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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