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Keywords: Multiple regression, time series.
Monthly observations on various share price and financial variables were recorded from October 1991 to August 1997. Data collected by Francine Pritchard and Glen Dixon for their MS305 data analysis project in 1997.
| Variable | Description | |
| Bank | Share Price Index | |
| AllOrds | ||
| Develop | ||
| Mining | ||
| Gold | ||
| Build | ||
| Prop | ||
| Indust | ||
| Energy | ||
| Finance | ||
| Resource | ||
| Transport | ||
| Retail | ||
| Unemploy | Unemployment Rate | |
| CPI | Consumer Price Index | |
| BankBill | 90 Day Bank Bill Interest Rate | |
Data file (tab-delimited text)
Pritchard, F., and Dixon, G. (1997). MS305 Data Analysis Project, Department of Mathematics, University of Queensland. Data obtained from the Australian Market Quote - AAP Financial Markets.
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