31/2016 388.90
3/31/2017 399.51
6/30/2017 405.46
0, Quarterly, Not Seasonally Adjusted
FRED Graph Observations
Federal Reserve Economic Data
Link: http://research.stlouisfed.org/fred2
Help: http://research.stlouisfed.org/fred2/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
Federal government current expenditures, Billions of Dollars,
Quarterly,
W013RU1Q027NBEA
Frequency: QuarterNot Seasonally Adj **Discontinued
observation_date W013RU1Q027NBEA
1947-01-01 9.989
1947-04-01 10.364
18. 9/30/2015 983.820
12/31/2015 1076.132
3/31/2016 1019.890
6/30/2016 1030.902
9/30/2016 1022.427
FRED Graph Observations
Federal Reserve Economic Data
Link: http://research.stlouisfed.org/fred2
Help: http://research.stlouisfed.org/fred2/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
Federal Debt Held by the Public, Millions of Dollars, Quarterly,
FYGFDPUN
Not Seasonally Adjusted
Frequency: Quarterly, End of Period
observation_date FYGFDPUN
1970-01-01 280814
1970-04-01 274924
1970-07-01 282367
1970-10-01 291242
1971-01-01 292043
1971-04-01 294417
1971-07-01 304952
1971-10-01 317118
1972-01-01 320987
1972-04-01 314976
1972-07-01 319574
1972-10-01 331576
25. 9/30/2016 14439326
12/31/2016 14374457
3/31/2017 14370898
6/30/2017 14681827
FRED Graph Observations
Federal Reserve Economic Data
Link: http://research.stlouisfed.org/fred2
Help: http://research.stlouisfed.org/fred2/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
Mortgage Debt Outstanding, All holders, Millions of Dollars,
Quarterly,
MDOAH
Not Seasonally Adjusted
Frequency: Quarterly, End of Period
observation_date MDOAH
1951-10-01 92435.00
1952-01-01 94253.00
1952-04-01 96746.00
1952-07-01 99215.00
1952-10-01 101600.00
1953-01-01 103983.00
1953-04-01 106947.00
1953-07-01 109425.00
1953-10-01 111950.00
1954-01-01 114085.00
1954-04-01 117322.00
1954-07-01 120757.00