Two data sets are used in "Interpretation of Pointforecasts with unknown directive". Please refer to the R-Package PointFore on CRAN or Github for convenient access. Files for data anlysis can be found in the vignettes of the R-Package.

The data archive contains the following files:
- gdp_from_package.csv: ready to use gdp data from R-Package PointFore
- precipitation_from_package.csv: ready to use precipiation data from R-Package PointFore
- GDP.R: An R-file used to create the gdp data from raw data
- precipitation.R: An R-file used to create the precipiation data from raw data
- GBweb_Row_Format.xls: Raw data from https://www.philadelphiafed.org/research-and-data/real-time-center/greenbook-data/philadelphia-data-set
- routput_first_second_third_all.xlsx: Raw data from https://www.philadelphiafed.org/research-and-data/real-time-center/greenbook-data/philadelphia-data-set
- precipitation data.Rdata: Raw data provided by ECMWF.


--- Data Description: Precipitation ---

Daily accumulated precipitation (in millimeter) at London, UK and 24-hours-ahead forecasts of the ECMWF (1969-2011)

24-hour ahead forecasts of daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF). The data contains observations from 2012 to 2016.

A data frame with 2192 rows and 2 variables:

Y: daily accumulated precipitation in millimeter at London, UK (0 – 45)

X: according point forecast in millimeter issued one day ahead (0 – 40)

We thank the ECMWF for their support. Further details can be found on https://www.ecmwf.int/.


--- Data Description: GDP ---

Real GDP realized values and one quarter ahead Greenbook forecasts (1969-2012)

A dataset containing real GDP growth rate in the United States and according one quarter ahead point forecasts from Federal Reserve's Greenbook. The forecasts were selected to be closest to the middle of the respective quarter among the published Greenbook forecasts of one quarter. The forecasts issued latest in the respective quarter are also given under forecast_late.

A data frame with 176 rows and 2 variables:

observation: realized GDP growth rate in percentage measured at first vintage (-10.4 – 11.2)

observation_second: realized GDP growth rate in percentage measured at second vintage (-11.3 – 13.2)

observation_recent: realized GDP growth rate in percentage measured at most recent vintage (-8.2 – 16.5)

forecast: according point forecast issued one quarter before (-4.7 – 8.5)

forecast_late: according point forecast issued latest in the quarter before (-4.7 – 7.9)

Source:
https://www.philadelphiafed.org/research-and-data/real-time-center/greenbook-data/philadelphia-data-set
