There is not yet a universally recognized way to cite data. It is best to follow the guidelines of the style you are using to the extent that it addresses data. 

A dataset citation includes many of the same components of a traditional citation.

Author(s): Who created the data? an organization, individual, group of individuals

• Title: Title of the dataset or name of the study
• Date of publication
• Publisher and/or Distributor: who has made the data available
• Edition/Version
• Electronic Location or Identifier: a URL or DOI where data was found

Some other elements to consider adding to a citation:

• Date of access: When did you access or download the data?
• Format: What type of file or resource is it?
• Scale: Use when citing a map. Not usually used for datasets.

Citing data and statistical sources isn't as standardized as other types of sources, so it is always a little bit tricky and requires judgement on the part of the author. Keep in mind that the main point is to make it easy for your reader to follow your tracks, both now and in the future when URLs may have changed, or information is no longer available online.

There are two sections of the ASA style guide that you need to consult and combine for recommendations on citing statistics from government agencies:

Tables: "Online Databases, Spreadsheets, and Code Books : Tables in PDF or XLS Spreadsheet format" (p. 109) 

Elements to include in a citation:
Publishing agency. Year. "Table title." Retrieved Month Day, Year (http://url).

Government agencies as authors: Government Documents (p. 57-8 and 104).

Elements to include in a citation:
Executive department. Division. Year. Publication title, Name of series or collection [if applicable], Report number [if included]. Publication place: Publisher. Page numbers [if relevant].

Example: the BJS would be listed as:
U.S. Department of Justice. Bureau of Justice Statistics.

Example of a UCR table:

Federal Bureau of Investigation. 2010. "Table 38: Arrests by Age, 2010." Crime in the United States. Retrieved November 10, 2012 (http://www.fbi.gov/about-us/cjis/ucr/crime-in-the-u.s/2010/crime-in-the-u.s.-2010/tables/10tbl38.xls).

Note how I listed "Crime in the United States" as the publication because the UCR is a data series, but Crime in the United States is where the summarized statistics I used in my paper were published.