# 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 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-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