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I have to test different models for time series forecasting and predictors (exogenous covariates) goodness evaluation and I would like to use datasets used in relevant scientific publications that have "certified" the goodness of some predictor variables (of the target variable), so I can compare the results and try to refine my models.

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    $\begingroup$ I don't know how strict of a definition you are using to define a "certified" dataset, but the most obvious starting point is Kaggle. Quite a few are from academic sources, though a publication may not always be tied to them. $\endgroup$ – Jason K Lai Sep 25 '19 at 18:32

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