This data frame is taken from the online data resource of the U.K.'s Office for National Statistics. It contains time-indexed values of a retail sales index, a figure describing the turnover of retail businesses as a percentage of a 2010 baseline.
At the time of writing the data is available, alongside supporting documents, at http://www.ons.gov.uk/ons/site-information/using-the-website/time-series/index.html. The series ID is J468.
Nason, G.P., Powell, B., Elliott, D. and Smith, P. (2016) Should We Sample a Time Series More Frequently? Decision Support via Multirate Spectrum Estimation. Journal of the Royal Statistical Society, Series A., 179, (to appear).