University of Minnesota
School of Statistics

Data files edited from those distributed with
Introduction to Time Series and Forecasting
by Peter J. Brockwell and Richard A. Davis,
Springer 1996.

Contents

Statistics 5932 Fall 2000 Web Page

Information About Files

The files on the floppy that comes with Introduction to Time Series and Forecasting by Peter J. Brockwell and Richard A. Davis (Springer 1996) are plain text files designed to work with the program ITSM on the same floppy. Although many of them can be read "as is" by MacAnova using vecread() or readcols, quite a number cannot because of descriptive information that is on the same lines as the data. For this reason, I have created additional data files that can be used more easily with MacAnova and can easily be edited to work with almost any statistics program that can read text files. Authorized individuals can download them through a confidential URL distributed in class.

On the Statistics work station network, these files are accessible in directory ~kb/publicdata/BDFiles. They not in the public ftp directory.

1. For each file on the floppy with name of the form foo.dat (for example, airpass.dat), I have created a file of the form foo.txt (for example, airpass.txt). This has the data but with a header consisting of descriptive lines starting with "#". For example, the first few lines of airpass.txt are

      # Data from file airpass.dat distributed with Introduction to
      # Time Series and Forecasting by Peter J. Brockwell and
      # Richard A. Davis, Springer 1996
      # (C) 1996 Springer-Verlag New York, Inc.
      # Monthly totals of international airline passengers
      # from January 1949 to December 1960 (same as Series G,
      # Box & Jenkins, P. 531)  N = 144
       112
       118
       132
       . . .

The following files have a single variable:

        airpass.txt  cdid.txt     lake.txt     signal.txt
        apph.txt     cdin.txt     lead.txt     sres.txt
        appi.txt     chaos.txt    lres.txt     strikes.txt
        appj.txt     deaths.txt   oshorts.txt  sunspots.txt
        appk.txt     dowj.txt     respc.txt
        arch.txt     ex611.txt    sales.txt

The following files have two variables in two columns:

        appjk2.txt   djaopc2.txt  goals.txt    lynx.txt
        djao2.txt    djaopcf.txt  ls2.txt

In a few cases I have created three variable files in three columns by adding columns containing the year (always column 1) and quarter or month (column 2) with the series itself in column 3. These files are

        austres.txt  deaths.txt   gnfp.txt     wine.txt
        beer.txt     elec.txt     imports.txt
        chocs.txt    finserv.txt  polio.txt

You can read a single variable file like apph.txt by

  Cmd> y <- vecread("apph.txt", skip:"#") # or readcols("apph.txt",y)

As usual, on Windows, Macintosh or Motif, you can use "" as the file name.

You can read a file with two variables into variables x1 and x2 by, say,

  Cmd> readcols("djao2.txt", x1, x2, skip:"#")

You can read a file with year, month and data as, for example

  Cmd> readcols("beer.txt",year,month,beer,skip:"#")

These files ought to be readable by Minitab and by any program that ignores lines that start with "#". To read the data in other programs, including ITSM, that can read data from text files, you will need to use an editor or word processor to delete the lines starting with "#".

2. File data/BDData.txt (the link currently doesn't work; use the URL distributed in class) contains the data from all the files in the form of data sets readable by matread(). The data set names just omit the ".dat" of the files on the diskette or the ".txt" of the new files.

For example, you can read the data originally in djao2.dat (and also in djao2.txt) by

  Cmd> djao2 <- matread("BDData.txt","djao2")

You can get a list of all the data sets in the file by

  Cmd> matread("BDData.txt","info")

Back to top

List of Data files
(Restricted Access, currently not working; use URL distributed in class)

BDData.txt All data sets in matread() format (Reminder: This link is broken; use, URL/BDData.txt, where URL was given in class)

Files each containing a single data set in a format readable by vecread() and readcols (Reminder: these links are broken; use, for example, URL/airpass.txt, where URL was given in class)

Data File From which B&D file Variables
airpass.txt airpass.dat (1 variable)
apph.txt apph.dat (1 variable)
appi.txt appi.dat (1 variable)
appj.txt appj.dat (1 variable)
appjk2.txt appjk2.dat (2 variables)
appk.txt appk.dat (1 variable)
arch.txt arch.dat (1 variable)
austres.txt austres.dat (year, quarter, value)
beer.txt beer.dat (year, month, value)
cdid.txt cdid.dat (1 variable)
cdin.txt cdin.dat (1 variable)
chaos.txt chaos.dat (1 variable)
chocs.txt chocs.dat (year, month, value)
deaths.txt deaths.dat (month, year, value)
djao2.txt djao2.dat (2 variables)
djaopc2.txt djaopc2.dat (2 variables)
djaopcf.txt djaopcf.dat (2 variables)
dowj.txt dowj.dat (1 variable)
elec.txt elec.dat (month, year, value)
ex611.txt ex611.dat (1 variable)
finserv.txt finserv.dat (quarter, year, value)
gnfp.txt gnfp.dat (quarter, year, value)
goals.txt goals.dat (2 variables)
imports.txt imports.dat (year, quarter, value)
lake.txt lake.dat (1 variable)
lead.txt lead.dat (1 variable)
lres.txt lres.dat (1 variable)
ls2.txt ls2.dat (two variables)
lynx.txt lynx.dat (2 variables)
oshorts.txt oshorts.dat (1 variable)
polio.txt polio.dat (year, quarter, value)
respc.txt respc.dat (1 variable)
sales.txt sales.dat (1 variable)
signal.txt signal.dat (1 variable)
sres.txt sres.dat (1 variable)
strikes.txt strikes.dat (1 variable)
sunspots.txt sunspots.dat (1 variable)
uspop.txt uspop.dat (1 variable)
wine.txt wine.dat (year, quarter, value)
Back to top



C Bingham
Updated Mon Sep 18 13:06:42 CDT 2000