# 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