Time-series data: one entity observed over time at a regular frequency.
All variables in a time-series data set must have the same frequency. This example below uses annual data. You could have a data set of quarterly frequency, monthly frequency, weekly frequency, etc. You cannot combine data sets that have different frequencies. If you have one variable such as an interest rate that is monthly, but GDP growth rate data that are quarterly, you would need to aggregate the monthly data on interest rates to quarterly observations before merging it with the quarterly GDP growth rate data.
Example of time-series data:
The entity is the Commonwealth of Virginia, observed over the years 1984-2018. The first column identifies the year. There are two variables: annual home ownership (HOWNVA) in % and annual unemployment rate (URVA) in %.
You can download this .csv file by clicking on this link: state_ts.
Notice that there are no empty rows, simple variable names without spaces, no units for number values (no % signs). When you construct your own data set, follow these practices.