info         0
) This file contains data sets edited from files 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.
)
) The names of the data sets were obtained by stripping the trailing
) ".dat" from the names of the files.  Here is a list of the 39 data
) sets obtained.  Each data set is headed by a brief description,
) usually including a page reference to the book.
)
)   airpass    austres    djao2      gnfp       lynx       strikes
)   apph       beer       djaopc2    goals      oshorts    sunspots
)   appi       cdid       djaopcf    imports    polio      uspop
)   appj       cdin       dowj       lake       respc      wine
)   appjk2     chaos      elec       lead       sales
)   appk       chocs      ex611      lres       signal
)   arch       deaths     finserv    ls2        sres
)
) Files are readable in MacAnova by, say,
)
)  Cmd>  djaopcf <- matread("BDData.txt", "djaopcf")
)
) Edited by Christopher Bingham, kb@stat.umn.edu
) Version of 990113

airpass    144
) 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
 129
 121
 135
 148
 148
 136
 119
 104
 118
 115
 126
 141
 135
 125
 149
 170
 170
 158
 133
 114
 140
 145
 150
 178
 163
 172
 178
 199
 199
 184
 162
 146
 166
 171
 180
 193
 181
 183
 218
 230
 242
 209
 191
 172
 194
 196
 196
 236
 235
 229
 243
 264
 272
 237
 211
 180
 201
 204
 188
 235
 227
 234
 264
 302
 293
 259
 229
 203
 229
 242
 233
 267
 269
 270
 315
 364
 347
 312
 274
 237
 278
 284
 277
 317
 313
 318
 374
 413
 405
 355
 306
 271
 306
 315
 301
 356
 348
 355
 422
 465
 467
 404
 347
 305
 336
 340
 318
 362
 348
 363
 435
 491
 505
 404
 359
 310
 337
 360
 342
 406
 396
 420
 472
 548
 559
 463
 407
 362
 405
 417
 391
 419
 461
 472
 535
 622
 606
 508
 461
 390
 432

apph        64
) Data from file apph.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.
) Annual mink trappings, dates not specified, used in Proglem 7.8
  37123
  34712
  29619
  21151
  24859
  25152
  42375
  50839
  61581
  61951
  76231
  63264
  44730
  31094
  49452
  43961
  61727
  60334
  51404
  58451
  73575
  74343
  27708
  31985
  39266
  44740
  60429
  72273
  79214
  79060
  84244
  62590
  35072
  36160
  45600
  47508
  52290
 110824
  76503
  64303
  83023
  40748
  35396
  29479
  42264
  58171
  50815
  51285
  70229
  76365
  70407
  41839
  45978
  47813
  57620
  66549
  54673
  55996
  60053
  39169
  21534
  17857
  21788
  33008

appi        64
) Data from file appi.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.
) Annual muskrat trappings, dates not specified, used in Proglem 7.8
  224347
  179075
  175472
  194682
  292530
  493952
  512291
  345626
  258806
  302267
  313502
  254246
  177291
  206020
  335385
  357060
  509769
  418370
  320824
  412164
  618081
  414173
  232251
  443999
  703789
  767896
  671982
  523802
  583319
  437121
  486030
  499727
  478078
  829034
 1029296
 1069183
 1083067
  817003
  347050
  380132
  344878
  223614
  322160
  574742
  806103
  934646
  648687
  674811
  813159
  551716
  568934
  701487
  767741
  928199
 1650214
 1488287
  924439
 1056253
  695070
  407472
  172418
  302195
  749142
  963597

appj       200
) Data from file appj.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.
) Input data series for use in Problem 10.2
   6.94
   3.48
   5.92
   5.11
   7.00
   2.23
   5.78
   5.26
   5.19
   4.83
   4.48
   5.98
   4.45
   5.73
   6.38
   2.47
   7.43
   2.73
   5.90
   5.19
   5.08
   4.28
   3.64
   6.01
   3.08
   5.98
   5.07
   6.43
   3.64
   6.84
   1.49
   7.39
   2.36
   5.24
   4.63
   6.87
   2.81
   6.27
   4.98
   3.45
   4.90
   4.11
   5.40
   6.38
   3.94
   4.96
   6.35
   2.75
   6.03
   4.76
   3.31
   5.56
   5.06
   4.28
   3.89
   7.47
   3.60
   8.88
   1.26
   7.78
   2.76
   9.23
   2.95
   6.38
   4.35
   5.33
   5.00
   4.87
   6.74
   3.37
   6.56
   3.45
   4.54
   4.95
   4.34
   3.69
   7.40
   3.18
   6.92
   3.40
   7.65
   3.42
   5.91
   3.91
   6.99
   2.15
   7.17
   3.94
   3.87
   7.61
   3.73
   5.08
   6.61
   1.94
   6.17
   5.73
   4.14
   5.76
   3.56
   5.44
   4.81
   5.46
   5.01
   3.05
   6.48
   6.35
   3.86
   5.01
   6.49
   3.43
   7.70
   2.13
   8.47
   2.41
   5.93
   4.69
   5.29
   6.44
   5.14
   5.93
   3.95
   5.87
   4.64
   7.25
   5.00
   5.06
   4.93
   6.00
   5.59
   6.24
   3.79
   4.51
   6.00
   4.76
   5.55
   4.74
   5.61
   6.52
   5.95
   4.38
   5.95
   5.80
   4.87
   6.47
   4.01
   5.57
   6.30
   3.34
   6.38
   4.73
   4.70
   6.29
   1.98
   6.71
   5.39
   5.73
   5.55
   5.88
   4.27
   4.34
   4.26
   4.98
   3.38
   6.14
   5.45
   5.92
   2.62
   7.68
   3.37
   3.90
   7.01
   1.24
   9.03
   1.08
   7.86
   0.87
   9.26
   1.29
   7.59
   3.90
   4.37
   6.00
   3.56
   5.92
   4.38
   6.24
   6.57
   3.05
   6.43
   4.03
   5.86
   4.82
   2.90
   5.65
   5.14
   3.17
   6.73
   4.43
   3.99
   4.46

appjk2     200     2
) Data from file appjk2.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.
) Bivariate series for used in Problem 7.7
 6.94 15.21
 3.48 21.13
 5.92 14.14
 5.11 18.22
 7.00  8.74
 2.23 17.33
 5.78 17.10
 5.26 22.20
 5.19  4.44
 4.83 11.62
 4.48 17.50
 5.98 18.59
 4.45 14.77
 5.73 14.63
 6.38 17.16
 2.47 13.44
 7.43 15.63
 2.73 20.99
 5.90 11.98
 5.19 20.13
 5.08 11.90
 4.28 13.94
 3.64 14.06
 6.01 19.71
 3.08 15.73
 5.98 12.79
 5.07 14.12
 6.43  7.77
 3.64 11.03
 6.84 13.36
 1.49 17.36
 7.39 12.82
 2.36 22.16
 5.24  8.83
 4.63 22.66
 6.87 10.65
 2.81 10.72
 6.27  6.77
 4.98 15.73
 3.45  7.26
 4.90 12.82
 4.11 12.38
 5.40  7.26
 6.38  7.90
 3.94 12.11
 4.96 14.56
 6.35 17.11
 2.75 16.15
 6.03 17.12
 4.76 19.97
 3.31 12.36
 5.56 15.92
 5.06 14.00
 4.28  7.05
 3.89 10.19
 7.47 10.78
 3.60  9.21
 8.88  7.36
 1.26 17.01
 7.78 12.14
 2.76 24.86
 9.23 12.34
 2.95 23.49
 6.38 12.76
 4.35 26.97
 5.33 14.95
 5.00 22.94
 4.87 15.88
 6.74 20.30
 3.37 19.13
 6.56 17.26
 3.45 19.99
 4.54 15.76
 4.95 19.82
 4.34 11.09
 3.69 10.70
 7.40 11.71
 3.18 10.65
 6.92  7.61
 3.40 17.73
 7.65  9.71
 3.42 18.58
 5.91 15.04
 3.91 24.44
 6.99 14.33
 2.15 17.18
 7.17 12.21
 3.94 21.90
 3.87 12.28
 7.61 20.73
 3.73 11.76
 5.08  8.82
 6.61 16.89
 1.94 12.58
 6.17 13.63
 5.73 19.38
 4.14  9.80
 5.76 17.85
 3.56 19.01
 5.44 18.91
 4.81 18.88
 5.46 14.20
 5.01 16.58
 3.05 17.32
 6.48 16.85
 6.35 18.32
 3.86 16.11
 5.01 19.17
 6.49 21.18
 3.43 16.17
 7.70 12.02
 2.13 21.46
 8.47 17.35
 2.41 22.76
 5.93 14.03
 4.69 25.30
 5.29 13.46
 6.44 17.17
 5.14 12.98
 5.93 20.27
 3.95 22.75
 5.87 20.75
 4.64 23.21
 7.25 17.67
 5.00 17.24
 5.06 13.78
 4.93 19.22
 6.00 14.90
 5.59 13.06
 6.24 10.99
 3.79 17.73
 4.51 21.11
 6.00 22.43
 4.76 16.87
 5.55 14.56
 4.74 17.60
 5.61 14.45
 6.52 14.89
 5.95 18.00
 4.38 24.21
 5.95 22.95
 5.80 19.59
 4.87 14.67
 6.47 21.08
 4.01 24.71
 5.57 20.18
 6.30 22.18
 3.34 18.08
 6.38 17.29
 4.73 16.30
 4.70  8.69
 6.29 16.46
 1.98 14.26
 6.71 11.23
 5.39 12.90
 5.73  5.82
 5.55 15.13
 5.88 18.50
 4.27 17.66
 4.34 17.37
 4.26 17.78
 4.98 13.96
 3.38 13.89
 6.14 11.98
 5.45 13.02
 5.92 10.64
 2.62 18.09
 7.68 19.92
 3.37 24.02
 3.90 13.62
 7.01 24.69
 1.24 13.59
 9.03 10.97
 1.08 16.25
 7.86  4.93
 0.87 21.28
 9.26 10.00
 1.29 18.47
 7.59  4.75
 3.90 23.36
 4.37  6.40
 6.00 17.65
 3.56 13.67
 5.92 14.15
 4.38 14.16
 6.24 10.63
 6.57 17.78
 3.05 11.99
 6.43 13.65
 4.03 17.64
 5.86 11.00
 4.82 17.07
 2.90 15.07
 5.65 16.24
 5.14 14.92
 3.17 11.62
 6.73 16.75
 4.43 16.54
 3.99 10.82
 4.46 18.45

appk       200
) Data from file appk.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.
) Output data series for use in Problem 10.2
 15.21
 21.13
 14.14
 18.22
  8.74
 17.33
 17.10
 22.20
  4.44
 11.62
 17.50
 18.59
 14.77
 14.63
 17.16
 13.44
 15.63
 20.99
 11.98
 20.13
 11.90
 13.94
 14.06
 19.71
 15.73
 12.79
 14.12
  7.77
 11.03
 13.36
 17.36
 12.82
 22.16
  8.83
 22.66
 10.65
 10.72
  6.77
 15.73
  7.26
 12.82
 12.38
  7.26
  7.90
 12.11
 14.56
 17.11
 16.15
 17.12
 19.97
 12.36
 15.92
 14.00
  7.05
 10.19
 10.78
  9.21
  7.36
 17.01
 12.14
 24.86
 12.34
 23.49
 12.76
 26.97
 14.95
 22.94
 15.88
 20.30
 19.13
 17.26
 19.99
 15.76
 19.82
 11.09
 10.70
 11.71
 10.65
  7.61
 17.73
  9.71
 18.58
 15.04
 24.44
 14.33
 17.18
 12.21
 21.90
 12.28
 20.73
 11.76
  8.82
 16.89
 12.58
 13.63
 19.38
  9.80
 17.85
 19.01
 18.91
 18.88
 14.20
 16.58
 17.32
 16.85
 18.32
 16.11
 19.17
 21.18
 16.17
 12.02
 21.46
 17.35
 22.76
 14.03
 25.30
 13.46
 17.17
 12.98
 20.27
 22.75
 20.75
 23.21
 17.67
 17.24
 13.78
 19.22
 14.90
 13.06
 10.99
 17.73
 21.11
 22.43
 16.87
 14.56
 17.60
 14.45
 14.89
 18.00
 24.21
 22.95
 19.59
 14.67
 21.08
 24.71
 20.18
 22.18
 18.08
 17.29
 16.30
  8.69
 16.46
 14.26
 11.23
 12.90
  5.82
 15.13
 18.50
 17.66
 17.37
 17.78
 13.96
 13.89
 11.98
 13.02
 10.64
 18.09
 19.92
 24.02
 13.62
 24.69
 13.59
 10.97
 16.25
  4.93
 21.28
 10.00
 18.47
  4.75
 23.36
  6.40
 17.65
 13.67
 14.15
 14.16
 10.63
 17.78
 11.99
 13.65
 17.64
 11.00
 17.07
 15.07
 16.24
 14.92
 11.62
 16.75
 16.54
 10.82
 18.45

arch      1000
) Data from file arch.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.
) Realization of ARCH(1) series with alpha_0 = 1 and alpha_1 = .5
) described in Example 10.3.1, p. 342
 -.101355e+01
 -.168211e+01
  .104029e+01
  .985784e+00
 -.131961e+01
 -.803609e+00
 -.288701e+01
  .210878e+01
 -.268281e+00
  .858064e+00
  .492011e+00
 -.162168e+00
  .941766e+00
  .437785e+00
 -.125363e+00
 -.129451e+00
 -.876922e+00
 -.488898e+00
  .162297e+01
 -.200320e+01
  .500549e+00
  .250123e+00
  .996765e-01
  .163869e+00
  .336381e+00
  .902020e+00
 -.528072e+00
  .286300e+00
 -.630887e+00
  .116472e+01
 -.723992e+00
 -.639224e+00
 -.135492e+01
 -.749616e+00
 -.599741e+00
 -.778347e-01
  .129447e+01
 -.128831e+01
  .187492e+01
  .128856e+01
 -.105468e+01
  .227486e+01
  .100660e+01
 -.728828e+00
 -.212430e+01
 -.183754e+01
  .984889e+00
  .248686e+01
  .307813e+01
 -.324455e+01
  .531681e+01
  .150303e+01
 -.828745e-01
 -.842369e+00
  .373040e+00
 -.853078e-01
 -.131759e+01
 -.215189e+01
  .216304e+01
  .173853e+01
 -.222773e+00
  .102996e+01
  .202383e+01
  .245668e+00
  .130272e+01
  .174678e+01
 -.285966e+01
 -.181547e+01
  .108626e+01
 -.215432e+01
 -.162235e+01
  .145769e+01
 -.250290e+01
  .126890e+01
 -.525460e+00
 -.907593e+00
 -.188934e+00
 -.110608e+01
 -.943354e+00
 -.147292e-01
  .231616e+00
  .138043e+01
  .487798e+00
 -.268855e+01
 -.242464e+01
 -.134487e+01
  .628651e+00
 -.133968e+01
  .195642e+01
  .847626e+00
  .594306e+00
 -.217491e+01
  .754918e+00
  .490916e+00
  .582665e+00
 -.301341e+00
  .132124e+01
  .595694e+00
 -.153245e+00
 -.746443e+00
 -.111193e+01
 -.378027e+00
  .231969e+00
 -.120001e+01
 -.119269e+01
  .250447e+00
 -.205031e+01
  .163843e+01
 -.645118e+00
 -.169739e+01
 -.588867e-01
  .131931e+01
 -.112562e+01
  .168085e+01
  .163506e+00
 -.104547e+01
  .118535e+01
  .224080e+01
 -.225722e+01
  .192877e+01
  .819275e+00
  .697692e+00
  .635818e+00
  .122295e+01
 -.112987e+01
 -.205499e+00
 -.384440e+00
  .141070e+01
  .123587e+01
  .126744e+01
  .133784e+01
 -.267230e-01
  .645883e+00
  .178928e+00
 -.161791e+00
 -.307458e+00
 -.580723e+00
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  .547576e+00
 -.815064e+00
 -.335339e-02
  .123844e+01
 -.177770e+01
  .109694e+01
  .219262e+01
  .455372e+00
 -.660330e+00
  .224298e+00
  .278706e+00
  .270109e+00
 -.100159e+01
  .456701e-01
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  .227249e+00
 -.596774e+00
  .157869e+01
 -.124838e+01
  .550844e+00
  .746526e+00
  .254587e+01
  .493826e+00
  .347773e+00
 -.182195e+01
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  .378948e-01
  .425999e+00
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  .714013e+00
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  .753309e+00
  .347309e+00
  .106841e+01
  .138407e+01
  .163594e+01
  .151277e+01
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  .206809e+01
  .271754e+01
  .186343e+00
  .182441e+00
 -.140647e+00
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  .253532e+01
 -.677270e+00
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  .183376e-01
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  .725045e+00
 -.199413e+01
  .621805e+00
 -.121531e+01
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  .547281e+00
 -.372552e+00
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  .110150e+01
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  .300171e+00
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  .938694e+00
 -.365470e+01
 -.952961e+00
  .153611e+01
  .126533e+01
  .125111e+01
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 -.249716e+00
 -.288923e+00
 -.571701e+00
  .728538e-01
 -.378456e+00
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 -.368807e+00
  .668229e-01
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  .479572e+00
  .308060e+00
  .176406e+01
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  .221514e+00
 -.193529e+00
  .119767e+01
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  .617851e+00
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  .164797e+01
  .573313e+00
  .121956e+01
  .749903e+00
 -.954864e+00
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  .220673e+01
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austres     89     3
) Data from file austres.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.
) Australia - Estimated resident population, thousand persons
) Jun 1971 -  Jun 1993, N = 89 (from information in file)
) Example 10.5.1, p. 350 describes it as March 1971 through March 1994
) which would have N = 93 observations.  Fig. 10-10 appears to
) plot 88 differences
) Col. 1 Year
) Col. 2 Quarter (1 = Mar, 2 = Jun, 3 = Sep, 4 = Dec)
) Col. 3 Estimated resident population (1000's)
1971 2 13067.3
1971 3 13130.5
1971 4 13198.4
1972 1 13254.2
1972 2 13303.7
1972 3 13353.9
1972 4 13409.3
1973 1 13459.2
1973 2 13504.5
1973 3 13552.6
1973 4 13614.3
1974 1 13669.5
1974 2 13722.6
1974 3 13772.1
1974 4 13832.0
1975 1 13862.6
1975 2 13893.0
1975 3 13926.8
1975 4 13968.9
1976 1 14004.7
1976 2 14033.1
1976 3 14066.0
1976 4 14110.1
1977 1 14155.6
1977 2 14192.2
1977 3 14231.7
1977 4 14281.5
1978 1 14330.3
1978 2 14359.3
1978 3 14396.6
1978 4 14430.8
1979 1 14478.4
1979 2 14515.7
1979 3 14554.9
1979 4 14602.5
1980 1 14646.4
1980 2 14695.4
1980 3 14746.6
1980 4 14807.4
1981 1 14874.4
1981 2 14923.3
1981 3 14988.7
1981 4 15054.1
1982 1 15121.7
1982 2 15184.2
1982 3 15239.3
1982 4 15288.9
1983 1 15346.2
1983 2 15393.5
1983 3 15439.0
1983 4 15483.5
1984 1 15531.5
1984 2 15579.4
1984 3 15628.5
1984 4 15677.3
1985 1 15736.7
1985 2 15788.3
1985 3 15839.7
1985 4 15900.6
1986 1 15961.5
1986 2 16018.3
1986 3 16076.9
1986 4 16139.0
1987 1 16203.0
1987 2 16263.3
1987 3 16327.9
1987 4 16398.9
1988 1 16478.3
1988 2 16538.2
1988 3 16621.6
1988 4 16697.0
1989 1 16777.2
1989 2 16833.1
1989 3 16891.6
1989 4 16956.8
1990 1 17026.3
1990 2 17085.4
1990 3 17106.9
1990 4 17169.4
1991 1 17239.4
1991 2 17292.0
1991 3 17354.2
1991 4 17414.2
1992 1 17447.3
1992 2 17482.6
1992 3 17526.0
1992 4 17568.7
1993 1 17627.1
1993 2 17661.5

beer       422     3
) Data from file beer.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 beer production, Australia in Megalitres
) Includes ale and stout.   Does not include beverages with
) alcohol percentage less than 1.15.
) Jan. 1956 - February 1991
) Used in problems 6.9, 6.10, p. 215
) Col. 1  Year
) Col. 2  Month (1 = Jan, ..., 12 = Dec)
) Col. 3: beer production
1956  1  93.2
1956  2  96.0
1956  3  95.2
1956  4  77.1
1956  5  70.9
1956  6  64.8
1956  7  70.1
1956  8  77.3
1956  9  79.5
1956 10 100.6
1956 11 100.7
1956 12 107.1
1957  1  95.9
1957  2  82.8
1957  3  83.3
1957  4  80.0
1957  5  80.4
1957  6  67.5
1957  7  75.7
1957  8  71.1
1957  9  89.3
1957 10 101.1
1957 11 105.2
1957 12 114.1
1958  1  96.3
1958  2  84.4
1958  3  91.2
1958  4  81.9
1958  5  80.5
1958  6  70.4
1958  7  74.8
1958  8  75.9
1958  9  86.3
1958 10  98.7
1958 11 100.9
1958 12 113.8
1959  1  89.8
1959  2  84.4
1959  3  87.2
1959  4  85.6
1959  5  72.0
1959  6  69.2
1959  7  77.5
1959  8  78.1
1959  9  94.3
1959 10  97.7
1959 11 100.2
1959 12 116.4
1960  1  97.1
1960  2  93.0
1960  3  96.0
1960  4  80.5
1960  5  76.1
1960  6  69.9
1960  7  73.6
1960  8  92.6
1960  9  94.2
1960 10  93.5
1960 11 108.5
1960 12 109.4
1961  1 105.1
1961  2  92.5
1961  3  97.1
1961  4  81.4
1961  5  79.1
1961  6  72.1
1961  7  78.7
1961  8  87.1
1961  9  91.4
1961 10 109.9
1961 11 116.3
1961 12 113.0
1962  1 100.0
1962  2  84.8
1962  3  94.3
1962  4  87.1
1962  5  90.3
1962  6  72.4
1962  7  84.9
1962  8  92.7
1962  9  92.2
1962 10 114.9
1962 11 112.5
1962 12 118.3
1963  1 106.0
1963  2  91.2
1963  3  96.6
1963  4  96.3
1963  5  88.2
1963  6  70.2
1963  7  86.5
1963  8  88.2
1963  9 102.8
1963 10 119.1
1963 11 119.2
1963 12 125.1
1964  1 106.1
1964  2 102.1
1964  3 105.2
1964  4 101.0
1964  5  84.3
1964  6  87.5
1964  7  92.7
1964  8  94.4
1964  9 113.0
1964 10 113.9
1964 11 122.9
1964 12 132.7
1965  1 106.9
1965  2  96.6
1965  3 127.3
1965  4  98.2
1965  5 100.2
1965  6  89.4
1965  7  95.3
1965  8 104.2
1965  9 106.4
1965 10 116.2
1965 11 135.9
1965 12 134.0
1966  1 104.6
1966  2 107.1
1966  3 123.5
1966  4  98.8
1966  5  98.6
1966  6  90.6
1966  7  89.1
1966  8 105.2
1966  9 114.0
1966 10 122.1
1966 11 138.0
1966 12 142.2
1967  1 116.4
1967  2 112.6
1967  3 123.8
1967  4 103.6
1967  5 113.9
1967  6  98.6
1967  7  95.0
1967  8 116.0
1967  9 113.9
1967 10 127.5
1967 11 131.4
1967 12 145.9
1968  1 131.5
1968  2 131.0
1968  3 130.5
1968  4 118.9
1968  5 114.3
1968  6  85.7
1968  7 104.6
1968  8 105.1
1968  9 117.3
1968 10 142.5
1968 11 140.0
1968 12 159.8
1969  1 131.2
1969  2 125.4
1969  3 126.5
1969  4 119.4
1969  5 113.5
1969  6  98.7
1969  7 114.5
1969  8 113.8
1969  9 133.1
1969 10 143.4
1969 11 137.3
1969 12 165.2
1970  1 126.9
1970  2 124.0
1970  3 135.7
1970  4 130.0
1970  5 109.4
1970  6 117.8
1970  7 120.3
1970  8 121.0
1970  9 132.3
1970 10 142.9
1970 11 147.4
1970 12 175.9
1971  1 132.6
1971  2 123.7
1971  3 153.3
1971  4 134.0
1971  5 119.6
1971  6 116.2
1971  7 118.6
1971  8 130.7
1971  9 129.3
1971 10 144.4
1971 11 163.2
1971 12 179.4
1972  1 128.1
1972  2 138.4
1972  3 152.7
1972  4 120.0
1972  5 140.5
1972  6 116.2
1972  7 121.4
1972  8 127.8
1972  9 143.6
1972 10 157.6
1972 11 166.2
1972 12 182.3
1973  1 153.1
1973  2 147.6
1973  3 157.7
1973  4 137.2
1973  5 151.5
1973  6  98.7
1973  7 145.8
1973  8 151.7
1973  9 129.4
1973 10 174.1
1973 11 197.0
1973 12 193.9
1974  1 164.1
1974  2 142.8
1974  3 157.9
1974  4 159.2
1974  5 162.2
1974  6 123.1
1974  7 130.0
1974  8 150.1
1974  9 169.4
1974 10 179.7
1974 11 182.1
1974 12 194.3
1975  1 161.4
1975  2 169.4
1975  3 168.8
1975  4 158.1
1975  5 158.5
1975  6 135.3
1975  7 149.3
1975  8 143.4
1975  9 142.2
1975 10 188.4
1975 11 166.2
1975 12 199.2
1976  1 182.7
1976  2 145.2
1976  3 182.1
1976  4 158.7
1976  5 141.6
1976  6 132.6
1976  7 139.6
1976  8 147.0
1976  9 166.6
1976 10 157.0
1976 11 180.4
1976 12 210.2
1977  1 159.8
1977  2 157.8
1977  3 168.2
1977  4 158.4
1977  5 152.0
1977  6 142.2
1977  7 137.2
1977  8 152.6
1977  9 166.8
1977 10 165.6
1977 11 198.6
1977 12 201.5
1978  1 170.7
1978  2 164.4
1978  3 179.7
1978  4 157.0
1978  5 168.0
1978  6 139.3
1978  7 138.6
1978  8 153.4
1978  9 138.9
1978 10 172.1
1978 11 198.4
1978 12 217.8
1979  1 173.7
1979  2 153.8
1979  3 175.6
1979  4 147.1
1979  5 160.3
1979  6 135.2
1979  7 148.8
1979  8 151.0
1979  9 148.2
1979 10 182.2
1979 11 189.2
1979 12 183.1
1980  1 170.0
1980  2 158.4
1980  3 176.1
1980  4 156.2
1980  5 153.2
1980  6 117.9
1980  7 149.8
1980  8 156.6
1980  9 166.7
1980 10 156.8
1980 11 158.6
1980 12 210.8
1981  1 203.6
1981  2 175.2
1981  3 168.7
1981  4 155.9
1981  5 147.3
1981  6 137.0
1981  7 141.1
1981  8 167.4
1981  9 160.2
1981 10 191.9
1981 11 174.4
1981 12 208.2
1982  1 159.4
1982  2 161.1
1982  3 172.1
1982  4 158.4
1982  5 114.6
1982  6 159.6
1982  7 159.7
1982  8 159.4
1982  9 160.7
1982 10 165.5
1982 11 205.0
1982 12 205.2
1983  1 141.6
1983  2 148.1
1983  3 184.9
1983  4 132.5
1983  5 137.3
1983  6 135.5
1983  7 121.7
1983  8 166.1
1983  9 146.8
1983 10 162.8
1983 11 186.8
1983 12 185.5
1984  1 151.5
1984  2 158.1
1984  3 143.0
1984  4 151.2
1984  5 147.6
1984  6 130.7
1984  7 137.5
1984  8 146.1
1984  9 133.6
1984 10 167.9
1984 11 181.9
1984 12 202.0
1985  1 166.5
1985  2 151.3
1985  3 146.2
1985  4 148.3
1985  5 144.7
1985  6 123.6
1985  7 151.6
1985  8 133.9
1985  9 137.4
1985 10 181.6
1985 11 182.0
1985 12 190.0
1986  1 161.2
1986  2 155.5
1986  3 141.9
1986  4 164.6
1986  5 136.2
1986  6 126.8
1986  7 152.5
1986  8 126.6
1986  9 150.1
1986 10 186.3
1986 11 147.5
1986 12 200.4
1987  1 177.2
1987  2 127.4
1987  3 177.1
1987  4 154.4
1987  5 135.2
1987  6 126.4
1987  7 147.3
1987  8 140.6
1987  9 152.3
1987 10 151.2
1987 11 172.2
1987 12 215.3
1988  1 154.1
1988  2 159.3
1988  3 160.4
1988  4 151.9
1988  5 148.4
1988  6 139.6
1988  7 148.2
1988  8 153.5
1988  9 145.1
1988 10 183.7
1988 11 210.5
1988 12 203.3
1989  1 153.3
1989  2 144.3
1989  3 169.6
1989  4 143.7
1989  5 160.0
1989  6 135.5
1989  7 141.7
1989  8 159.9
1989  9 145.6
1989 10 183.4
1989 11 198.1
1989 12 186.7
1990  1 171.9
1990  2 150.5
1990  3 163.0
1990  4 153.6
1990  5 152.8
1990  6 135.4
1990  7 148.3
1990  8 148.3
1990  9 133.5
1990 10 193.8
1990 11 208.4
1990 12 197.0
1991  1 164.0
1991  2 148.0

cdid        60
) Data from file cdid.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.
) Data used in problem 10.2, p. 352
   226.8
  -180.2
   250.8
   469.8
  -161.2
   215.8
  -289.2
  -616.2
    -0.2
   -81.2
  -213.2
   304.8
  -251.2
    53.8
   270.8
  -984.2
 -1383.2
 -1151.2
  -643.2
  -433.2
  -379.2
  -894.2
 -1334.2
  -860.2
  -355.2
  -393.2
  -466.2
     9.8
  -380.2
  -222.2
   -99.2
  -385.2
   215.8
   -95.2
   -53.2
  -210.2
  -266.2
  -384.2
  -617.2
  -424.2
  -793.2
  -418.2
  -371.2
  -676.2
  -363.2
  -329.2
   -33.2
  -278.2
  -422.2
  -206.2
  -371.2
    89.8
  -893.2
 -1235.2
 -1331.2
 -1749.2
  -270.2
  -193.2
   -95.2
   286.8

cdin        60
) Data from file cdin.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.
) Input series vector(rep(0,15),rep(1,45)) rferenced in intervention
) analysis example 10.2.1, p. 333 which describes it erroneously as
) having 16 zeros.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

chaos      200
) Data from file chaos.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.
) Chaotic sequence generated by logistic sequence following the
) formula x[t] = 4*x[t-1]*(1 - x[t-1], with x[0] = PI/10
) See example 10.3.2, p. 337
0.861852885
0.476249957
0.997743742
0.009004670
0.035694342
0.137681025
0.474899840
0.997479928
0.010054885
0.039815139
0.152919574
0.518140711
0.998683658
0.005258436
0.020923138
0.081941440
0.300908161
0.841449759
0.533648248
0.995471182
0.018033233
0.070832142
0.263259800
0.775816311
0.695701451
0.846803769
0.518908583
0.998569862
0.005712371
0.022718960
0.088811235
0.323695199
0.875666469
0.435498818
0.983358390
0.065458668
0.244695322
0.739278086
0.770983989
0.706270710
0.829809577
0.564902573
0.983150624
0.066261897
0.247485033
0.744944766
0.760008247
0.729582847
0.789166866
0.665530096
0.890399150
0.390354015
0.951911032
0.183105677
0.598311952
0.961339040
0.148665160
0.506255321
0.999843484
0.000625967
0.002502299
0.009984151
0.039537870
0.151898506
0.515301400
0.999063469
0.003742617
0.014914440
0.058767999
0.221257285
0.689209995
0.856798312
0.490779859
0.999659956
0.001359714
0.005431459
0.021607833
0.084563738
0.309650850
0.855068805
0.495704576
0.999926197
0.000295189
0.001180407
0.004716055
0.018775255
0.073690981
0.273042482
0.793961140
0.654347394
0.904707528
0.344847267
0.903710517
0.348071273
0.907670647
0.335218573
0.891388325
0.387260716
0.949159415
0.193023279
0.623061171
0.939423793
0.227626920
0.703251622
0.834755112
0.551756059
0.989285241
0.042399810
0.162408264
0.544127279
0.992211133
0.030912803
0.119828805
0.421879450
0.975588719
0.095261483
0.344746932
0.903585940
0.348473557
0.908158948
0.333625092
0.889277559
0.393851927
0.954930347
0.172153519
0.570066739
0.980362608
0.077007058
0.284307885
0.813907647
0.605847957
0.955184840
0.171227047
0.567633381
0.981702903
0.071849252
0.266747748
0.782373549
0.681060716
0.868868068
0.455745393
0.992166119
0.031090044
0.120493814
0.423900220
0.976835294
0.090512410
0.329279654
0.883418254
0.411961771
0.968997081
0.120166952
0.422907422
0.976226938
0.092831615
0.336855624
0.893535650
0.380518769
0.942896941
0.215369197
0.675941225
0.876178742
0.433958217
0.982553931
0.068566813
0.255461621
0.760803925
0.727925250
0.792200321
0.658475890
0.899541570
0.361466136
0.923233474
0.283493705
0.812500097
0.609374757
0.952148650
0.182246393
0.596130580
0.963035646
0.142391961
0.488465963
0.999467864
0.002127412
0.008491543
0.033677746
0.130174223
0.452915580
0.991132230
0.035156532
0.135682202
0.469090168
0.996178329
0.015228263
0.059985451
0.225548785
0.698706123
0.842063507
0.531970229
0.995911618

chocs      404     3
) Data from file chocs.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.
) Chocolate-based confectionery production
) Monthly production in tonnes.
) July 1957 to February 1991
) Not referenced in index
) Col. 1: Month (1 = Jan, ..., 12 = Dec)
) Col. 2: Year (1957-1991)
) Col. 3: Monthly production of Chocolate-based confectionery (tonnes)
 7 1957 2953
 8 1957 2635
 9 1957 2404
10 1957 2413
11 1957 2136
12 1957 1565
 1 1958 1451
 2 1958 2037
 3 1958 2477
 4 1958 2785
 5 1958 2994
 6 1958 2681
 7 1958 3098
 8 1958 2708
 9 1958 2517
10 1958 2445
11 1958 2087
12 1958 1801
 1 1959 1216
 2 1959 2173
 3 1959 2286
 4 1959 3121
 5 1959 3458
 6 1959 3511
 7 1959 3524
 8 1959 2767
 9 1959 2744
10 1959 2603
11 1959 2527
12 1959 1846
 1 1960 1066
 2 1960 2327
 3 1960 3066
 4 1960 3048
 5 1960 3806
 6 1960 4042
 7 1960 3583
 8 1960 3438
 9 1960 2957
10 1960 2885
11 1960 2744
12 1960 1837
 1 1961 1447
 2 1961 2504
 3 1961 3248
 4 1961 3098
 5 1961 4318
 6 1961 3561
 7 1961 3316
 8 1961 3379
 9 1961 2717
10 1961 2354
11 1961 2445
12 1961 1542
 1 1962 1606
 2 1962 2590
 3 1962 3588
 4 1962 3202
 5 1962 4704
 6 1962 4005
 7 1962 3810
 8 1962 3488
 9 1962 2781
10 1962 2944
11 1962 2817
12 1962 1960
 1 1963 1937
 2 1963 2903
 3 1963 3357
 4 1963 3552
 5 1963 4581
 6 1963 3905
 7 1963 4581
 8 1963 4037
 9 1963 3345
10 1963 3175
11 1963 2808
12 1963 2050
 1 1964 1719
 2 1964 3143
 3 1964 3756
 4 1964 4776
 5 1964 4540
 6 1964 4309
 7 1964 4563
 8 1964 3506
 9 1964 3665
10 1964 3361
11 1964 3094
12 1964 2440
 1 1965 1633
 2 1965 2935
 3 1965 4159
 4 1965 4159
 5 1965 4894
 6 1965 4921
 7 1965 4577
 8 1965 4155
 9 1965 3851
10 1965 3429
11 1965 3370
12 1965 2726
 1 1966 1674
 2 1966 3257
 3 1966 4731
 4 1966 4481
 5 1966 5443
 6 1966 5566
 7 1966 5044
 8 1966 4781
 9 1966 4014
10 1966 3561
11 1966 3801
12 1966 2685
 1 1967 1805
 2 1967 3756
 3 1967 4227
 4 1967 4595
 5 1967 5702
 6 1967 4681
 7 1967 4395
 8 1967 4459
 9 1967 4191
10 1967 3742
11 1967 3279
12 1967 2468
 1 1968 1742
 2 1968 3366
 3 1968 3633
 4 1968 3701
 5 1968 4926
 6 1968 4522
 7 1968 5275
 8 1968 4717
 9 1968 4114
10 1968 3851
11 1968 3493
12 1968 2654
 1 1969 2168
 2 1969 3561
 3 1969 4305
 4 1969 4413
 5 1969 5307
 6 1969 5361
 7 1969 4948
 8 1969 4472
 9 1969 3846
10 1969 3715
11 1969 3343
12 1969 2939
 1 1970 1615
 2 1970 3497
 3 1970 3915
 4 1970 4858
 5 1970 4962
 6 1970 4504
 7 1970 4767
 8 1970 4291
 9 1970 4091
10 1970 4164
11 1970 3915
12 1970 3130
 1 1971 1696
 2 1971 3887
 3 1971 4749
 4 1971 4781
 5 1971 5089
 6 1971 5484
 7 1971 5072
 8 1971 4611
 9 1971 4117
10 1971 3910
11 1971 4252
12 1971 3624
 1 1972 1678
 2 1972 3851
 3 1972 5021
 4 1972 4581
 5 1972 6195
 6 1972 5338
 7 1972 4909
 8 1972 4640
 9 1972 3706
10 1972 4113
11 1972 3879
12 1972 3411
 1 1973 2043
 2 1973 3736
 3 1973 4490
 4 1973 3715
 5 1973 5623
 6 1973 4671
 7 1973 5591
 8 1973 5461
 9 1973 4795
10 1973 4846
11 1973 4843
12 1973 3278
 1 1974 2411
 2 1974 4278
 3 1974 4639
 4 1974 4559
 5 1974 6404
 6 1974 4851
 7 1974 6480
 8 1974 6394
 9 1974 5752
10 1974 4718
11 1974 4659
12 1974 3842
 1 1975 2873
 2 1975 5556
 3 1975 5389
 4 1975 6135
 5 1975 6707
 6 1975 5220
 7 1975 6249
 8 1975 5281
 9 1975 4192
10 1975 4867
11 1975 3752
12 1975 3492
 1 1976 1979
 2 1976 4584
 3 1976 5139
 4 1976 5044
 5 1976 5501
 6 1976 5044
 7 1976 5035
 8 1976 5167
 9 1976 4650
10 1976 5298
11 1976 4373
12 1976 3941
 1 1977 2334
 2 1977 4381
 3 1977 5665
 4 1977 4393
 5 1977 5232
 6 1977 5876
 7 1977 5900
 8 1977 5704
 9 1977 4718
10 1977 4650
11 1977 4446
12 1977 3061
 1 1978 2155
 2 1978 4274
 3 1978 4695
 4 1978 4362
 5 1978 4889
 6 1978 5370
 7 1978 5072
 8 1978 4985
 9 1978 3978
10 1978 4139
11 1978 3995
12 1978 3025
 1 1979 1949
 2 1979 4357
 3 1979 4638
 4 1979 3994
 5 1979 6174
 6 1979 5656
 7 1979 4411
 8 1979 5504
 9 1979 4463
10 1979 4458
11 1979 4528
12 1979 2830
 1 1980 1843
 2 1980 5042
 3 1980 5348
 4 1980 5257
 5 1980 6699
 6 1980 5388
 7 1980 6001
 8 1980 5966
 9 1980 4845
10 1980 4507
11 1980 4214
12 1980 3460
 1 1981 1833
 2 1981 4978
 3 1981 6464
 4 1981 5820
 5 1981 6447
 6 1981 6191
 7 1981 6628
 8 1981 5452
 9 1981 5295
10 1981 5080
11 1981 5564
12 1981 3965
 1 1982 2062
 2 1982 5099
 3 1982 6162
 4 1982 5529
 5 1982 6416
 6 1982 6382
 7 1982 5624
 8 1982 5785
 9 1982 4644
10 1982 5331
11 1982 5143
12 1982 4596
 1 1983 2180
 2 1983 5786
 3 1983 5840
 4 1983 5666
 5 1983 6360
 6 1983 6219
 7 1983 6082
 8 1983 5653
 9 1983 5726
10 1983 5049
11 1983 5859
12 1983 4091
 1 1984 2167
 2 1984 6480
 3 1984 7375
 4 1984 6583
 5 1984 7251
 6 1984 6730
 7 1984 6428
 8 1984 5228
 9 1984 4716
10 1984 6101
11 1984 5753
12 1984 4000
 1 1985 2691
 2 1985 5898
 3 1985 6526
 4 1985 5840
 5 1985 6650
 6 1985 5717
 7 1985 7236
 8 1985 6523
 9 1985 5729
10 1985 6004
11 1985 5950
12 1985 4690
 1 1986 3687
 2 1986 7791
 3 1986 7153
 4 1986 6434
 5 1986 7850
 6 1986 6809
 7 1986 8379
 8 1986 6914
 9 1986 6919
10 1986 7265
11 1986 6994
12 1986 5503
 1 1987 3782
 2 1987 7502
 3 1987 8119
 4 1987 7292
 5 1987 6886
 6 1987 7049
 7 1987 7977
 8 1987 8519
 9 1987 6680
10 1987 7994
11 1987 7047
12 1987 5782
 1 1988 3771
 2 1988 7906
 3 1988 8970
 4 1988 6077
 5 1988 7919
 6 1988 7340
 7 1988 7791
 8 1988 7368
 9 1988 8255
10 1988 7816
11 1988 7476
12 1988 6696
 1 1989 4484
 2 1989 8274
 3 1989 8866
 4 1989 8572
 5 1989 9176
 6 1989 8645
 7 1989 8265
 8 1989 9558
 9 1989 7037
10 1989 9101
11 1989 8180
12 1989 7072
 1 1990 3832
 2 1990 7253
 3 1990 8667
 4 1990 7658
 5 1990 8859
 6 1990 7291
 7 1990 7529
 8 1990 8715
 9 1990 8450
10 1990 9085
11 1990 8350
12 1990 7080
 1 1991 3210
 2 1991 8221

deaths      72
) Data from file deaths.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.
) Accidental Deaths, U.S.A., by month Jan 1973- Dec 1978
) Used in Example 1.1.3, p. 3
) Col. 1: Month (1 = Jan, ..., 12 = Dec)
) Col. 2: Year (1973-1978)
) Col. 3: Accidental Deaths, U.S.A., by month
 1 1973  9007
 2 1973  8106
 3 1973  8928
 4 1973  9137
 5 1973 10017
 6 1973 10826
 7 1973 11317
 8 1973 10744
 9 1973  9713
10 1973  9938
11 1973  9161
12 1973  8927
 1 1974  7750
 2 1974  6981
 3 1974  8038
 4 1974  8422
 5 1974  8714
 6 1974  9512
 7 1974 10120
 8 1974  9823
 9 1974  8743
10 1974  9129
11 1974  8710
12 1974  8680
 1 1975  8162
 2 1975  7306
 3 1975  8124
 4 1975  7870
 5 1975  9387
 6 1975  9556
 7 1975 10093
 8 1975  9620
 9 1975  8285
10 1975  8433
11 1975  8160
12 1975  8034
 1 1976  7717
 2 1976  7461
 3 1976  7776
 4 1976  7925
 5 1976  8634
 6 1976  8945
 7 1976 10078
 8 1976  9179
 9 1976  8037
10 1976  8488
11 1976  7874
12 1976  8647
 1 1977  7792
 2 1977  6957
 3 1977  7726
 4 1977  8106
 5 1977  8890
 6 1977  9299
 7 1977 10625
 8 1977  9302
 9 1977  8314
10 1977  8850
11 1977  8265
12 1977  8796
 1 1978  7836
 2 1978  6892
 3 1978  7791
 4 1978  8129
 5 1978  9115
 6 1978  9434
 7 1978 10484
 8 1978  9827
 9 1978  9110
10 1978  9070
11 1978  8633
12 1978  9240

djao2      251     2
) Data from file djao2.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.
) Closing values of the Dow-Jones Industrials Index and the
) Australian All-ordinaries Index of Share Prices,
) recorded at the termination of trading on 251 successive
) trading days from September 10, 1993 to August 26th, 1994
) These are not necessarily successive days.
) In example 7.1.1, p. 219
 3621.63  1941.50
 3634.21  1938.30
 3615.76  1912.90
 3633.65  1903.60
 3630.85  1902.60
 3613.25  1925.50
 3575.80  1924.10
 3537.24  1925.20
 3547.02  1919.30
 3539.75  1928.60
 3543.11  1946.50
 3567.70  1943.00
 3566.02  1942.30
 3566.30  1951.40
 3555.12  1964.40
 3581.11  1972.70
 3577.76  1977.00
 3587.26  1998.50
 3598.99  2018.80
 3583.63  2022.50
 3584.74  2026.20
 3593.41  2039.80
 3593.13  2028.00
 3603.19  2038.60
 3621.63  2062.00
 3629.73  2074.10
 3642.31  2085.50
 3635.32  2075.50
 3645.10  2051.70
 3636.16  2060.40
 3649.30  2061.40
 3673.61  2046.90
 3672.49  2055.70
 3664.66  2068.30
 3687.86  2076.30
 3680.59  2112.20
 3692.61  2132.40
 3697.64  2125.30
 3661.87  2108.40
 3624.98  2101.60
 3643.43  2079.90
 3647.90  2054.20
 3640.07  2050.80
 3663.55  2042.90
 3662.43  2052.40
 3684.51  2074.00
 3677.52  2082.90
 3710.77  2083.80
 3704.35  2104.30
 3685.34  2108.00
 3694.01  2083.20
 3670.25  2049.30
 3674.17  2009.60
 3687.58  2032.40
 3687.58  2042.00
 3683.95  2043.10
 3677.80  2010.30
 3683.95  2009.40
 3697.08  2005.40
 3702.11  2047.30
 3704.07  2047.40
 3710.21  2053.70
 3718.88  2073.90
 3734.53  2096.00
 3729.78  2095.70
 3740.67  2084.90
 3764.43  2094.50
 3742.63  2086.60
 3716.92  2069.90
 3726.14  2074.80
 3751.57  2080.20
 3755.21  2076.00
 3745.15  2067.00
 3762.19  2053.20
 3757.72  2068.80
 3757.72  2089.20
 3792.93  2089.20
 3793.77  2089.20
 3794.33  2126.90
 3775.88  2154.50
 3754.09  2173.60
 3756.60  2173.60
 3783.90  2174.30
 3798.82  2193.40
 3803.88  2200.30
 3820.77  2186.00
 3865.51  2198.60
 3850.31  2206.70
 3848.63  2195.60
 3842.43  2177.50
 3867.20  2206.40
 3870.29  2238.20
 3870.29  2232.10
 3884.37  2248.20
 3891.96  2266.20
 3914.48  2250.30
 3912.79  2224.50
 3895.34  2221.90
 3908.00  2221.90
 3926.30  2250.70
 3945.43  2259.90
 3978.36  2310.80
 3964.01  2310.10
 3975.54  2312.10
 3967.66  2340.60
 3871.42  2332.80
 3906.32  2281.10
 3906.03  2305.40
 3931.92  2270.90
 3895.34  2234.30
 3894.78  2241.40
 3904.06  2238.60
 3928.27  2234.00
 3937.27  2249.00
 3922.64  2240.90
 3887.46  2223.20
 3887.46  2178.50
 3911.66  2202.50
 3891.68  2218.90
 3839.90  2197.00
 3838.78  2148.80
 3832.02  2180.10
 3809.23  2181.70
 3831.74  2154.00
 3824.42  2151.40
 3832.30  2116.80
 3856.22  2144.70
 3851.72  2171.70
 3853.41  2146.80
 3830.62  2155.10
 3862.70  2153.10
 3862.98  2179.30
 3849.59  2172.50
 3848.15  2173.50
 3865.14  2164.40
 3895.65  2163.50
 3864.85  2140.50
 3862.55  2140.80
 3869.46  2180.90
 3821.09  2169.80
 3774.73  2151.60
 3762.35  2108.90
 3699.02  2100.80
 3626.75  2092.40
 3635.96  2053.10
 3635.96  2053.10
 3593.35  2053.10
 3675.41  2050.00
 3679.73  2084.10
 3693.26  2087.40
 3674.26  2082.00
 3688.83  2076.00
 3681.69  2095.10
 3661.47  2111.20
 3663.25  2095.00
 3661.47  2080.60
 3620.42  2095.90
 3619.82  2061.40
 3598.71  2046.60
 3652.54  2029.60
 3648.68  2042.50
 3705.78  2042.50
 3699.54  2069.40
 3699.54  2059.70
 3668.31  2069.10
 3681.69  2066.10
 3701.02  2047.90
 3714.41  2044.20
 3697.75  2018.40
 3695.97  1988.10
 3669.50  2004.30
 3629.04  2009.30
 3656.41  2008.20
 3629.04  2034.60
 3652.84  2041.40
 3659.68  2070.00
 3671.50  2110.90
 3720.61  2096.00
 3732.89  2107.80
 3758.98  2093.70
 3766.35  2103.90
 3742.41  2121.00
 3745.17  2132.40
 3755.30  2105.90
 3753.46  2096.90
 3757.14  2102.20
 3757.14  2091.80
 3758.37  2081.80
 3760.83  2097.20
 3758.99  2077.00
 3772.22  2078.60
 3768.52  2072.50
 3755.91  2070.20
 3749.45  2079.70
 3753.14  2076.70
 3773.45  2069.40
 3783.12  2069.40
 3814.83  2076.60
 3790.41  2074.40
 3811.34  2056.00
 3776.78  2051.20
 3741.90  2024.40
 3707.97  1993.60
 3724.77  2010.90
 3699.09  2022.50
 3636.94  2017.90
 3685.50  1957.40
 3669.64  1974.40
 3667.05  1975.10
 3624.96  1989.10
 3646.65  1965.80
 3646.65  1987.10
 3652.48  2003.40
 3674.50  1991.20
 3688.42  1962.20
 3709.14  1964.90
 3702.99  1961.20
 3702.66  1972.90
 3704.28  1978.60
 3739.25  2007.70
 3753.81  2058.00
 3755.43  2072.30
 3748.31  2077.40
 3727.27  2078.60
 3732.45  2049.20
 3735.04  2052.50
 3741.84  2048.30
 3735.68  2041.30
 3720.47  2041.70
 3730.83  2042.10
 3764.50  2061.50
 3798.17  2082.10
 3796.22  2086.90
 3792.16  2072.30
 3765.79  2083.50
 3747.02  2091.90
 3753.81  2081.10
 3755.76  2086.80
 3766.76  2076.50
 3750.90  2062.80
 3768.71  2051.90
 3760.29  2055.70
 3784.57  2040.00
 3776.48  2059.50
 3755.43  2066.80
 3755.11  2061.30
 3751.22  2063.60
 3775.83  2051.60
 3846.73  2061.10
 3829.89  2077.80
 3881.05  2077.20

djaopc2    250     2
) Data from file djaopc2.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.
) Percentage relative changes in Dow-Jones Industrials Index
) and the Australian All-ordinaries Index of Share Prices.
) Thus the values are of the form (100*(x[t] - x[t-1])/x[t-1]
) for t starting on the second trading day.  See p. 220.
) The original indices were recorded at the termination of
) trading on 251 successive  trading days from September 10,
) 1993 to August 26th, 1994.
) These are not necessarily successive days.
) In MacAnova they can be exactly reprroduced by
) cpdji <- round(100*movavg(1,dji)[-1]/dji[-nrows(dji)],8)
) cpao2 <- round(100*movavg(1,ao2)[-1]/ao2[-nrows(ao2)],8)
) where dji and ao2 are from file djao2.txt
  0.34735741  -0.16482101
 -0.50767567  -1.31042666
  0.49477841  -0.48617283
 -0.07705750  -0.05253204
 -0.48473498   1.20361610
 -1.03646302  -0.07270839
 -1.07836009   0.05716959
  0.27648675  -0.30646167
 -0.20496078   0.48455166
  0.09492196   0.92813440
  0.69402305  -0.17980991
 -0.04708916  -0.03602676
  0.00785189   0.46851671
 -0.31349017   0.66618838
  0.73105831   0.42252087
 -0.09354641   0.21797536
  0.26552927   1.08750632
  0.32699052   1.01576182
 -0.42678640   0.18327719
  0.03097418   0.18294190
  0.24185855   0.67120719
 -0.00779204  -0.57848809
  0.27997874   0.52268245
  0.51176874   1.14784656
  0.22365620   0.58680892
  0.34658225   0.54963599
 -0.19191118  -0.47950132
  0.26902721  -1.14671164
 -0.24526076   0.42403860
  0.36137024   0.04853427
  0.66615515  -0.70340545
 -0.03048772   0.42991841
 -0.21320684   0.61292990
  0.63307374   0.38679108
 -0.19713330   1.72903723
  0.32657808   0.95634883
  0.13621801  -0.33295817
 -0.96737378  -0.79518186
 -1.00740878  -0.32251945
  0.50896832  -1.03254663
  0.12268659  -1.23563633
 -0.21464404  -0.16551456
  0.64504254  -0.38521553
 -0.03057144   0.46502521
  0.60287842   1.05242643
 -0.18971315   0.42912247
  0.90414192   0.04320899
 -0.17300991   0.98377963
 -0.51318045   0.17583044
  0.23525645  -1.17647059
 -0.64320346  -1.62730415
  0.10680471  -1.93724687
  0.36498039   1.13455414
  0.00000000   0.47234796
 -0.09843854   0.05386876
 -0.16694038  -1.60540355
  0.16721953  -0.04476944
  0.35641092  -0.19906440
  0.13605332   2.08935873
  0.05294278   0.00488448
  0.16576361   0.30770734
  0.23367949   0.98359059
  0.42082562   1.06562515
 -0.12719137  -0.01431298
  0.29197433  -0.51534094
  0.63518033   0.46045374
 -0.57910494  -0.37717832
 -0.68695009  -0.80034506
  0.24805484   0.23672641
  0.68247570   0.26026605
  0.09702605  -0.20190366
 -0.26789447  -0.43352601
  0.45498845  -0.66763425
 -0.11881378   0.75978960
  0.00000000   0.98607889
  0.93700435   0.00000000
  0.02214647   0.00000000
  0.01476104   1.80451848
 -0.48625186   1.29766327
 -0.57708402   0.88651659
  0.06686041   0.00000000
  0.72672097   0.03220464
  0.39430217   0.87844364
  0.13319926   0.31458010
  0.44402032  -0.64991138
  1.17096816   0.57639524
 -0.39322108   0.36841627
 -0.04363285  -0.50301355
 -0.16109629  -0.82437602
  0.64464414   1.32721010
  0.07990277   1.44126178
  0.00000000  -0.27254043
  0.36379703   0.72129385
  0.19539848   0.80064051
  0.57862876  -0.70161504
 -0.04317304  -1.14651380
 -0.44597333  -0.11688020
  0.32500372   0.00000000
  0.46827021   1.29618795
  0.48722716   0.40876172
  0.83463653   2.25231205
 -0.36070139  -0.03029254
  0.29086708   0.08657634
 -0.19821207   1.23264565
 -2.42561107  -0.33324789
  0.90147801  -2.21622085
 -0.00742387   1.06527552
  0.66282133  -1.49648651
 -0.93033429  -1.61169580
 -0.01437615   0.31777290
  0.23826763  -0.12492192
  0.62012367  -0.20548557
  0.22910849   0.67144136
 -0.37157726  -0.36016007
 -0.89684498  -0.78986122
  0.00000000  -2.01061533
  0.62251444   1.10167547
 -0.51078059   0.74460840
 -1.33053077  -0.98697553
 -0.02916743  -2.19390077
 -0.17609761   1.45662695
 -0.59472550   0.07339113
  0.59093308  -1.26965211
 -0.19103593  -0.12070566
  0.20604432  -1.60825509
  0.62416825   1.31802721
 -0.11669459   1.25891733
  0.04387650  -1.14656720
 -0.59142422   0.38662195
  0.83746234  -0.09280312
  0.00724882   1.21685012
 -0.34662359  -0.31202680
 -0.03740658   0.04602992
  0.44151086  -0.41867955
  0.78936339  -0.04158196
 -0.79062544  -1.06309221
 -0.05951072   0.01401542
  0.17889736   1.87313154
 -1.25004523  -0.50896419
 -1.21326637  -0.83878699
 -0.32797048  -1.98456962
 -1.68325648  -0.38408649
 -1.95376073  -0.39984768
  0.25394637  -1.87822596
  0.00000000   0.00000000
 -1.17190508   0.00000000
  2.28366288  -0.15099118
  0.11753791   1.66341463
  0.36769002   0.15834173
 -0.51445065  -0.25869503
  0.39654243  -0.28818444
 -0.19355731   0.92003854
 -0.54920431   0.76845974
  0.04861435  -0.76733611
 -0.04859073  -0.68735084
 -1.12113441   0.73536480
 -0.01657266  -1.64607090
 -0.58317817  -0.71795867
  1.49581378  -0.83064595
 -0.10567988   0.63559322
  1.56494952   0.00000000
 -0.16838560   1.31701346
  0.00000000  -0.46873490
 -0.84415900   0.45637714
  0.36474562  -0.14499058
  0.52503062  -0.88088670
  0.36179216  -0.18067288
 -0.44852345  -1.26210743
 -0.04813738  -1.50118906
 -0.71618547   0.81484835
 -1.10260253   0.24946365
  0.75419395  -0.05474543
 -0.74854844   1.31461010
  0.65582082   0.33421803
  0.18725156   1.40099931
  0.32297906   1.97584541
  1.33760044  -0.70586006
  0.33005341   0.56297710
  0.69892228  -0.66894392
  0.19606383   0.48717581
 -0.63562866   0.81277627
  0.07374927   0.53748232
  0.27048171  -1.24273119
 -0.04899742  -0.42737072
  0.09804287   0.25275407
  0.00000000  -0.49471982
  0.03273767  -0.47805718
  0.06545391   0.73974445
 -0.04892537  -0.96318901
  0.35195624   0.07703418
 -0.09808548  -0.29346676
 -0.33461412  -0.11097708
 -0.17199560   0.45889286
  0.09841443  -0.14425157
  0.54114688  -0.35151924
  0.25626416   0.00000000
  0.83819704   0.34792693
 -0.64013337  -0.10594241
  0.55218301  -0.88700347
 -0.90676770  -0.23346304
 -0.92353804  -1.30655226
 -0.90675860  -1.52143845
  0.45307810   0.86777689
 -0.68943854   0.57685613
 -1.68014295  -0.22744129
  1.33518837  -2.99816641
 -0.43033510   0.86849903
 -0.07057913   0.03545381
 -1.14778910   0.70882487
  0.59835143  -1.17138404
  0.00000000   1.08352834
  0.15987276   0.82029088
  0.60287804  -0.60896476
  0.37882705  -1.45640820
  0.56175815   0.13760065
 -0.16580663  -0.18830475
 -0.00891172   0.59657353
  0.04375233   0.28891480
  0.94404311   1.47073688
  0.38938290   2.50535439
  0.04315615   0.69484937
 -0.18959214   0.24610336
 -0.56131964   0.05776451
  0.13897571  -1.41441355
  0.06939142   0.16103845
  0.18205963  -0.20462850
 -0.16462489  -0.34174681
 -0.40715479   0.01959536
  0.27845944   0.01959152
  0.90248014   0.95000245
  0.89440829   0.99927237
 -0.05134051   0.23053648
 -0.10694849  -0.69960228
 -0.69538205   0.54046229
 -0.49843459   0.40316775
  0.18121067  -0.51627707
  0.05194722   0.27389361
  0.29288346  -0.49357869
 -0.42105151  -0.65976403
  0.47481938  -0.52840799
 -0.22341862   0.18519421
  0.64569488  -0.76373012
 -0.21376273   0.95588235
 -0.55739737   0.35445497
 -0.00852099  -0.26611186
 -0.10359217   0.11158007
  0.65605323  -0.58150804
  1.87773284   0.46305323
 -0.43777442   0.81024696
  1.33580860  -0.02887670

djaopcf     40     2
) Data from file djaopcf.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.
) Percentage relative changes in Dow-Jones Industrials Index
) and the Australian All-ordinaries Index of Share Prices.
) Thus the values are of the form (100*(x[t] - x[t-1])/x[t-1]
) for t starting on the second trading day.
) These are for the next 40 trading days after August 26th
) 1994.  See data set dcaopc2 and Example 7.6.3, p. 244
) These are not necessarily successive days.
  0.4586   1.6658
  0.4732   0.2225
 -0.0990   0.2646
 -0.3061  -0.7822
 -0.4065   0.0712
  0.0000  -0.5458
  0.3377   0.3865
 -0.3193   0.0380
  0.5715  -0.7270
 -0.8610  -0.8855
 -0.3734  -1.8207
  0.5057   0.5263
  0.3987   0.3376
  1.5031   0.0147
 -0.5192   0.3998
  0.0857  -0.4808
 -1.7179  -0.1952
 -0.4520  -0.9047
 -0.3757   0.0790
 -0.1402  -0.0247
  0.4564   0.1134
  0.3585  -0.7980
  0.3919   0.0199
 -0.6072   0.8142
 -0.2968  -0.0936
  0.0963   0.1084
 -1.1895  -1.6199
 -0.3628  -0.9110
 -0.3110  -0.1767
  0.5793  -0.4453
  0.6291   1.0419
  1.4526   0.7848
 -0.0433  -0.0499
  0.3819  -0.1848
  0.5275   0.3552
  0.3442   0.4088
 -0.1628  -0.5362
  0.4722   0.4991
 -0.6324   0.1440
 -0.5075   0.9076

dowj        78
) Data from file dowj.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.
) The Dow-Jones Utilities Index, August 28 - Dec. 18, 1972
) See Example 5.1.1, p. 141
110.94
110.69
110.43
110.56
110.75
110.84
110.46
110.56
110.46
110.05
109.60
109.31
109.31
109.25
109.02
108.54
108.77
109.02
109.44
109.38
109.53
109.89
110.56
110.56
110.72
111.23
111.48
111.58
111.90
112.19
112.06
111.96
111.68
111.36
111.42
112.00
112.22
112.70
113.15
114.36
114.65
115.06
115.86
116.40
116.44
116.88
118.07
118.51
119.28
119.79
119.70
119.28
119.66
120.14
120.97
121.13
121.55
121.96
122.26
123.79
124.11
124.14
123.37
123.02
122.86
123.02
123.11
123.05
123.05
122.83
123.18
122.67
122.73
122.86
122.67
122.09
122.00
121.23

elec       422     3
) Data from file elec.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.
) Electricity Production - Australia
) Million Kilowatt hours - monthly
) January 1956 to February 1991
) Not referenced in index
) Col. 1: Year
) Col. 2: Month (1 = Jan, ..., 12 = Dec.)
) Col. 3: Monthly Australian electricity production (10^6 KWH)
1956  1  1254
1956  2  1290
1956  3  1379
1956  4  1346
1956  5  1535
1956  6  1555
1956  7  1655
1956  8  1651
1956  9  1500
1956 10  1538
1956 11  1486
1956 12  1394
1957  1  1409
1957  2  1387
1957  3  1543
1957  4  1502
1957  5  1693
1957  6  1616
1957  7  1841
1957  8  1787
1957  9  1631
1957 10  1649
1957 11  1586
1957 12  1500
1958  1  1497
1958  2  1463
1958  3  1648
1958  4  1595
1958  5  1777
1958  6  1824
1958  7  1994
1958  8  1835
1958  9  1787
1958 10  1699
1958 11  1633
1958 12  1645
1959  1  1597
1959  2  1577
1959  3  1709
1959  4  1756
1959  5  1936
1959  6  2052
1959  7  2105
1959  8  2016
1959  9  1914
1959 10  1925
1959 11  1824
1959 12  1765
1960  1  1721
1960  2  1752
1960  3  1914
1960  4  1857
1960  5  2159
1960  6  2195
1960  7  2287
1960  8  2276
1960  9  2096
1960 10  2055
1960 11  2004
1960 12  1924
1961  1  1851
1961  2  1839
1961  3  2019
1961  4  1937
1961  5  2270
1961  6  2251
1961  7  2382
1961  8  2364
1961  9  2129
1961 10  2110
1961 11  2072
1961 12  1980
1962  1  1995
1962  2  1932
1962  3  2171
1962  4  2162
1962  5  2489
1962  6  2424
1962  7  2641
1962  8  2630
1962  9  2324
1962 10  2412
1962 11  2284
1962 12  2186
1963  1  2184
1963  2  2144
1963  3  2379
1963  4  2383
1963  5  2717
1963  6  2774
1963  7  3051
1963  8  2891
1963  9  2613
1963 10  2600
1963 11  2493
1963 12  2410
1964  1  2390
1964  2  2463
1964  3  2616
1964  4  2734
1964  5  2970
1964  6  3125
1964  7  3342
1964  8  3207
1964  9  2964
1964 10  2919
1964 11  2764
1964 12  2732
1965  1  2622
1965  2  2698
1965  3  2950
1965  4  2895
1965  5  3200
1965  6  3408
1965  7  3679
1965  8  3473
1965  9  3154
1965 10  3107
1965 11  3052
1965 12  2918
1966  1  2786
1966  2  2739
1966  3  3125
1966  4  3033
1966  5  3486
1966  6  3661
1966  7  3927
1966  8  3851
1966  9  3456
1966 10  3390
1966 11  3280
1966 12  3166
1967  1  3080
1967  2  3069
1967  3  3340
1967  4  3310
1967  5  3798
1967  6  3883
1967  7  4191
1967  8  4213
1967  9  3766
1967 10  3628
1967 11  3520
1967 12  3322
1968  1  3250
1968  2  3287
1968  3  3552
1968  4  3440
1968  5  4153
1968  6  4265
1968  7  4655
1968  8  4492
1968  9  4051
1968 10  3967
1968 11  3807
1968 12  3639
1969  1  3647
1969  2  3560
1969  3  3929
1969  4  3858
1969  5  4485
1969  6  4697
1969  7  4977
1969  8  4675
1969  9  4596
1969 10  4491
1969 11  4127
1969 12  4144
1970  1  4014
1970  2  3994
1970  3  4320
1970  4  4400
1970  5  5002
1970  6  5091
1970  7  5471
1970  8  5193
1970  9  4997
1970 10  4737
1970 11  4546
1970 12  4498
1971  1  4350
1971  2  4206
1971  3  4743
1971  4  4582
1971  5  5191
1971  6  5457
1971  7  5891
1971  8  5618
1971  9  5158
1971 10  5030
1971 11  4800
1971 12  4654
1972  1  4453
1972  2  4440
1972  3  4945
1972  4  4788
1972  5  5425
1972  6  5706
1972  7  6061
1972  8  5846
1972  9  5242
1972 10  5408
1972 11  5114
1972 12  5042
1973  1  5008
1973  2  4657
1973  3  5359
1973  4  5193
1973  5  5891
1973  6  5980
1973  7  6390
1973  8  6366
1973  9  5756
1973 10  5640
1973 11  5429
1973 12  5398
1974  1  5413
1974  2  5141
1974  3  5695
1974  4  5554
1974  5  6369
1974  6  6592
1974  7  7107
1974  8  6917
1974  9  6353
1974 10  6205
1974 11  5830
1974 12  5646
1975  1  5379
1975  2  5489
1975  3  5824
1975  4  5907
1975  5  6482
1975  6  6795
1975  7  7028
1975  8  6776
1975  9  6274
1975 10  6362
1975 11  5940
1975 12  5958
1976  1  5769
1976  2  5887
1976  3  6367
1976  4  6165
1976  5  6868
1976  6  7201
1976  7  7601
1976  8  7581
1976  9  7090
1976 10  6841
1976 11  6408
1976 12  6435
1977  1  6176
1977  2  6138
1977  3  6717
1977  4  6470
1977  5  7312
1977  6  7763
1977  7  8171
1977  8  7788
1977  9  7311
1977 10  6679
1977 11  6704
1977 12  6724
1978  1  6552
1978  2  6427
1978  3  7105
1978  4  6869
1978  5  7683
1978  6  8082
1978  7  8555
1978  8  8386
1978  9  7553
1978 10  7398
1978 11  7112
1978 12  6886
1979  1  7077
1979  2  6820
1979  3  7426
1979  4  7143
1979  5  8261
1979  6  8240
1979  7  8977
1979  8  8991
1979  9  8026
1979 10  7911
1979 11  7510
1979 12  7381
1980  1  7366
1980  2  7414
1980  3  7824
1980  4  7524
1980  5  8279
1980  6  8707
1980  7  9486
1980  8  8973
1980  9  8231
1980 10  8206
1980 11  7927
1980 12  7999
1981  1  7834
1981  2  7521
1981  3  8284
1981  4  7999
1981  5  8940
1981  6  9381
1981  7 10078
1981  8  9796
1981  9  8471
1981 10  8572
1981 11  8150
1981 12  8168
1982  1  8166
1982  2  7903
1982  3  8606
1982  4  8071
1982  5  9178
1982  6  9873
1982  7 10476
1982  8  9296
1982  9  8818
1982 10  8697
1982 11  8381
1982 12  8293
1983  1  7942
1983  2  8001
1983  3  8744
1983  4  8397
1983  5  9115
1983  6  9773
1983  7 10358
1983  8  9849
1983  9  9083
1983 10  9143
1983 11  8800
1983 12  8741
1984  1  8492
1984  2  8795
1984  3  9354
1984  4  8796
1984  5 10072
1984  6 10174
1984  7 11326
1984  8 10744
1984  9  9806
1984 10  9740
1984 11  9373
1984 12  9244
1985  1  9407
1985  2  8827
1985  3  9880
1985  4  9364
1985  5 10580
1985  6 10899
1985  7 11687
1985  8 11280
1985  9 10208
1985 10 10212
1985 11  9725
1985 12  9721
1986  1  9846
1986  2  9407
1986  3 10265
1986  4  9970
1986  5 10801
1986  6 11246
1986  7 12167
1986  8 11578
1986  9 10645
1986 10 10613
1986 11 10104
1986 12 10348
1987  1 10263
1987  2  9973
1987  3 10803
1987  4 10409
1987  5 11458
1987  6 11845
1987  7 12559
1987  8 12070
1987  9 11221
1987 10 11338
1987 11 10761
1987 12 11012
1988  1 10923
1988  2 10790
1988  3 11427
1988  4 10788
1988  5 11772
1988  6 12104
1988  7 12634
1988  8 12772
1988  9 11764
1988 10 11956
1988 11 11646
1988 12 11750
1989  1 11485
1989  2 11198
1989  3 12265
1989  4 11704
1989  5 12419
1989  6 13259
1989  7 13945
1989  8 13839
1989  9 12387
1989 10 12546
1989 11 12038
1989 12 11977
1990  1 12336
1990  2 11793
1990  3 12877
1990  4 11923
1990  5 13306
1990  6 13988
1990  7 14002
1990  8 14338
1990  9 12867
1990 10 12761
1990 11 12449
1990 12 12658
1991  1 12807
1991  2 12013

ex611      200
) Data from file ex611.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.
) 200 observations of an ARIMA(1,1,0) series with phi = 0.8,
) sigmat = 1, illustrated in Example 6.1.1, p. 179
  2.35529
  3.97812
  4.68998
  4.76872
  4.51269
  4.46574
  3.15743
  2.80433
  3.12643
  2.23670
  1.72745
  0.60372
 -0.07420
 -1.59202
 -2.45998
 -2.01945
 -1.74457
 -1.84849
 -3.04644
 -4.41689
 -6.11269
 -7.85280
-10.21754
-12.17186
-14.19516
-13.36829
-12.66769
-11.86291
 -9.79885
 -7.15658
 -6.78851
 -7.23582
 -7.22482
 -7.51158
 -7.94588
 -6.52517
 -6.20661
 -5.36547
 -5.48722
 -4.41160
 -3.56551
 -2.38470
 -0.67871
  1.82081
  4.98448
  7.90982
 10.95520
 14.66206
 18.21799
 20.21167
 20.72451
 21.38262
 21.46560
 22.62539
 23.38983
 23.37781
 22.73517
 22.32486
 21.39278
 20.42269
 20.17254
 20.10231
 21.85471
 24.78262
 26.75943
 27.80584
 26.67552
 24.99831
 25.40102
 26.32479
 29.55460
 31.43178
 32.87692
 34.16300
 36.58532
 38.28238
 39.30827
 41.30084
 43.14825
 44.14237
 43.80638
 43.32075
 43.96524
 42.95986
 40.63035
 39.79926
 39.42160
 38.17426
 35.54543
 33.16446
 29.67088
 26.68562
 25.22821
 25.61048
 27.41360
 28.72619
 27.50701
 25.34407
 24.31539
 23.86783
 25.07933
 27.61560
 29.41568
 29.46099
 28.39221
 28.82964
 28.23829
 26.42978
 26.11173
 25.85741
 26.38761
 27.14765
 27.12752
 28.42725
 29.90639
 31.92018
 33.79117
 35.27895
 36.05540
 35.71111
 35.31327
 36.32458
 38.04168
 40.49825
 43.24348
 44.53748
 44.59506
 44.66600
 45.54657
 46.40500
 47.16366
 46.92207
 46.63551
 48.39925
 48.22291
 49.83832
 51.86087
 53.01292
 55.01277
 57.05932
 60.92378
 65.11794
 69.95896
 72.87776
 76.03131
 78.92613
 79.52071
 80.56388
 82.47683
 83.23601
 83.52681
 82.63753
 82.21608
 82.26743
 82.92201
 83.90839
 84.05912
 83.55289
 81.31308
 76.75011
 70.99807
 66.86860
 64.33958
 61.98777
 59.70756
 57.68674
 56.43822
 55.89503
 54.62747
 54.38974
 52.59788
 50.08789
 47.04164
 45.29583
 44.26649
 44.43901
 43.77127
 42.40905
 41.81829
 40.24721
 39.22478
 38.72275
 37.55967
 36.65595
 34.95921
 32.29345
 32.41226
 33.11725
 33.77816
 33.56976
 32.78857
 33.88009
 34.96359
 34.75066
 34.13862
 31.96639
 30.02671
 29.22991
 27.89676
 26.96949

finserv     86     3
) Data from file finserv.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.
) Australian Expenditure on Financial
) Services in millions of dollars.
) Sep. qtr 69 - Mar qtr 90
) Not referenced in index
) Col. 1: Quarter (1 = Mar, 2 = Sun, 3 = Sep, 4 = Dec)
) Col. 2: Year
) Col. 3: Financial services expenditures
3 1969  393
4 1969  444
1 1970  403
2 1970  403
3 1970  430
4 1970  453
1 1971  413
2 1971  424
3 1971  432
4 1971  440
1 1972  445
2 1972  447
3 1972  503
4 1972  497
1 1973  498
2 1973  505
3 1973  569
4 1973  560
1 1974  556
2 1974  560
3 1974  531
4 1974  546
1 1975  544
2 1975  547
3 1975  544
4 1975  559
1 1976  548
2 1976  551
3 1976  579
4 1976  584
1 1977  604
2 1977  602
3 1977  591
4 1977  629
1 1978  645
2 1978  667
3 1978  667
4 1978  667
1 1979  696
2 1979  708
3 1979  718
4 1979  728
1 1980  729
2 1980  738
3 1980  742
4 1980  774
1 1981  770
2 1981  792
3 1981  801
4 1981  805
1 1982  804
2 1982  836
3 1982  841
4 1982  851
1 1983  860
2 1983  871
3 1983  888
4 1983  878
1 1984  898
2 1984  897
3 1984  900
4 1984  921
1 1985  951
2 1985  957
3 1985  999
4 1985 1009
1 1986 1021
2 1986 1068
3 1986 1083
4 1986 1118
1 1987 1185
2 1987 1222
3 1987 1349
4 1987 1410
1 1988 1445
2 1988 1491
3 1988 1534
4 1988 1574
1 1989 1640
2 1989 1710
3 1989 1809
4 1989 1850
1 1990 1907
2 1990 1972
3 1990 2063
4 1990 2150

gnfp       126     3
) Data from file gnfp.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.
) Australian Gross Non-farm Product at average 1984/5 prices in
) millions of dollars.
) Sep. qtr 59 - Dec Qtr 90
) Not mentioned in index
) Col. 1: Quarter (1 = Mar, 2 = Jun, 3 = Sep, 4 = Dec)
) Col. 2: Year
) Col. 3: Australian Gross Non-farm Product
3 1959 18530
4 1959 20175
1 1960 18433
2 1960 18928
3 1960 19850
4 1960 20994
1 1961 18635
2 1961 18792
3 1961 19083
4 1961 20760
1 1962 19208
2 1962 20100
3 1962 20516
4 1962 22297
1 1963 20233
2 1963 21118
3 1963 22045
4 1963 24345
1 1964 21422
2 1964 22568
3 1964 23655
4 1964 25669
1 1965 23118
2 1965 24492
3 1965 25175
4 1965 26569
1 1966 23796
2 1966 24999
3 1966 25796
4 1966 27790
1 1967 25537
2 1967 26890
3 1967 27299
4 1967 29583
1 1968 26940
2 1968 28233
3 1968 29048
4 1968 31812
1 1969 28581
2 1969 30215
3 1969 31578
4 1969 34377
1 1970 30013
2 1970 32687
3 1970 33555
4 1970 36014
1 1971 31938
2 1971 34014
3 1971 35073
4 1971 37840
1 1972 33080
2 1972 35474
3 1972 36019
4 1972 39797
1 1973 35675
2 1973 37086
3 1973 38281
4 1973 41493
1 1974 36653
2 1974 38302
3 1974 38308
4 1974 41446
1 1975 36970
2 1975 39590
3 1975 36978
4 1975 41966
1 1976 38818
2 1976 40481
3 1976 40993
4 1976 43688
1 1977 39302
2 1977 40987
3 1977 41443
4 1977 43212
1 1978 40234
2 1978 42052
3 1978 42616
4 1978 45494
1 1979 42403
2 1979 43259
3 1979 43833
4 1979 47389
1 1980 43340
2 1980 44507
3 1980 45383
4 1980 49750
1 1981 44630
2 1981 46735
3 1981 47504
4 1981 50376
1 1982 44956
2 1982 46855
3 1982 47093
4 1982 50080
1 1983 44575
2 1983 46400
3 1983 47635
4 1983 51275
1 1984 48075
2 1984 49858
3 1984 50949
4 1984 54234
1 1985 49756
2 1985 52415
3 1985 54080
4 1985 56858
1 1986 51940
2 1986 53475
3 1986 54716
4 1986 58414
1 1987 53231
2 1987 56078
3 1987 57948
4 1987 61196
1 1988 56515
2 1988 58014
3 1988 59755
4 1988 63107
1 1989 59095
2 1989 61147
3 1989 62000
4 1989 65205
1 1990 60389
2 1990 62494
3 1990 62050
4 1990 65175

goals       57     2
) Data from file goals.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.
) Number of goals (scored by England against Scotland in soccer
) matches played at Hampden Park in Glasgow.  Played (mostly)
) every 2 years from 1872 to1987, except during WWI and WWII
) Wartime values are entered as MISSING.
) See Example 8.8.7, p. 298
) Col. 1: Number of goals
) Col. 2: Year (1872 - 1987)
0  1872
1  1874
0  1876
2  1878
4  1880
1  1882
0  1884
1  1886
5  1888
1  1890
4  1892
2  1894
1  1896
3  1898
1  1900
1  1904
1  1906
1  1908
0  1910
1  1912
1  1914
?  1916
?  1918
0  1921
2  1923
0  1925
2  1927
0  1929
0  1931
1  1933
0  1935
1  1937
2  1939
?  1941
?  1943
?  1945
2  1948
1  1950
2  1952
4  1954
1  1956
4  1958
1  1960
0  1962
0  1964
4  1966
1  1968
0  1970
1  1972
0  1974
1  1976
1  1978
2  1980
1  1982
1  1984
0  1985
0  1987

imports    126     3
) Data from file imports.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.
) Australian imports of all goods and services
) in millions of $A at average 1984/85 prices.
) September quarter 1959 - December quarter 1990
) Not referenced in index
) Col. 1: Year
) Col. 2: Quarter (1 = Mar, 2 = Sun, 3 = Sep, 4 = Dec)
) Col. 3: Australian imports of all goods and services
 1959 3  2391
 1959 4  2488
 1960 1  2624
 1960 2  2889
 1960 3  2981
 1960 4  3007
 1961 1  3052
 1961 2  2677
 1961 3  2347
 1961 4  2268
 1962 1  2576
 1962 2  2792
 1962 3  2889
 1962 4  2871
 1963 1  2906
 1963 2  3060
 1963 3  3104
 1963 4  3021
 1964 1  3280
 1964 2  2602
 1964 3  3756
 1964 4  3840
 1965 1  3827
 1965 2  4095
 1965 3  4403
 1965 4  4077
 1966 1  3694
 1966 2  3734
 1966 3  3928
 1966 4  3809
 1967 1  4161
 1967 2  4276
 1967 3  4280
 1967 4  4210
 1968 1  4870
 1968 2  4694
 1968 3  4822
 1968 4  4628
 1969 1  4456
 1969 2  4729
 1969 3  5150
 1969 4  5157
 1970 1  5033
 1970 2  5233
 1970 3  5230
 1970 4  5072
 1971 1  4945
 1971 2  5178
 1971 3  5402
 1971 4  5033
 1972 1  4807
 1972 2  4532
 1972 3  4578
 1972 4  4877
 1973 1  5163
 1973 2  5394
 1973 3  6090
 1973 4  6383
 1974 1  6752
 1974 2  7043
 1974 3  7936
 1974 4  7159
 1975 1  6151
 1975 2  5803
 1975 3  6183
 1975 4  6204
 1976 1  6508
 1976 2  6503
 1976 3  7330
 1976 4  6872
 1977 1  7124
 1977 2  6874
 1977 3  6883
 1977 4  6414
 1978 1  6883
 1978 2  6894
 1978 3  6883
 1978 4  6414
 1979 1  7268
 1979 2  7395
 1979 3  7062
 1979 4  7442
 1980 1  7625
 1980 2  7104
 1980 3  7907
 1980 4  7916
 1981 1  7959
 1981 2  8156
 1981 3  8808
 1981 4  8589
 1982 1  9040
 1982 2  9102
 1982 3  8951
 1982 4  8220
 1983 1  7642
 1983 2  7691
 1983 3  8184
 1983 4  8110
 1984 1  8689
 1984 2  9206
 1984 3 10482
 1984 4  9741
 1985 1  9411
 1985 2  9872
 1985 3 10703
 1985 4 10205
 1986 1  9485
 1986 2  9690
 1986 3 10004
 1986 4  9891
 1987 1  9174
 1987 2  9879
 1987 3 10498
 1987 4 10852
 1988 1 10584
 1988 2 10826
 1988 3 12239
 1988 4 13060
 1989 1 13383
 1989 2 14124
 1989 3 14609
 1989 4 14035
 1990 1 13632
 1990 2 12704
 1990 3 14294
 1990 4 13447

lake        98
) Data from file lake.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.
) Level (- 57 feet) of Lake Huron, 1875-1972 (N = 98)
) From Example 1.3.5, p. 10
 10.38
 11.86
 10.97
 10.80
  9.79
 10.39
 10.42
 10.82
 11.40
 11.32
 11.44
 11.68
 11.17
 10.53
 10.01
  9.91
  9.14
  9.16
  9.55
  9.67
  8.44
  8.24
  9.10
  9.09
  9.35
  8.82
  9.32
  9.01
  9.00
  9.80
  9.83
  9.72
  9.89
 10.01
  9.37
  8.69
  8.19
  8.67
  9.55
  8.92
  8.09
  9.37
 10.13
 10.14
  9.51
  9.24
  8.66
  8.86
  8.05
  7.79
  6.75
  6.75
  7.82
  8.64
 10.58
  9.48
  7.38
  6.90
  6.94
  6.24
  6.84
  6.85
  6.90
  7.79
  8.18
  7.51
  7.23
  8.42
  9.61
  9.05
  9.26
  9.22
  9.38
  9.10
  7.95
  8.12
  9.75
 10.85
 10.41
  9.96
  9.61
  8.76
  8.18
  7.21
  7.13
  9.10
  8.25
  7.91
  6.89
  5.96
  6.80
  7.68
  8.38
  8.52
  9.74
  9.31
  9.89
  9.96

lead       150
) Data from file lead.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.
) Leading indicator data used in Example 7.1.2
) Column 1 of Series M, Box & Jenkins, P. 537, N = 150
 10.01
 10.07
 10.32
  9.75
 10.33
 10.13
 10.36
 10.32
 10.13
 10.16
 10.58
 10.62
 10.86
 11.20
 10.74
 10.56
 10.48
 10.77
 11.33
 10.96
 11.16
 11.70
 11.39
 11.42
 11.94
 11.24
 11.59
 10.96
 11.40
 11.02
 11.01
 11.23
 11.33
 10.83
 10.84
 11.14
 10.38
 10.90
 11.05
 11.11
 11.01
 11.22
 11.21
 11.91
 11.69
 10.93
 10.99
 11.01
 10.84
 10.76
 10.77
 10.88
 10.49
 10.50
 11.00
 10.98
 10.61
 10.48
 10.53
 11.07
 10.61
 10.86
 10.34
 10.78
 10.80
 10.33
 10.44
 10.50
 10.75
 10.40
 10.40
 10.34
 10.55
 10.46
 10.82
 10.91
 10.87
 10.67
 11.11
 10.88
 11.28
 11.27
 11.44
 11.52
 12.10
 11.83
 12.62
 12.41
 12.43
 12.73
 13.01
 12.74
 12.73
 12.76
 12.92
 12.64
 12.79
 13.05
 12.69
 13.01
 12.90
 13.12
 12.47
 12.47
 12.94
 13.10
 12.91
 13.39
 13.13
 13.34
 13.34
 13.14
 13.49
 13.87
 13.39
 13.59
 13.27
 13.70
 13.20
 13.32
 13.15
 13.30
 12.94
 13.29
 13.26
 13.08
 13.24
 13.31
 13.52
 13.02
 13.25
 13.12
 13.26
 13.11
 13.30
 13.06
 13.32
 13.10
 13.27
 13.64
 13.58
 13.87
 13.53
 13.41
 13.25
 13.50
 13.58
 13.51
 13.77
 13.40

lres       149
) Data from file lres.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.
) Not referenced in indes; not known what it represents; probably
) something to do with data set lake
  .336522e-01
  .236825e+00
 -.480500e+00
  .329958e+00
 -.663437e-01
  .175769e+00
  .206378e-01
 -.202959e+00
 -.890459e-01
  .355000e+00
  .185678e+00
  .305343e+00
  .462119e+00
 -.263499e+00
 -.327768e+00
 -.258262e+00
  .144716e+00
  .605908e+00
 -.105278e+00
  .127299e+00
  .577645e+00
 -.586870e-01
 -.205960e-01
  .487476e+00
 -.491468e+00
  .940713e-01
 -.608120e+00
  .128725e+00
 -.341677e+00
 -.194861e+00
  .104796e+00
  .126969e+00
 -.462511e+00
 -.232190e+00
  .167086e+00
 -.703478e+00
  .163482e+00
  .204813e+00
  .134421e+00
 -.589747e-01
  .159268e+00
  .428128e-01
  .697561e+00
  .882061e-01
 -.740901e+00
 -.314273e+00
 -.151858e+00
 -.264801e+00
 -.228387e+00
 -.121110e+00
  .297875e-01
 -.398619e+00
 -.201877e+00
  .381468e+00
  .138235e+00
 -.327166e+00
 -.307976e+00
 -.118871e+00
  .460850e+00
 -.264101e+00
  .101945e+00
 -.494383e+00
  .182688e+00
  .839250e-01
 -.452934e+00
 -.127647e+00
 -.233133e-01
  .216187e+00
 -.270182e+00
 -.150940e+00
 -.154365e+00
  .114010e+00
 -.586597e-01
  .309417e+00
  .214051e+00
  .388052e-01
 -.204340e+00
  .320298e+00
 -.100785e+00
  .329430e+00
  .123547e+00
  .205865e+00
  .154922e+00
  .630751e+00
  .650796e-02
  .770336e+00
  .132735e+00
  .602248e-01
  .305821e+00
  .402346e+00
 -.101859e+00
 -.810789e-01
 -.312189e-01
  .122436e+00
 -.244661e+00
  .111682e-01
  .242547e+00
 -.267676e+00
  .170250e+00
 -.519770e-01
  .172588e+00
 -.590867e+00
 -.303089e+00
  .303447e+00
  .281220e+00
 -.793273e-01
  .419612e+00
 -.836668e-01
  .147553e+00
  .472547e-01
 -.200331e+00
  .232200e+00
  .467416e+00
 -.280985e+00
  .439344e-01
 -.321907e+00
  .254519e+00
 -.401995e+00
 -.934786e-01
 -.237103e+00
  .147554e-01
 -.375752e+00
  .148973e+00
  .179290e-01
 -.194246e+00
  .450883e-01
  .686411e-01
  .219815e+00
 -.418460e+00
  .870918e-02
 -.148620e+00
  .467360e-01
 -.150578e+00
  .958069e-01
 -.217296e+00
  .134151e+00
 -.179103e+00
  .622730e-01
  .376794e+00
  .960178e-01
  .312804e+00
 -.214342e+00
 -.244446e+00
 -.298729e+00
  .855161e-01
  .978214e-01
 -.463399e-01
  .215263e+00
 -.290621e+00

ls2        150     2
) Data from file ls2.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.
) Series M, Box & Jenkins, P. 537, N = 150
) Sales data with leading indicator
) Col. 1: X(t) = leading indicator
) Col. 2: Y(t) = sales
) Note: Y(114) has been corrected to 256.2 from the number 216.2 in
) B&J probably just by replacing digit 1 by 5
) Y(113) = 250.0 and Y(115) = 260.0
 10.01 200.1
 10.07 199.5
 10.32 199.4
  9.75 198.9
 10.33 199.0
 10.13 200.2
 10.36 198.6
 10.32 200.0
 10.13 200.3
 10.16 201.2
 10.58 201.6
 10.62 201.5
 10.86 201.5
 11.20 203.5
 10.74 204.9
 10.56 207.1
 10.48 210.5
 10.77 210.5
 11.33 209.8
 10.96 208.8
 11.16 209.5
 11.70 213.2
 11.39 213.7
 11.42 215.1
 11.94 218.7
 11.24 219.8
 11.59 220.5
 10.96 223.8
 11.40 222.8
 11.02 223.8
 11.01 221.7
 11.23 222.3
 11.33 220.8
 10.83 219.4
 10.84 220.1
 11.14 220.6
 10.38 218.9
 10.90 217.8
 11.05 217.7
 11.11 215.0
 11.01 215.3
 11.22 215.9
 11.21 216.7
 11.91 216.7
 11.69 217.7
 10.93 218.7
 10.99 222.9
 11.01 224.9
 10.84 222.2
 10.76 220.7
 10.77 220.0
 10.88 218.7
 10.49 217.0
 10.50 215.9
 11.00 215.8
 10.98 214.1
 10.61 212.3
 10.48 213.9
 10.53 214.6
 11.07 213.6
 10.61 212.1
 10.86 211.4
 10.34 213.1
 10.78 212.9
 10.80 213.3
 10.33 211.5
 10.44 212.3
 10.50 213.0
 10.75 211.0
 10.40 210.7
 10.40 210.1
 10.34 211.4
 10.55 210.0
 10.46 209.7
 10.82 208.8
 10.91 208.8
 10.87 208.8
 10.67 210.6
 11.11 211.9
 10.88 212.8
 11.28 212.5
 11.27 214.8
 11.44 215.3
 11.52 217.5
 12.10 218.8
 11.83 220.7
 12.62 222.2
 12.41 226.7
 12.43 228.4
 12.73 233.2
 13.01 235.7
 12.74 237.1
 12.73 240.6
 12.76 243.8
 12.92 245.3
 12.64 246.0
 12.79 246.3
 13.05 247.7
 12.69 247.6
 13.01 247.8
 12.90 249.4
 13.12 249.0
 12.47 249.9
 12.47 250.5
 12.94 251.5
 13.10 249.0
 12.91 247.6
 13.39 248.8
 13.13 250.4
 13.34 250.7
 13.34 253.0
 13.14 253.7
 13.49 255.0
 13.87 256.2
 13.39 256.0
 13.59 257.4
 13.27 260.4
 13.70 260.0
 13.20 261.3
 13.32 260.4
 13.15 261.6
 13.30 260.8
 12.94 259.8
 13.29 259.0
 13.26 258.9
 13.08 257.4
 13.24 257.7
 13.31 257.9
 13.52 257.4
 13.02 257.3
 13.25 257.6
 13.12 258.9
 13.26 257.8
 13.11 257.7
 13.30 257.2
 13.06 257.5
 13.32 256.8
 13.10 257.5
 13.27 257.0
 13.64 257.6
 13.58 257.3
 13.87 257.5
 13.53 259.6
 13.41 261.1
 13.25 262.9
 13.50 263.3
 13.58 262.8
 13.51 261.8
 13.77 262.2
 13.40 262.7

lynx       114     2
) Data from file lynx.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.
) Annual Canadian Lynx Trappings, 1821 - 1934
) Col. 1: Year
) Col. 2: Annual Canadian Lynx Trappings
) Not listed in index
 1821   269
 1822   321
 1823   585
 1824   871
 1825  1475
 1826  2821
 1827  3928
 1828  5943
 1829  4950
 1830  2577
 1831   523
 1832    98
 1833   184
 1834   279
 1835   409
 1836  2285
 1837  2685
 1838  3409
 1839  1824
 1840   409
 1841   151
 1842    45
 1843    68
 1844   213
 1845   546
 1846  1033
 1847  2129
 1848  2536
 1849   957
 1850   361
 1851   377
 1852   225
 1853   360
 1854   731
 1855  1638
 1856  2725
 1857  2871
 1858  2119
 1859   684
 1860   299
 1861   236
 1862   245
 1863   552
 1864  1623
 1865  3311
 1866  6721
 1867  4254
 1868   687
 1869   255
 1870   473
 1871   358
 1872   784
 1873  1594
 1874  1676
 1875  2251
 1876  1426
 1877   756
 1878   299
 1879   201
 1880   229
 1881   469
 1882   736
 1883  2042
 1884  2811
 1885  4431
 1886  2511
 1887   389
 1888    73
 1889    39
 1890    49
 1891    59
 1892   188
 1893   377
 1894  1292
 1895  4031
 1896  3495
 1897   587
 1898   105
 1899   153
 1900   387
 1901   758
 1902  1307
 1903  3465
 1904  6991
 1905  6313
 1906  3794
 1907  1836
 1908   345
 1909   382
 1910   808
 1911  1388
 1912  2713
 1913  3800
 1914  3091
 1915  2985
 1916  3790
 1917   674
 1918    81
 1919    80
 1920   108
 1921   229
 1922   399
 1923  1132
 1924  2432
 1925  3574
 1926  2935
 1927  1537
 1928   529
 1929   485
 1930   662
 1931  1000
 1932  1590
 1933  2657
 1934  3396

oshorts     57
) Data from file oshorts.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.
) Overshorts data shown in Figure 3.5 on p. 95
) 57 daily overshorts from an underground gasoline tank at a filling
) station in Colarado
   78
  -58
   53
  -65
   13
   -6
  -16
  -14
    3
  -72
   89
  -48
  -14
   32
   56
  -86
  -66
   50
   26
   59
  -47
  -83
    2
   -1
  124
 -106
  113
  -76
  -47
  -32
   39
  -30
    6
  -73
   18
    2
  -24
   23
  -38
   91
  -56
  -58
    1
   14
   -4
   77
 -127
   97
   10
  -28
  -17
   23
   -2
   48
 -131
   65
  -17

polio      168     3
) Data from file polio.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 U.S. polio cases, Jan. 70 - Dec. 83 used in
) Example 8.8.3, pp. 289-292
) Col. 1: Year (1970 - 1983)
) Col. 2: Month (1 = Jan, .., 12 = Dec.)
) Col. 3: Monthly U.S. polio cases (0 to 14)
 1970  1  0
 1970  2  1
 1970  3  0
 1970  4  0
 1970  5  1
 1970  6  3
 1970  7  9
 1970  8  2
 1970  9  3
 1970 10  5
 1970 11  3
 1970 12  5
 1971  1  2
 1971  2  2
 1971  3  0
 1971  4  1
 1971  5  0
 1971  6  1
 1971  7  3
 1971  8  3
 1971  9  2
 1971 10  1
 1971 11  1
 1971 12  5
 1972  1  0
 1972  2  3
 1972  3  1
 1972  4  0
 1972  5  1
 1972  6  4
 1972  7  0
 1972  8  0
 1972  9  1
 1972 10  6
 1972 11 14
 1972 12  1
 1973  1  1
 1973  2  0
 1973  3  0
 1973  4  1
 1973  5  1
 1973  6  1
 1973  7  1
 1973  8  0
 1973  9  1
 1973 10  0
 1973 11  1
 1973 12  0
 1974  1  1
 1974  2  0
 1974  3  1
 1974  4  0
 1974  5  1
 1974  6  0
 1974  7  1
 1974  8  0
 1974  9  1
 1974 10  0
 1974 11  0
 1974 12  2
 1975  1  0
 1975  2  1
 1975  3  0
 1975  4  1
 1975  5  0
 1975  6  0
 1975  7  1
 1975  8  2
 1975  9  0
 1975 10  0
 1975 11  1
 1975 12  2
 1976  1  0
 1976  2  3
 1976  3  1
 1976  4  1
 1976  5  0
 1976  6  2
 1976  7  0
 1976  8  4
 1976  9  0
 1976 10  2
 1976 11  1
 1976 12  1
 1977  1  1
 1977  2  1
 1977  3  0
 1977  4  1
 1977  5  1
 1977  6  0
 1977  7  2
 1977  8  1
 1977  9  3
 1977 10  1
 1977 11  2
 1977 12  4
 1978  1  0
 1978  2  0
 1978  3  0
 1978  4  1
 1978  5  0
 1978  6  1
 1978  7  0
 1978  8  2
 1978  9  2
 1978 10  4
 1978 11  2
 1978 12  3
 1979  1  3
 1979  2  0
 1979  3  0
 1979  4  2
 1979  5  7
 1979  6  8
 1979  7  2
 1979  8  4
 1979  9  1
 1979 10  1
 1979 11  2
 1979 12  4
 1980  1  0
 1980  2  1
 1980  3  1
 1980  4  1
 1980  5  3
 1980  6  0
 1980  7  0
 1980  8  0
 1980  9  0
 1980 10  1
 1980 11  0
 1980 12  1
 1981  1  1
 1981  2  0
 1981  3  0
 1981  4  0
 1981  5  0
 1981  6  0
 1981  7  1
 1981  8  2
 1981  9  0
 1981 10  2
 1981 11  0
 1981 12  0
 1982  1  0
 1982  2  1
 1982  3  0
 1982  4  1
 1982  5  0
 1982  6  1
 1982  7  0
 1982  8  2
 1982  9  0
 1982 10  0
 1982 11  1
 1982 12  2
 1983  1  0
 1983  2  1
 1983  3  0
 1983  4  0
 1983  5  0
 1983  6  1
 1983  7  2
 1983  8  1
 1983  9  0
 1983 10  1
 1983 11  3
 1983 12  6

respc       88
) Data from file respc.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.
) Quarterly percentage change in the resident Australian population
) from 3 quarter 1971 to quarter 2 1993 derived from the data in file
) austres.dat.  The values were rounded down to 6 digits.
) Used in Example 10.5.1, pp. 350-352
) In MacAnova you can compute these numbers exactly by
) floor(1e6*100*movavg(1,austres)[-1]/austres[-nrows(austres)])/1e6
 0.483650
 0.517116
 0.422778
 0.373466
 0.377338
 0.414860
 0.372129
 0.336572
 0.356177
 0.455263
 0.405456
 0.388456
 0.360718
 0.434937
 0.221226
 0.219295
 0.243287
 0.302294
 0.256283
 0.202789
 0.234445
 0.313521
 0.322464
 0.258554
 0.278321
 0.349923
 0.341700
 0.202368
 0.259761
 0.237556
 0.329850
 0.257625
 0.270052
 0.327037
 0.300633
 0.334553
 0.348408
 0.412298
 0.452476
 0.328752
 0.438240
 0.436328
 0.449047
 0.413313
 0.362877
 0.325474
 0.374781
 0.308219
 0.295579
 0.288231
 0.310007
 0.308405
 0.315159
 0.312250
 0.378891
 0.327895
 0.325557
 0.384476
 0.383004
 0.355856
 0.365831
 0.386268
 0.396554
 0.372153
 0.397213
 0.434838
 0.484178
 0.363508
 0.504287
 0.453626
 0.480325
 0.333190
 0.347529
 0.385990
 0.409865
 0.347110
 0.125838
 0.365349
 0.407702
 0.305115
 0.359703
 0.345737
 0.190074
 0.202323
 0.248246
 0.243638
 0.332409
 0.195154

sales      150
) Data from file sales.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.
) Variable 2 (Y = sales) from Series M, Box & Jenkins, P. 537, N = 150
) Sales data with leading indicator
) Note: Y(114) has been corrected to 256.2 from the number 216.2 in
) B&J probably just by replacing digit 1 by 5
) Y(113) = 250.0 and Y(115) = 260.0
 200.1
 199.5
 199.4
 198.9
 199.0
 200.2
 198.6
 200.0
 200.3
 201.2
 201.6
 201.5
 201.5
 203.5
 204.9
 207.1
 210.5
 210.5
 209.8
 208.8
 209.5
 213.2
 213.7
 215.1
 218.7
 219.8
 220.5
 223.8
 222.8
 223.8
 221.7
 222.3
 220.8
 219.4
 220.1
 220.6
 218.9
 217.8
 217.7
 215.0
 215.3
 215.9
 216.7
 216.7
 217.7
 218.7
 222.9
 224.9
 222.2
 220.7
 220.0
 218.7
 217.0
 215.9
 215.8
 214.1
 212.3
 213.9
 214.6
 213.6
 212.1
 211.4
 213.1
 212.9
 213.3
 211.5
 212.3
 213.0
 211.0
 210.7
 210.1
 211.4
 210.0
 209.7
 208.8
 208.8
 208.8
 210.6
 211.9
 212.8
 212.5
 214.8
 215.3
 217.5
 218.8
 220.7
 222.2
 226.7
 228.4
 233.2
 235.7
 237.1
 240.6
 243.8
 245.3
 246.0
 246.3
 247.7
 247.6
 247.8
 249.4
 249.0
 249.9
 250.5
 251.5
 249.0
 247.6
 248.8
 250.4
 250.7
 253.0
 253.7
 255.0
 256.2
 256.0
 257.4
 260.4
 260.0
 261.3
 260.4
 261.6
 260.8
 259.8
 259.0
 258.9
 257.4
 257.7
 257.9
 257.4
 257.3
 257.6
 258.9
 257.8
 257.7
 257.2
 257.5
 256.8
 257.5
 257.0
 257.6
 257.3
 257.5
 259.6
 261.1
 262.9
 263.3
 262.8
 261.8
 262.2
 262.7

signal     200
) Data from file signal.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.
) Simulated data said to follow X(t) = cos(t) + N(t),
) t = .1, .2, ..., 20, where N(t) are iid N(0,0.5^2)
) from example 1/1/4, p. 4
) Almost certainly it does not follow this model;  more likely
) is .6*cos(t) + N(t), where N(t) are iid N(0,1^2)
 1.313713
 1.606903
 0.024068
 1.253616
 0.016990
 -0.60852
 0.055914
 -0.17619
 0.890955
 0.506149
 -0.29828
 0.928549
 -0.74653
 0.826843
 0.729047
 0.617480
 1.288167
 -0.87065
 -0.32580
 -0.15477
 -2.30426
 -1.38267
 -0.31630
 -0.14924
 -0.14115
 -2.11038
 -1.74218
 -0.11656
 0.617320
 0.896663
 -1.96986
 -0.22061
 0.263709
 -0.62655
 -2.30292
 -0.87659
 0.732939
 -0.27476
 -1.56454
 0.716348
 -0.91094
 -0.73979
 -1.34726
 0.900343
 0.347532
 -0.33504
 -0.84408
 -0.87834
 -0.65892
 -0.03590
 -0.22525
 1.221233
 0.396642
 0.252031
 -0.79086
 0.632941
 0.176526
 -0.08586
 1.203176
 1.601735
 1.471174
 0.890658
 0.318089
 -0.54284
 -1.70350
 0.694977
 0.581209
 0.255949
 0.444875
 -1.52401
 -1.22369
 1.579785
 1.430638
 -1.12354
 0.507190
 1.266679
 -0.30249
 -2.11799
 2.161308
 -0.64971
 0.656040
 1.824132
 1.012981
 -0.18167
 0.667354
 1.036289
 -0.63694
 0.400601
 -0.26624
 -1.14865
 -0.28133
 -1.04487
 0.097074
 -0.20104
 -1.00247
 -0.45358
 -2.14561
 -2.36396
 -1.09071
 0.234067
 -0.24485
 -0.10394
 0.798776
 -0.11352
 -0.52730
 0.557788
 -0.03209
 0.780413
 -0.85060
 1.706892
 -1.07074
 -0.26379
 1.439802
 -0.95705
 0.000547
 0.662595
 -1.29192
 0.317573
 1.664115
 0.954180
 0.775661
 1.396079
 -1.05767
 0.368388
 2.609669
 0.083574
 0.702958
 0.635771
 1.284480
 -0.24208
 1.890383
 1.079300
 0.713303
 -0.74750
 0.091361
 -0.85879
 0.167961
 2.071657
 1.130554
 0.163430
 0.585297
 0.851185
 -1.30159
 -0.03994
 -1.15548
 -0.98993
 0.870907
 -0.81214
 -0.24004
 0.963996
 -2.01943
 -1.91875
 -1.36198
 -1.58242
 -0.38946
 -1.54456
 -0.73273
 -0.02530
 -0.65159
 -0.06227
 -0.19171
 -1.99363
 0.410435
 -1.71671
 0.581560
 -0.38941
 -2.44954
 0.025905
 0.389097
 -0.25806
 0.138338
 1.183930
 -1.62180
 -0.30216
 -0.32720
 0.643555
 1.304706
 0.680933
 0.984866
 -1.40211
 1.255749
 0.606834
 2.884288
 -0.39194
 2.299882
 -0.12279
 2.285628
 0.266665
 1.240692
 -0.21803
 0.830752
 0.185185
 1.435040
 1.937266
 -1.68096
 0.658784
 -0.13246
 0.279618
 -1.11801
 0.038985

sres       149
) Data from file sres.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.
) N = 149
) Data is highly correlated with first differences of
) sales data in data set sales (column 2 in ls2)
 -.921666e+00
 -.896855e+00
 -.133117e+01
 -.947956e+00
  .330478e+00
 -.186327e+01
  .958722e-01
 -.746449e-01
  .444444e+00
  .190742e+00
 -.429643e+00
 -.623978e+00
  .128382e+01
  .158897e+01
  .253376e+01
  .418200e+01
  .156402e+01
 -.378081e+00
 -.159951e+01
 -.479028e+00
  .305259e+01
  .152817e+01
  .170491e+01
  .398875e+01
  .257234e+01
  .150031e+01
  .359169e+01
  .283946e+00
  .714584e+00
 -.218111e+01
 -.854955e+00
 -.232577e+01
 -.292361e+01
 -.110723e+01
 -.445459e+00
 -.233149e+01
 -.262630e+01
 -.176619e+01
 -.395810e+01
 -.199805e+01
 -.768122e+00
  .154331e-01
 -.412812e+00
  .384007e+00
  .762058e+00
  .414142e+01
  .354476e+01
 -.143832e+01
 -.260254e+01
 -.235491e+01
 -.283742e+01
 -.346635e+01
 -.316475e+01
 -.202164e+01
 -.307930e+01
 -.368111e+01
 -.566649e+00
  .110308e-01
 -.141490e+01
 -.259143e+01
 -.234965e+01
  .165083e+00
 -.541823e+00
 -.277193e+00
 -.235165e+01
 -.735874e+00
 -.692730e-01
 -.245300e+01
 -.188396e+01
 -.191397e+01
 -.282322e-01
 -.183352e+01
 -.159005e+01
 -.207453e+01
 -.140440e+01
 -.108645e+01
  .864402e+00
  .128997e+01
  .109190e+01
 -.202084e+00
  .178399e+01
  .926281e+00
  .221934e+01
  .193283e+01
  .239689e+01
  .221707e+01
  .513176e+01
  .371463e+01
  .614228e+01
  .499407e+01
  .334931e+01
  .466895e+01
  .499505e+01
  .344977e+01
  .191661e+01
  .789204e+00
  .135430e+01
  .122422e+00
 -.162054e+00
  .110297e+01
 -.296824e+00
  .339031e+00
  .340725e+00
  .741523e+00
 -.256832e+01
 -.303867e+01
 -.661835e+00
  .865848e+00
  .290671e+00
  .201778e+01
  .123720e+01
  .146686e+01
  .147583e+01
  .800616e-01
  .101784e+01
  .306278e+01
  .633011e+00
  .118019e+01
 -.760188e+00
  .419206e+00
 -.102126e+01
 -.190467e+01
 -.212379e+01
 -.152778e+01
 -.264499e+01
 -.137503e+01
 -.872537e+00
 -.133411e+01
 -.115311e+01
 -.667209e+00
  .563296e+00
 -.125288e+01
 -.111454e+01
 -.144893e+01
 -.807591e+00
 -.150331e+01
 -.433368e+00
 -.112575e+01
 -.354239e+00
 -.888221e+00
 -.641539e+00
  .137549e+01
  .173247e+01
  .220182e+01
  .102452e+01
 -.434052e+00
 -.162607e+01
 -.791600e+00
 -.295709e+00

strikes     30
) Data from file strikes.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.
) Number of strikes in the USA 1951-1980 (thousands), N = 40
) from Example 1.1.6, p. 4-5
 4737
 5117
 5091
 3468
 4320
 3825
 3673
 3694
 3708
 3333
 3367
 3614
 3362
 3655
 3963
 4405
 4595
 5045
 5700
 5716
 5138
 5010
 5353
 6074
 5031
 5648
 5506
 4230
 4827
 3885

sunspots   100
) Data from file sunspots.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.
) Wolfer annual sunspot numbers 1770-1869
) Example 3.2.9, p. 97
) Same as Series E, Box & Jenkins, P. 530, N = 100
 101
  82
  66
  35
  31
   7
  20
  92
 154
 125
  85
  68
  38
  23
  10
  24
  83
 132
 131
 118
  90
  67
  60
  47
  41
  21
  16
   6
   4
   7
  14
  34
  45
  43
  48
  42
  28
  10
   8
   2
   0
   1
   5
  12
  14
  35
  46
  41
  30
  24
  16
   7
   4
   2
   8
  17
  36
  50
  62
  67
  71
  48
  28
   8
  13
  57
 122
 138
 103
  86
  63
  37
  24
  11
  15
  40
  62
  98
 124
  96
  66
  64
  54
  39
  21
   7
   4
  23
  55
  94
  96
  77
  59
  44
  47
  30
  16
   7
  37
  74

uspop       21
) Data from file uspop.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.
) Population of the U.S.A.at 10 year intervals 1790-1990
) Example 1.1.5, p. 4, 1.3.4 p. 9
   3929214
   5308483
   7239881
   9638453
  12860702
  17063353
  23191876
  31443321
  38558371
  50189209
  62979766
  76212168
  92228496
 106021537
 123202624
 132164569
 151325798
 179323175
 203302031
 226542203
 248709873

wine       142     3
) Data from file wine.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.
) Australian red wine sales (thousands of litres)
) Monthly, Jan 80 - Oct 91
) Examples 1.1.1, 6.2.1
) Col. 1: Year (1980 - 1991)
) Col. 2: Month (1 = Jan, .., 12 = Dec.)
) Col. 3: Australian red wine sales (thousands of litres)
 1980  1   464
 1980  2   675
 1980  3   703
 1980  4   887
 1980  5  1139
 1980  6  1077
 1980  7  1318
 1980  8  1260
 1980  9  1120
 1980 10   963
 1980 11   996
 1980 12   960
 1981  1   530
 1981  2   883
 1981  3   894
 1981  4  1045
 1981  5  1199
 1981  6  1287
 1981  7  1565
 1981  8  1577
 1981  9  1076
 1981 10   918
 1981 11  1008
 1981 12  1063
 1982  1   544
 1982  2   635
 1982  3   804
 1982  4   980
 1982  5  1018
 1982  6  1064
 1982  7  1404
 1982  8  1286
 1982  9  1104
 1982 10   999
 1982 11   996
 1982 12  1015
 1983  1   615
 1983  2   722
 1983  3   832
 1983  4   977
 1983  5  1270
 1983  6  1437
 1983  7  1520
 1983  8  1708
 1983  9  1151
 1983 10   934
 1983 11  1159
 1983 12  1209
 1984  1   699
 1984  2   830
 1984  3   996
 1984  4  1124
 1984  5  1458
 1984  6  1270
 1984  7  1753
 1984  8  2258
 1984  9  1208
 1984 10  1241
 1984 11  1265
 1984 12  1828
 1985  1   809
 1985  2   997
 1985  3  1164
 1985  4  1205
 1985  5  1538
 1985  6  1513
 1985  7  1378
 1985  8  2083
 1985  9  1357
 1985 10  1536
 1985 11  1526
 1985 12  1376
 1986  1   779
 1986  2  1005
 1986  3  1193
 1986  4  1522
 1986  5  1539
 1986  6  1546
 1986  7  2116
 1986  8  2326
 1986  9  1596
 1986 10  1356
 1986 11  1553
 1986 12  1613
 1987  1   814
 1987  2  1150
 1987  3  1225
 1987  4  1691
 1987  5  1759
 1987  6  1754
 1987  7  2100
 1987  8  2062
 1987  9  2012
 1987 10  1897
 1987 11  1964
 1987 12  2186
 1988  1   966
 1988  2  1549
 1988  3  1538
 1988  4  1612
 1988  5  2078
 1988  6  2137
 1988  7  2907
 1988  8  2249
 1988  9  1883
 1988 10  1739
 1988 11  1828
 1988 12  1868
 1989  1  1138
 1989  2  1430
 1989  3  1809
 1989  4  1763
 1989  5  2200
 1989  6  2067
 1989  7  2503
 1989  8  2141
 1989  9  2103
 1989 10  1972
 1989 11  2181
 1989 12  2344
 1990  1   970
 1990  2  1199
 1990  3  1718
 1990  4  1683
 1990  5  2025
 1990  6  2051
 1990  7  2439
 1990  8  2353
 1990  9  2230
 1990 10  1852
 1990 11  2147
 1990 12  2286
 1991  1  1007
 1991  2  1665
 1991  3  1642
 1991  4  1525
 1991  5  1838
 1991  6  1892
 1991  7  2920
 1991  8  2572
 1991  9  2617
 1991 10  2047