Some databases, e.g. Statistical Abstract of the United States, provide citations for each statistical table or data-set included. Many data providers give general guidelines. Style manuals also have sections on how to cite data and statistics.
In general, you need to provide the following information when you cite data:
Note: the citations generated by library databases may not be 100% correct. Check with your professor, a librarian or the appropriate citation guide to make sure you cite correctly.
U.S. Department of Health and Human Services, Substance Abuse and Mental Health Services Administration, Office of Applied Studies. (2013). Treatment episode data set -- discharges (TEDS-D) -- concatenated, 2006 to 2009 [Data set]. doi:10.3886/ICPSR30122.v2
If there is no doi, replace with "Retrieved from http://www.icpsr.umich.edu/SDA/SAMHDA/30122-0001/CODEBOOK/conc.htm"
Source: APA Style Blog
Goldberg, David, et al. Enrollments in Languages Other Than English in United States Institutions of Higher Education, Fall 2013. Modern Language Association, Feb. 2015, www.mla.org/enrollments_census.
Source: MLA Style Center