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I am looking for time series dataset that I can use for forecasting. I prefer one that comes with monthly values.

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There is a classic "Airpassengers" dataset that comes with R.

The classic Box & Jenkins airline data. Monthly totals of international airline passengers, 1949 to 1960.

Type in data("AirPassengers") in R studio to get the dataset

Here is an example notebook with scripts to use the data with R.

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0

The Monash Time Series Forecasting Repository contains multiple different time series datasets from various domains. These have been collected from forecasting competitions or other previous forecasting use, so you should also be able to learn something from previous work that used a particular dataset.

An introduction and description of the repository, along with more information about the datasets, is given by Godahewa et al. (2021).

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