PURPOSE: To efficiently execute a processing for statistics, which designates plural periods as to time series data on plural files.

CONSTITUTION: A time series data management part 3 classifies time series data stored in plural input files by individual data types and generates data files 4. At that time, management data having the time of initial data and the time of final data are written into a management file 5 with the medium types designated by the individual data types, a volume name and a file name. When the data type and the period are designated, a data retrieval processing part 6 retrieves the concerned data file 4 from the management file 5 and extracts data in the period of the data file 4.