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I'm working on some financial analysis code which I'd like to test against a historical dataseries to analyze the correlations to my algorithm to some non-finance related data. Ideally, I'd like to test against a dataseries which provides a monthly float value as far back as 1997. Maybe it's the temperature somewhere on the 1st of the month. Maybe its the number of traffic accidents on the 1st day of each month in a city. Basically, just something somewhat random, but with the monthly value to test against.

Can anybody think of a publicly-available data-series which might have a monthly point of data as far back as 1997. A link to the data-source would be even better.

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The Bureaus of Labor Statistics has a lot of historical data to pick from, much of which is monthly. –  chrisaycock Mar 11 '11 at 20:43

4 Answers 4

The website www.infochimps.com has a lot of unusual datasets, many of which are free.

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Here's a link to daily weather data. It looks like it goes as far back as the 1940s. There's a link to a CSV file at the bottom of the page. It will only give you one year's worth of data at a time, so you'll have to manually download several files.

http://www.wunderground.com/history/airport/KNYC/2011/3/13/CustomHistory.html

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Here is another link to some non-financial data sets from the University of California Machine Learning Repository:

http://www.ics.uci.edu/~mlearn/MLRepository.html

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