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Does anyone have stationary time series data with some outliers from real life? I'd like to try my robust estimation method. Thank you!

Nan
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    Dataset requests are generally off-topic here (see our [help/on-topic]) but this request is *not* for "obtaining [a] specific dataset" of the kind that is dealt with at Open Data SE. It is about finding a an exemplar data set that demonstrates a particular statistical property, and can be used to demonstrate/test robust techniques. I think this question should be on-topic on this site. – Silverfish Mar 22 '16 at 04:25
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    When various textbooks want to illustrate time series with outliers, there are some well-known datasets that get called upon. One dataset I came across that is used for teaching the analysis of time series with outliers involved, if I recall correctly, recordings from a weather balloon. The balloon was rotating, and every so often, fairly periodically, something (possibly one of the balloon's ropes?) would cast a shadow over the instruments. – Silverfish Mar 22 '16 at 04:28
  • Thank you for the information -- this really helps! I'll search for the weather ballon data. – Nan Mar 22 '16 at 15:53
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    Unfortunately I can't remember if the balloon time series was stationary or not. A good place to look is Carnegie Mellon University's [Data and Story Library or DASL](http://lib.stat.cmu.edu/DASL/), which contains data files that "illustrate the use of basic statistics methods... A good example can make a lesson on a particular statistics method vivid and relevant. DASL is designed to help teachers locate and identify datafiles for teaching. We hope that DASL will also serve as an archive for datasets from the statistics literature." – Silverfish Mar 29 '16 at 09:03
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    I still think that this question should be on-topic here, on the basis of [this Meta thread](http://meta.stats.stackexchange.com/a/2097/22228) about data requests, so have voted to reopen. I don't think this kind of search is better suited for Open Data. – Silverfish Mar 29 '16 at 09:05
  • Aside from DASL, some other useful places to look for such a dataset are listed in the thread [Locating freely available data samples](http://stats.stackexchange.com/q/7/22228). – Silverfish Mar 29 '16 at 09:11

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