Data sets for class examples (full data sets are available on the course web page)



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Data sets for class examples (full data sets are available on the course web page)
(1) Time Series Data on unemployment rates, interest rates, and oil prices
Data sources:

All data except for oil prices are from the Statistics Canada CANSIM database


Canadian oil price data are from the US. Department of Energy website: http://tonto.eia.doe.gov/dnav/pet/pet_pri_wco_k_w.htm

First 10 observations of data set:



Date

Canadian Oil Price (Par, FOB)

UnONsa

UnONnsa

UnABsa

UnABnsa

cpi

exrate

bank rate

prime

1996.01

18.04

8.9

9.4

7.5

8.1

88.0

1.36654546

5.37

5.23

1996.02

17.81

8.9

9.4

7.4

7.9

88.1

1.37550001

5.50

5.30

1996.03

20.48

9.0

9.8

7.1

7.4

88.5

1.36533810

5.25

5.11

1996.04

22.79

8.8

8.9

6.5

7.0

88.7

1.35909524

5.00

4.83

1996.05

20.73

9.0

9.2

7.1

7.2

89.0

1.36904545

5.00

4.77

1996.06

19.93

9.3

9.3

7.4

6.8

89.0

1.36549500

5.00

4.83

1996.07

20.79

9.2

9.7

6.7

7.3

89.0

1.36934545

4.75

4.59

1996.08

20.99

8.6

8.9

6.6

6.8

89.0

1.37182857

4.25

4.15

1996.09

23.56

9.3

8.6

6.9

6.2

89.1

1.36924500

4.25

4.01

1996.10

24.61

9.2

8.4

7.0

6.4

89.3

1.35063636

3.50

3.30

Variable definitions:


Canadian Oil Price ( FOB): Canadian oil price measured in US dollars per barrel

UnONsa: Seasonally Adjusted unemployment rate for Ontario (15 years or older, both sexes) CANSIM SERIES: V2063949

UnONnsa: Not Seasonally Adjusted unemployment rate for Ontario (15 years or older, both sexes) CANSIM SERIES: V2066028

UnABsa: Seasonally Adjusted unemployment rate for Alberta (15 years or older, both sexes) CANSIM SERIES: V2064516

UnABnsa: Not Seasonally Adjusted unemployment rate for Alberta (15 years or older, both sexes) CANSIM SERIES: V2066595

CPI: All Items CPI for Canada CANSIM SERIES: V41690973

exrate: Canada – US exchange rate (Canadian dollar price of a US dollar) CANSIM SERIES: V37426

bankrate: Canadian Bank Rate CANSIM SERIES: V122530

prime: Canada Prime Interest Rate CANSIM SERIES: V122491

(2) Cross-sectional baseball data (for the 2006 and 2007 seasons)



Team

1 LAA Los Angeles Angels

2 OAK Oakland Athletics

3 TOR Toronto Blue Jays

4 TB Tampa Bay Devil Rays

5 CLE Cleveland Indians

6 SEA Seattle Mariners

7 BAL Baltimore Orioles

8 TEX Texas Rangers

9 BOS Boston Red Sox

10 KC Kansas City Royals

11 DET Detroit Tigers

12 MIN Minnesota Twins

13 CWS Chicago White Sox

14 NYY New York Yankees



15 HOU Houston Astros

16 ATL Atlanta Braves

17 MIL Milwaukee Brewers

18 STL St Louis Cardinals

19 CHC Chicago Cubs

20 ARI Arizona Diamondbacks

21 LAD Los Angeles Dodgers

22 SF San Francisco Giants

23 FLA Florida Marlins

24 NYM New York Mets

25 WSH Washington Nationals

26 SD San Diego Padres

27 PHI Philadelphia Phillies

28 PIT Pittsburgh Pirates

29 CIN Cincinnati Reds

30 COL Colorado Rockies



League: 1 = American League 2 = National League
Results Variables

Wins number of wins during regular season

Losses number of losses during regular season

win% ratio of wins to games played during regular season

finishedtop dummy variable: 1 if team finished at the top of its division at the end of the regular season, 0 otherwise

attendance total attendance during regular season

playoffwins number of wins during the playoffs; 0 indicates that the team did not make the playoffs; -1 indicates that the team made the playoff but did not win any games

winLCS 1 if the team won its respective league championship; 0 otherwise

winWS 1 if the team won the World Series, 0 otherwise


Hitting Variables

G Games Played

AB At Bats

R Runs Scored

H Hits

2B Doubles

3B Triples

HR Home Runs

RBI Runs Batted In

TB Total Bases

BB Bases on Balls (Walks)

SO Strikeouts

SB Stolen Bases

CS Caught Stealing

OBP On-base Percentage

SLG Slugging Percentage

AVG Batting Average


Fielding Variables

G Games Played

INN Innings Played

TC Total Chances

PO Putouts

A Assists

E Errors

DP Double Plays

PB Passed Balls

SB Stolen Bases (allowed)

CS Caught Stealing

DER Defensive Efficiency Rating

FPCT Fielding Percentage


Pitching Variables

AVG Opponents Batting Average

PA Plate Appearances

NP Number of Pitches Thrown

P/IP Pitches Per Inning Pitched

HLD Hold

K/BB Strikeout/Walk Ratio

BB/9 Walks per Nine Innings

K/9 Strikeouts per Nine Innings

H9 Hits per Nine Innings


Notes

(i) Attendance statistics are from http://sports.espn.go.com/mlb/attendance

(ii) Season results stats are from http://sports.espn.go.com/mlb/alltime/season

(iii) playoff results are from http://sports.espn.go.com/mlb/alltime/season?year=2006 and http://sports.espn.go.com/mlb/alltime/season?year=2007



(iv) Pitching, fielding and hitting statistics are from http://mlb.mlb.com/stats/historical/team_stats.jsp?c_id=mlb

(v) Detailed definitions of the pitching, fielding and hitting variables can be found at http://mlb.mlb.com/mlb/official_info/baseball_basics/abbreviations.jsp?c_id=mlb


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