Can somebody please introduce me to a time series regression dataset that has many variables and data point?
In a nutshell, I have a time series regression with auto correlated residuals. Note that I can artificially simulate a dataset. Then I need a real dataset. For sure there are many datasets that this model works well on them but I cannot find anything at the mean time.I also have checked this page link but no progress. I would be thankful if somebody introduce me a dataset and probably associate paper.