# 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