Time Series Data

Abraham & Ledolter (1983)

SERIES 1 : QUARTERLY IOWA NONFARM INCOME ( 1948-1979 )

601 604 620 626 641 642 645 655
682 678 692 707 736 753 763 775
775 783 794 813 823 826 829 831
830 838 854 872 882 903 919 937
927 962 975 995 1001 1013 1021 1028
1027 1048 1070 1095 1113 1143 1154 1173
1178 1183 1205 1208 1209 1223 1238 1245
1258 1278 1294 1314 1323 1336 1355 1377
1416 1430 1455 1480 1514 1545 1589 1634
1669 1715 1760 1812 1809 1828 1871 1892
1946 1983 2013 2045 2048 2097 2140 2171
2208 2272 2311 2349 2362 2442 2479 2528
2571 2634 2684 2790 2890 2964 3085 3159
3237 3358 3489 3588 3624 3719 3821 3934
4028 4129 4205 4349 4463 4598 4725 4827
4939 5067 5231 5408 5492 5653 5828 5965

SERIES 2 : QUARTERLY GROWTH RATES OF IOWA NONFARM INCOME ( 1948-1979)

0.50 2.65 0.97 2.40 0.16 0.47 1.55 4.12
-0.59 2.06 2.17 4.10 2.31 1.33 1.57 0.00
1.03 1.40 2.39 1.23 0.36 0.36 0.24 -0.12
0.96 1.91 2.11 1.15 2.38 1.77 1.96 -1.07
3.78 1.35 2.05 0.60 1.20 0.79 0.69 -0.10
2.04 2.10 2.34 1.64 2.70 0.96 1.65 0.43
0.42 1.86 0.25 0.08 1.16 1.23 0.57 1.04
1.59 1.25 1.55 0.68 0.98 1.42 1.62 2.83
0.99 1.75 1.72 2.30 2.05 2.85 2.83 2.14
2.76 2.62 2.95 -0.17 1.05 2.35 1.12 2.85
1.90 1.51 1.59 0.15 2.39 2.05 1.45 1.70
2.90 1.72 1.64 0.55 3.39 1.52 1.98 1.70
2.45 1.90 3.95 3.58 2.56 4.08 2.40 2.47
3.74 3.90 2.84 1.00 2.62 2.74 2.96 2.39
2.51 1.84 3.42 2.62 3.02 2.76 2.16 2.32
2.59 3.24 3.38 1.55 2.93 3.10 2.35

SERIES 3 : MONTHLY AV. RESIDENTIAL ELECTRICITY USAGE IOWA CITY 1971-1979

454 421 389 368 460 386 501 606 539 381 396 452
470 485 456 414 388 502 543 642 617 454 429 473
504 454 424 406 384 466 668 662 672 426 415 442
483 431 402 399 374 430 666 663 501 392 400 501
543 473 451 444 384 489 763 711 598 406 415 440
523 502 439 420 387 453 630 637 576 411 455 512
530 507 436 407 392 531 710 658 500 414 418 520
535 503 464 414 383 472 676 622 652 474 422 501
536 506 477 422 385 438 546 642 566 399

SERIES 4 : MONTHLY CAR SALES IN QUEBEC 1960-1968

(12F6.0)

6550 8728 12026 14395 14587 13791 9498 8251 7049 9545 9364 8456
7237 9374 11837 13784 15926 13821 11143 7975 7610 10015 12759 8816
10677 10947 15200 17010 20900 16205 12143 8997 5568 11474 12256 10583
10862 10965 14405 20379 20128 17816 12268 8642 7962 13932 15936 12628
12267 12470 18944 21259 22015 18581 15175 10306 10792 14752 13754 11738
12181 12965 19990 23125 23541 21247 15189 14767 10895 17130 17697 16611
12674 12760 20249 22135 20677 19933 15388 15113 13401 16135 17562 14720
12225 11608 20985 19692 24081 22114 14220 13434 13598 17187 16119 13713
13210 14251 20139 21725 26099 21084 18024 16722 14385 21342 17180 14577

SERIES 5 : MONTHLY TRAFFIC FATALITIES IN ONTARIO 1960-1974

61 65 55 56 91 80 135 129 129 130 109 126
73 68 74 95 105 108 127 108 126 154 127 103
95 59 68 82 92 124 139 167 138 146 128 145
91 66 89 98 113 130 127 157 157 136 145 112
71 95 95 105 116 104 128 181 130 124 123 152
85 86 101 105 135 142 138 190 129 175 146 179
103 104 80 108 125 134 150 149 148 167 160 168
99 102 98 104 114 165 184 161 205 189 152 146
72 83 97 105 134 145 172 175 149 166 142 146
111 84 116 102 153 176 145 175 147 174 169 131
81 85 107 111 135 114 150 156 146 166 154 130
92 80 87 101 130 151 195 224 191 188 169 161
121 89 105 134 155 203 192 195 225 186 172 157
130 84 122 116 147 183 211 256 207 196 153 154
94 89 118 101 150 150 191 214 173 170 175 123

SERIES 6 : MONTHLY U.S. HOUSING STARTS (PRIVATELY OWNED 1-FAMILY) 1965-1975

52149 47205 82150 100931 98408 97351 96489 88830 80876 85750
72351 61198 46561 50361 83236 94343 84748 79828 69068 69362
59404 53530 50212 37972 40157 40274 66592 79839 87341 87594
82344 83712 78194 81704 69088 47026 45234 55431 79325 97983
86806 81424 86398 82522 80078 85560 64819 53847 51300 47909
71941 84982 91301 82741 73523 69465 71504 68039 55069 42827
33363 41367 61879 73835 74848 83007 75461 77291 75961 79393
67443 69041 54856 58287 91584 116013 115627 116946 107747 111663
102149 102882 92904 80362 76185 76306 111358 119840 135167 131870
119078 131324 120491 116990 97428 73195 77105 73560 105136 120453
131643 114822 114746 106806 84504 86004 70488 46767 43292 57593
76946 102237 96340 99318 90715 79782 73443 69460 57898 41041
39791 39959 62498 77777 92782 90284 92782 90655 84517 93826 71646 55650

SERIES 7 : QUARTERLY U.S. NEW PLANT/EQUIP. EXPENDITURES '64-'76 BILLIONS

10.00 11.85 11.70 13.42 11.20 13.63 13.65 15.93 13.33 16.05 15.92 18.22
14.46 16.69 16.20 18.12 15.10 16.85 16.79 19.03 16.04 18.81 19.25 21.46
17.47 20.33 20.26 21.66 17.68 20.60 20.14 22.79 19.38 22.01 21.86 25.20
21.50 24.73 25.04 28.48 24.10 28.16 28.23 31.92 25.82 28.43 27.79 30.74 25.87 29.70 30.41 34.52

SERIES 8 : FOUR-WEEKLY TOTALS OF BEER SHIPMENTS

18705 20232 20467 22123 25036 26839 29640 30935 28278 24235
22370 21224 21061 19598 21463 23287 24065 27447 30413 32307
32974 29973 23986 26953 24250 23518 20816 23743 25152 28804
31158 31540 32849 33748 31910 27609 25170 24040 25368 21260
24109 26320 27701 34502 33297 31252 35173 36207 31511 28560
26828 26660

SERIES 9 : MONTHLY DIFFS YIELDS: MORTGAGES AND GOVT.LOANS, HOLLAND '61-'74

0.66 0.70 0.74 0.63 0.70 0.66 0.61 0.52 0.60 0.61 0.70 1.10
1.17 1.23 0.85 0.78 0.71 0.55 0.56 0.74 0.80 0.75 0.74 0.79
0.78 1.00 1.05 1.09 1.05 0.75 0.73 0.77 0.77 0.84 0.66 0.68
0.67 0.56 0.62 0.73 0.70 0.74 0.93 1.00 1.50 1.30 1.18 1.15
1.34 1.37 1.13 1.04 0.92 1.15 0.99 1.32 1.46 1.24 1.01 1.04
1.08 0.94 0.81 1.00 0.98 1.02 1.16 0.96 1.23 1.10 1.02 1.08
1.30 0.97 0.96 0.80 0.62 0.51 0.56 0.84 0.87 0.87 0.76 0.86
0.81 0.77 0.74 0.80 0.78 0.72 0.66 0.92 0.99 0.98 0.70 0.65
0.78 0.57 0.41 0.61 0.85 0.85 1.11 1.05 0.96 1.31 1.49 1.35
1.32 1.24 1.47 1.32 1.23 1.33 1.48 1.49 1.48 1.49 1.55 1.73
1.70 1.43 1.44 1.37 1.30 1.19 1.39 1.41 1.40 1.39 1.62 1.59
1.36 1.31 0.99 0.89 0.87 0.94 1.03 1.27 1.20 1.10 0.93 1.00
1.04 1.10 1.10 1.09 1.05 0.70 0.88 0.81 1.08 1.39 1.16 0.49
0.74 0.90 0.91

SERIES 10 : MONTHLY DEMAND REPAIR PARTS LARGE/HEAVY EQUIP. IOWA 1972-1979

954 765 867 940 913 1014 801 990 712 959 828 965
915 891 991 971 1129 1091 1195 1295 1046 1121 1033 1222
1199 1012 1404 1137 1421 1162 1639 1545 1420 1916 1491 1295
1764 1727 1654 1811 1520 1635 1984 1898 1853 2015 1709 1667
1625 1562 2121 1783 1474 1657 1746 1763 1517 1457 1388 1501
1227 1342 1666 2091 1629 1451 1727 1736 1952 1420 1345 842
1576 1485 1928 2072 1887 2175 2199 1961 2091 1993 1595 1372
1607 1871 2594 1743 2267 2602 2565 2567 2344 2805

SERIES 11 : MONTHLY AV. RESIDENTIAL GAS USAGE IOWA (CUBIC FEET)*100 '71-'79

302 262 218 175 100 77 43 47 49 69 152 205
246 294 242 181 107 56 49 47 47 71 151 244
280 230 185 148 98 61 46 45 55 48 115 185
276 220 181 151 83 55 49 42 46 74 103 200
237 247 215 182 80 46 65 40 44 63 85 185
247 231 167 117 79 45 40 38 41 69 152 232
282 255 161 107 53 40 39 34 35 56 97 210
260 257 210 125 80 42 35 31 32 50 92 189
256 250 198 136 73 39 32 30 31 45

SERIES 12 : MONTHLY GASOLINE DEMAND ONTARIO GALLON MILLIONS 1960-1975

87695 86890 96442 98133 113615 123924 128924 134775 117357 114626
107677 108087 92188 88591 98683 99207 125485 124677 132543 140735
124008 121194 111634 111565 101007 94228 104255 106922 130621 125251
140318 146174 122318 128770 117518 115492 108497 100482 106140 118581
132371 132042 151938 150997 130931 137018 121271 123548 109894 106061
112539 125745 136251 140892 158390 148314 144148 140138 124075 136485
109895 109044 122499 124264 142296 150693 163331 165837 151731 142491
140229 140463 116963 118049 137869 127392 154166 160227 165869 173522
155828 153771 143963 143898 124046 121260 138870 129782 162312 167211
172897 189689 166496 160754 155582 145936 139625 137361 138963 155301
172026 165004 185861 190270 163903 174270 160272 165614 146182 137728
148932 156751 177998 174559 198079 189073 175702 180097 155202 174508
154277 144998 159644 168646 166273 190176 205541 193657 182617 189614
174176 184416 158167 156261 176353 175720 193939 201269 218960 209861
198688 190474 194502 190755 166286 170699 181468 174241 210802 212262
218099 229001 203200 212557 197095 193693 188992 175347 196265 203526
227443 233038 234119 255133 216478 232868 221616 209893 194784 189756
193522 212870 248565 221532 252642 255007 206826 233231 212678 217173
199024 191813 195997 208684 244113 243108 255918 244642 237579 237579
217775 227621

SERIES 13 : MONTHLY % CHANGES IN CANADIAN WAGES AND SALARIES '67-'75

0.71 1.47 1.61 2.97 3.58 0.94 0.68 0.32 -0.67 0.02 -2.56 -0.84
0.38 1.18 1.95 4.08 2.41 0.55 1.16 1.70 0.13 0.63 -2.19 -0.32
1.48 0.84 1.45 3.00 3.24 -0.62 0.35 3.26 -0.53 0.90 -1.31 -0.91
0.46 0.50 0.96 2.23 3.27 -1.95 0.65 3.05 0.23 -0.45 -1.78 -1.44
1.49 1.22 2.22 4.76 3.04 -2.39 0.89 3.33 -0.14 -0.47 -1.79 -0.49
0.58 2.11 0.69 3.81 3.32 -2.26 1.46 3.81 0.96 -0.03 0.50 -1.70
2.51 0.75 2.21 3.15 3.05 -2.36 0.26 4.94 1.44 -0.12 -1.08 0.19
1.03 2.12 1.58 4.51 2.96 0.30 1.66 4.65 -0.43 -0.43 1.19 -2.93
0.21 2.09 1.60 4.64 2.98 0.86 -1.88 5.01

SERIES 14 : MONTHLY SALES OF U.S. HOUSES (THOUSANDS) 1965-1975

38 44 53 49 54 57 51 58 48 44 42 37 42 43 53 49 49 40 40 36 29 31 26 23
29 32 41 44 49 47 46 47 43 45 34 31 35 43 46 46 43 41 44 47 41 40 32 32
34 40 43 42 43 44 39 40 33 32 31 28 34 29 36 42 43 44 44 48 45 44 40 37
45 49 62 62 58 59 64 62 50 52 50 44 51 56 60 65 64 63 63 72 61 65 51 47
54 58 66 63 64 60 53 52 44 40 36 28 36 42 53 53 55 48 47 43 39 33 30 23
29 33 44 54 56 51 51 53 45 45 44 38

******************************************************************************

Box & Jenkins (1976)
  • SERIES A:CHEMICAL CONCENTRATION READINGS

    17.0 16.6 16.3 16.1 17.1 16.9 16.8 17.4 17.1 17.0 16.7 17.4 17.2 17.4
    17.4 17.0 17.3 17.2 17.4 16.8 17.1 17.4 17.4 17.5 17.4 17.6 17.4 17.3
    17.0 17.8 17.5 18.1 17.5 17.4 17.4 17.1 17.6 17.7 17.4 17.8 17.6 17.5
    16.5 17.8 17.3 17.3 17.1 17.4 16.9 17.3 17.6 16.9 16.7 16.8 16.8 17.2
    16.8 17.6 17.2 16.6 17.1 16.9 16.6 18.0 17.2 17.3 17.0 16.9 17.3 16.8
    17.3 17.4 17.7 16.8 16.9 17.0 16.9 17.0 16.6 16.7 16.8 16.7 16.4 16.5
    16.4 16.6 16.5 16.7 16.4 16.4 16.2 16.4 16.3 16.4 17.0 16.9 17.1 17.1
    16.7 16.9 16.5 17.2 16.4 17.0 17.0 16.7 16.2 16.6 16.9 16.5 16.6 16.6
    17.0 17.1 17.1 16.7 16.8 16.3 16.6 16.8 16.9 17.1 16.8 17.0 17.2 17.3
    17.2 17.3 17.2 17.2 17.5 16.9 16.9 16.9 17.0 16.5 16.7 16.8 16.7 16.7
    16.6 16.5 17.0 16.7 16.7 16.9 17.4 17.1 17.0 16.8 17.2 17.2 17.4 17.2
    16.9 16.8 17.0 17.4 17.2 17.2 17.1 17.1 17.1 17.4 17.2 16.9 16.9 17.0
    16.7 16.9 17.3 17.8 17.8 17.6 17.5 17.0 16.9 17.1 17.2 17.4 17.5 17.9
    17.0 17.0 17.0 17.2 17.3 17.4 17.4 17.0 18.0 18.2 17.6 17.8 17.7 17.2
    17.4

  • SERIES B IBM COMMON STOCK CLOSING PRICES: DAILY, 17TH MAY 1961-2ND

    460 457 452 459 462 459 463 479 493 490 492 498 499 497 496 490 489 478
    487 491 487 482 479 478 479 477 479 475 479 476 476 478 479 477 476 475
    475 473 474 474 474 465 466 467 471 471 467 473 481 488 490 489 489 485
    491 492 494 499 498 500 497 494 495 500 504 513 511 514 510 509 515 519
    523 519 523 531 547 551 547 541 545 549 545 549 547 543 540 539 532 517
    527 540 542 538 541 541 547 553 559 557 557 560 571 571 569 575 580 584
    585 590 599 603 599 596 585 587 585 581 583 592 592 596 596 595 598 598
    595 595 592 588 582 576 578 589 585 580 579 584 581 581 577 577 578 580
    586 583 581 576 571 575 575 573 577 582 584 579 572 577 571 560 549 556
    557 563 564 567 561 559 553 553 553 547 550 544 541 532 525 542 555 558
    551 551 552 553 557 557 548 547 545 545 539 539 535 537 535 536 537 543
    548 546 547 548 549 553 553 552 551 550 553 554 551 551 545 547 547 537
    539 538 533 525 513 510 521 521 521 523 516 511 518 517 520 519 519 519
    518 513 499 485 454 462 473 482 486 475 459 451 453 446 455 452 457 449
    450 435 415 398 399 361 383 393 385 360 364 365 370 374 359 335 323 306
    333 330 336 328 316 320 332 320 333 344 339 350 351 350 345 350 359 375
    379 376 382 370 365 367 372 373 363 371 369 376 387 387 376 385 385 380
    373 382 377 376 379 386 387 386 389 394 393 409 411 409 408 393 391 388
    396 387 383 388 382 384 382 383 383 388 395 392 386 383 377 364 369 355
    350 353 340 350 349 358 360 360 366 359 356 355 367 357 361 355 348 343
    330 340 339 331 345 352 346 352 357

  • SERIES B' IBM COMMON STOCK CLOSING PRICES:DAILY,29.6.59-30.6.60 (N=255)

    445 448 450 447 451 453 454 454 459 440 446 443 443 440 439 435 435 436
    435 435 435 433 429 428 425 427 425 422 409 407 423 422 417 421 424 414
    419 429 426 425 424 425 425 424 425 421 414 410 411 406 406 413 411 410
    405 409 410 405 401 401 401 414 419 425 423 411 414 420 412 415 412 412
    411 412 409 407 408 415 413 413 410 405 410 412 413 411 411 409 406 407
    410 408 408 409 410 409 405 406 405 407 409 407 409 425 425 428 436 442
    442 433 435 433 435 429 439 437 439 438 435 433 437 437 444 441 440 441
    439 439 438 437 441 442 441 437 427 423 424 428 428 431 425 423 420 426
    418 416 419 418 416 419 425 421 422 422 417 420 417 418 419 419 417 419
    422 423 422 421 421 419 418 421 420 413 413 408 409 415 415 420 420 424
    426 423 423 425 431 436 436 440 436 443 445 439 443 445 450 461 471 467
    462 456 464 463 465 464 456 460 458 453 453 449 447 453 450 459 457 453
    455 453 450 456 461 463 463 461 465 473 473 475 499 485 491 496 504 504
    509 511 524 525 541 531 529 530 531 527 525 519 514 509 505 513 525 519
    519 522 522

  • SERIES C CHEMICAL PROCESS TEMPERATURE READINGS: EVERY MINUTE

    26.6 27.0 27.1 27.1 27.1 27.1 26.9 26.8 26.7 26.4 26.0 25.8 25.6 25.2
    25.0 24.6 24.2 24.0 23.7 23.4 23.1 22.9 22.8 22.7 22.6 22.4 22.2 22.0
    21.8 21.4 20.9 20.3 19.7 19.4 19.3 19.2 19.1 19.0 18.9 18.9 19.2 19.3
    19.3 19.4 19.5 19.6 19.6 19.6 19.6 19.6 19.7 19.9 20.0 20.1 20.2 20.3
    20.6 21.6 21.9 21.7 21.3 21.2 21.4 21.7 22.2 23.0 23.8 24.6 25.1 25.6
    25.8 26.1 26.3 26.3 26.2 26.0 25.8 25.6 25.4 25.2 24.9 24.7 24.5 24.4
    24.4 24.4 24.4 24.4 24.3 24.4 24.4 24.4 24.4 24.4 24.5 24.5 24.4 24.3
    24.2 24.2 24.0 23.9 23.7 23.6 23.5 23.5 23.5 23.5 23.5 23.7 23.8 23.8
    23.9 23.9 23.8 23.7 23.6 23.4 23.2 23.0 22.8 22.6 22.4 22.0 21.6 21.3
    21.2 21.2 21.1 21.0 20.9 21.0 21.0 21.1 21.2 21.1 20.9 20.8 20.8 20.8
    20.8 20.9 20.8 20.8 20.7 20.7 20.8 20.9 21.2 21.4 21.7 21.8 21.9 22.2
    22.5 22.8 23.1 23.4 23.8 24.1 24.6 24.9 24.9 25.1 25.0 25.0 25.0 25.0
    24.9 24.8 24.7 24.6 24.5 24.5 24.5 24.5 24.5 24.5 24.5 24.4 24.4 24.2
    24.2 24.1 24.1 24.0 24.0 24.0 23.9 23.8 23.8 23.7 23.7 23.6 23.7 23.6
    23.6 23.6 23.5 23.5 23.4 23.3 23.3 23.3 23.4 23.4 23.3 23.2 23.3 23.3
    23.2 23.1 22.9 22.8 22.6 22.4 22.2 21.8 21.3 20.8 20.2 19.7 19.3 19.1
    19.0 18.8

  • BOX JENKINS SERIES D : CHEMICAL PROCESS VISCOSITY READINGS

    8.0 8.0 7.4 8.0 8.0 8.0 8.0 8.8 8.4 8.4 8.0 8.2
    8.2 8.2 8.4 8.4 8.4 8.6 8.8 8.6 8.6 8.6 8.6 8.6
    8.8 8.9 9.1 9.5 8.5 8.4 8.3 8.2 8.1 8.3 8.4 8.7
    8.8 8.8 9.2 9.6 9.0 8.8 8.6 8.6 8.8 8.8 8.6 8.6
    8.4 8.3 8.4 8.3 8.3 8.1 8.2 8.3 8.5 8.1 8.1 7.9
    8.3 8.1 8.1 8.1 8.4 8.7 9.0 9.3 9.3 9.5 9.3 9.5
    9.5 9.5 9.5 9.5 9.5 9.9 9.5 9.7 9.1 9.1 8.9 9.3
    9.1 9.1 9.3 9.5 9.3 9.3 9.3 9.9 9.7 9.1 9.3 9.5
    9.4 9.0 9.0 8.8 9.0 8.8 8.6 8.6 8.0 8.0 8.0 8.0
    8.6 8.0 8.0 8.0 7.6 8.6 9.6 9.6 10.0 9.4 9.3 9.2
    9.5 9.5 9.5 9.9 9.9 9.5 9.3 9.5 9.5 9.1 9.3 9.5
    9.3 9.1 9.3 9.1 9.5 9.4 9.5 9.6 10.2 9.8 9.6 9.6
    9.4 9.4 9.4 9.4 9.6 9.6 9.4 9.4 9.0 9.4 9.4 9.6
    9.4 9.2 8.8 8.8 9.2 9.2 9.6 9.6 9.8 9.8 10.0 10.0
    9.4 9.8 8.8 8.8 8.8 8.8 9.6 9.6 9.6 9.2 9.2 9.0
    9.0 9.0 9.4 9.0 9.0 9.4 9.4 9.6 9.4 9.6 9.6 9.6
    10.0 10.0 9.6 9.2 9.2 9.2 9.0 9.0 9.6 9.8 10.2 10.0
    10.0 10.0 9.4 9.2 9.6 9.7 9.7 9.8 9.8 9.8 10.0 10.0
    8.6 9.0 9.4 9.4 9.4 9.4 9.4 9.6 10.0 10.0 9.8 9.8
    9.7 9.6 9.4 9.2 9.0 9.4 9.6 9.6 9.6 9.6 9.6 9.6
    9.0 9.4 9.4 9.4 9.6 9.4 9.6 9.6 9.8 9.8 9.8 9.6
    9.2 9.6 9.2 9.2 9.6 9.6 9.6 9.6 9.6 9.6 10.0 10.0
    10.4 10.4 9.8 9.0 9.6 9.8 9.6 8.6 8.0 8.0 8.0 8.0
    8.4 8.8 8.4 8.4 9.0 9.0 9.4 10.0 10.0 10.0 10.2 10.0
    10.0 9.6 9.0 9.0 8.6 9.0 9.6 9.6 9.0 9.0 8.9 8.8
    8.7 8.6 8.3 7.9 8.5 8.7 8.9 9.1 9.1 9.1

  • SERIES E WOELFER SUNSPOT NUMBERS:YEARLY (N=100) 1770-1869

    101 82 66 35 31 7 20 92154125 85 68 38 23 10 24 83132131118 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 57122138103 86 63 37
    24 11 15 40 62 98124 96 66 64 54 39 21 7 4 23 55 94 96 77 59 44 47 30
    16 7 37 74

  • BOX JENKINS : SERIES F : BATCH CHEMICAL PROCESS

    47 64 23 71 38 64 55 41 59 48 71 35 57 40
    58 44 80 55 37 74 51 57 50 60 45 57 50 45
    25 59 50 71 56 74 50 58 45 54 36 54 48 55
    45 57 50 62 44 64 43 52 38 59 55 41 53 49
    34 35 54 45 68 38 50 60 39 59 40 57 54 23

  • SERIES G INTERNATIONAL AIRLINE PASSENGERS:MONTHLY TOTALS

    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

    SERIES J : GAS FURNACE DATA (i) INPUT GASRATE in cu. ft/mim

    -.109 .000 .178 .339 .373 .441 .461 .348 .127 -.180
    -.588 -1.055 -1.421 -1.520 -1.302 -.814 -.475 -.193 .088 .435
    .771 .866 .875 .891 .987 1.263 1.775 1.976 1.934 1.866
    1.832 1.767 1.608 1.265 .790 .360 .115 .088 .331 .645
    .960 1.409 2.670 2.834 2.812 2.483 1.929 1.485 1.214 1.239
    1.608 1.905 2.023 1.815 .535 .122 .009 .164 .671 1.019
    1.146 1.155 1.112 1.121 1.223 1.257 1.157 .913 .620 .255
    -.280 -1.080 -1.551 -1.799 -1.825 -1.456 -.944 -.570 -.431 -.577
    -.960 -1.616 -1.875 -1.891 -1.746 -1.474 -1.201 -.927 -.524 .040
    .788 .943 .930 1.006 1.137 1.198 1.054 .595 -.080 -.314
    -.288 -.153 -.109 -.187 -.255 -.229 -.007 .254 .330 .102
    -.423 -1.139 -2.275 -2.594 -2.716 -2.510 -1.790 -1.346 -1.081 -.910
    -.876 -.885 -.800 -.544 -.416 -.271 .000 .403 .841 1.285
    1.607 1.746 1.683 1.485 .993 .648 .577 .577 .632 .747
    .900 .993 .968 .790 .399 -.161 -.553 -.603 -.424 -.194
    -.049 .060 .161 .301 .517 .566 .560 .573 .592 .671
    .933 1.337 1.460 1.353 .772 .218 -.237 -.714 -1.099 -1.269
    -1.175 -.676 .033 .556 .643 .484 .109 -.310 -.697 -1.047
    -1.218 -1.183 -.873 -.336 .063 .084 .000 .001 .209 .556
    .782 .858 .918 .862 .416 -.336 -.959 -1.813 -2.378 -2.499
    -2.473 -2.330 -2.053 -1.739 -1.261 -.569 -.137 -.024 -.050 -.135
    -.276 -.534 -.871 -1.243 -1.439 -1.422 -1.175 -.813 -.634 -.582
    -.625 -.713 -.848 -1.039 -1.346 -1.628 -1.619 -1.149 -.488 -.160
    -.007 -.092 -.620 -1.086 -1.525 -1.858 -2.029 -2.024 -1.961 -1.952
    -1.794 -1.302 -1.030 -.918 -.798 -.867 -1.047 -1.123 -.876 -.395
    .185 .662 .709 .605 .501 .603 .943 1.223 1.249 .824
    .102 .025 .382 .922 1.032 .866 .527 .093 -.458 -.748
    -.947 -1.029 -.928 -.645 -.424 -.276 -.158 -.033 .102 .251
    .280 .000 -.493 -.759 -.824 -.740 -.528 -.204 .034 .204
    .253 .195 .131 .017 -.182 -.262

    SERIES J : GAS FURNACE DATA (ii) % CO2 in outlet gas

    53.8 53.6 53.5 53.5 53.4 53.1 52.7 52.4 52.2 52.0
    52.0 52.4 53.0 54.0 54.9 56.0 56.8 56.8 56.4 55.7
    55.0 54.3 53.2 52.3 51.6 51.2 50.8 50.5 50.0 49.2
    48.4 47.9 47.6 47.5 47.5 47.6 48.1 49.0 50.0 51.1
    51.8 51.9 51.7 51.2 50.0 48.3 47.0 45.8 45.6 46.0
    46.9 47.8 48.2 48.3 47.9 47.2 47.2 48.1 49.4 50.6
    51.5 51.6 51.2 50.5 50.1 49.8 49.6 49.4 49.3 49.2
    49.3 49.7 50.3 51.3 52.8 54.4 56.0 56.9 57.5 57.3
    56.6 56.0 55.4 55.4 56.4 57.2 58.0 58.4 58.4 58.1
    57.7 57.0 56.0 54.7 53.2 52.1 51.6 51.0 50.5 50.4
    51.0 51.8 52.4 53.0 53.4 53.6 53.7 53.8 53.8 53.8
    53.3 53.0 52.9 53.4 54.6 56.4 58.0 59.4 60.2 60.0
    59.4 58.4 57.6 56.9 56.4 56.0 55.7 55.3 55.0 54.4
    53.7 52.8 51.6 50.6 49.4 48.8 48.5 48.7 49.2 49.8
    50.4 50.7 50.9 50.7 50.5 50.4 50.2 50.4 51.2 52.3
    53.2 53.9 54.1 54.0 53.6 53.2 53.0 52.8 52.3 51.9
    51.6 51.6 51.4 51.2 50.7 50.0 49.4 49.3 49.7 50.6
    51.8 53.0 54.0 55.3 55.9 55.9 54.6 53.5 52.4 52.1
    52.3 53.0 53.8 54.6 55.4 55.9 55.9 55.2 54.4 53.7
    53.6 53.6 53.2 52.5 52.0 51.4 51.0 50.9 52.4 53.5
    55.6 58.0 59.5 60.0 60.4 60.5 60.2 59.7 59.0 57.6
    56.4 55.2 54.5 54.1 54.1 54.4 55.5 56.2 57.0 57.3
    57.4 57.0 56.4 55.9 55.5 55.3 55.2 55.4 56.0 56.5
    57.1 57.3 56.8 55.6 55.0 54.1 54.3 55.3 56.4 57.2
    57.8 58.3 58.6 58.8 58.8 58.6 58.0 57.4 57.0 56.4
    56.3 56.4 56.4 56.0 55.2 54.0 53.0 52.0 51.6 51.6
    51.1 50.4 50.0 50.0 52.0 54.0 55.1 54.5 52.8 51.4
    50.8 51.2 52.0 52.8 53.8 54.5 54.9 54.9 54.8 54.4
    53.7 53.3 52.8 52.6 52.6 53.0 54.3 56.0 57.0 58.0
    58.6 58.5 58.3 57.8 57.3 57.0

  • SERIES M SALES DATA WITH LEADING INDICATOR

    10.01 10.07 10.32 9.75 10.33 10.13 10.36 10.32 10.13 10.16
    10.62 10.86 11.20 10.74 10.56 10.48 10.77 11.33 10.96 11.16
    11.39 11.42 11.94 11.24 11.59 10.96 11.40 11.02 11.01 11.23
    10.83 10.84 11.14 10.38 10.90 11.05 11.11 11.01 11.22 11.21
    11.69 10.93 10.99 11.01 10.84 10.76 10.77 10.88 10.49 10.50
    10.98 10.61 10.48 10.53 11.07 10.61 10.86 10.34 10.78 10.80
    10.44 10.50 10.75 10.40 10.40 10.34 10.55 10.46 10.82 10.91
    10.67 11.11 10.88 11.28 11.27 11.44 11.52 12.10 11.83 12.62
    12.43 12.73 13.01 12.74 12.73 12.76 12.92 12.64 12.79 13.05
    13.01 12.90 13.12 12.47 12.47 12.94 13.10 12.91 13.39 13.13
    13.34 13.14 13.49 13.87 13.39 13.59 13.27 13.70 13.20 13.32
    13.30 12.94 13.29 13.26 13.08 13.24 13.31 13.52 13.02 13.25
    13.26 13.11 13.30 13.06 13.32 13.10 13.27 13.64 13.58 13.87
    13.41 13.25 13.50 13.58 13.51 13.77 13.40

  • SERIES M SALES DATA WITH SALES

    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
    250.4 250.7 253.0 253.7 255.0 216.2 256.0 257.4 260.4 260.0 261.3 260.4
    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

    ******************************************************************************

    Chris Chatfield - The 6th edn in 2003.
  • Figure 1.1 - the Beveridge wheat price index series is available in many places, such as www.york.ac.uk/depts/maths/data/ts/
  • Figure 1.2 Average air temperature (deg C) in Recife in successive months for 1953-1962.

    26.8 27.2 27.1 26.3 25.4 23.9 23.8 23.6 25.3 25.8 26.4 26.9
    27.1 27.5 27.4 26.4 24.8 24.3 23.4 23.4 24.6 25.4 25.8 26.7
    26.9 26.3 25.7 25.7 24.8 24.0 23.4 23.5 24.8 25.6 26.2 26.5
    26.8 26.9 26.7 26.1 26.2 24.7 23.9 23.7 24.7 25.8 26.1 26.5
    26.3 27.1 26.2 25.7 25.5 24.9 24.2 24.6 25.5 25.9 26.4 26.9
    27.1 27.1 27.4 26.8 25.4 24.8 23.6 23.9 25.0 25.9 26.3 26.6
    26.8 27.1 27.4 26.4 25.5 24.7 24.3 24.4 24.8 26.2 26.3 27.0
    27.1 27.5 26.2 28.2 27.1 25.4 25.6 24.5 24.7 26.0 26.5 26.8
    26.3 26.7 26.6 25.8 25.2 25.1 23.3 23.8 25.2 25.5 26.4 26.7
    27.0 27.4 27.0 26.3 25.9 24.6 24.1 24.3 25.2 26.3 26.4 26.7

  • Figure 1.3 - The Chatfield-Prothero data for Company X. Monthly sales for January 1965 to November 1971. From Series A, 1973, p. 295-. Includes the last 6 observations from the follow-up paper replying to the Box and Jenkins paper - see p. 251 of Series A 1973.

    154 96 73 49 36 59 95 169 210 278 298 245
    200 118 90 79 78 91 167 169 289 347 375 203
    223 104 107 85 75 99 135 211 335 460 488 326
    346 261 224 141 148 145 223 272 445 560 612 467
    518 404 300 210 196 186 247 343 464 680 711 610
    613 392 273 322 189 257 324 404 677 858 895 664
    628 308 324 248 272 260 304 390 614 783 872

  • Example 5.1 in 6th edn. Values are coded - hence no unit of measurement. Time period from Aug 1988 to July 1992 - 4 years.

    361 307 337 384 357 310 374 338 345 376 378 379 385 329 399
    359 365 493 390 340 383 394 388 444 375 379 419 432 396 528
    437 421 459 456 458 444 412 441 465 438 434 533 441 467 426
    455 415 401

  • Figure 11.1 - the sunspots data is available in many places but is repeated here for convenience. Monthly sunspots numbers from 1749 to 1983.

    58.0 62.6 70.0 55.7 85.0 83.5 94.8 66.3 75.9 75.5 158.6 85.2
    73.3 75.9 89.2 88.3 90.0 100.0 85.4 103.0 91.2 65.7 63.3 75.4
    70.0 43.5 45.3 56.4 60.7 50.7 66.3 59.8 23.5 23.2 28.5 44.0
    35.0 50.0 71.0 59.3 59.7 39.6 78.4 29.3 27.1 46.6 37.6 40.0
    44.0 32.0 45.7 38.0 36.0 31.7 22.2 39.0 28.0 25.0 20.0 6.7
    0.0 3.0 1.7 13.7 20.7 26.7 18.8 12.3 8.2 24.1 13.2 4.2
    10.2 11.2 6.8 6.5 0.0 0.0 8.6 3.2 17.8 23.7 6.8 20.0
    12.5 7.1 5.4 9.4 12.5 12.9 3.6 6.4 11.8 14.3 17.0 9.4
    14.1 21.2 26.2 30.0 38.1 12.8 25.0 51.3 39.7 32.5 64.7 33.5
    37.6 52.0 49.0 72.3 46.4 45.0 44.0 38.7 62.5 37.7 43.0 43.0
    48.3 44.0 46.8 47.0 49.0 50.0 51.0 71.3 77.2 59.7 46.3 57.0
    67.3 59.5 74.7 58.3 72.0 48.3 66.0 75.6 61.3 50.6 59.7 61.0
    70.0 91.0 80.7 71.7 107.2 99.3 94.1 91.1 100.7 88.7 89.7 46.0
    43.8 72.8 45.7 60.2 39.9 77.1 33.8 67.7 68.5 69.3 77.8 77.2
    56.5 31.9 34.2 32.9 32.7 35.8 54.2 26.5 68.1 46.3 60.9 61.4
    59.7 59.7 40.2 34.4 44.3 30.0 30.0 30.0 28.2 28.0 26.0 25.7
    24.0 26.0 25.0 22.0 20.2 20.0 27.0 29.7 16.0 14.0 14.0 13.0
    12.0 11.0 36.6 6.0 26.8 3.0 3.3 4.0 4.3 5.0 5.7 19.2
    27.4 30.0 43.0 32.9 29.8 33.3 21.9 40.8 42.7 44.1 54.7 53.3
    53.5 66.1 46.3 42.7 77.7 77.4 52.6 66.8 74.8 77.8 90.6 111.8
    73.9 64.2 64.3 96.7 73.6 94.4 118.6 120.3 148.8 158.2 148.1 112.0
    104.0 142.5 80.1 51.0 70.1 83.3 109.8 126.3 104.4 103.6 132.2 102.3
    36.0 46.2 46.7 64.9 152.7 119.5 67.7 58.5 101.4 90.0 99.7 95.7
    100.9 90.8 31.1 92.2 38.0 57.0 77.3 56.2 50.5 78.6 61.3 64.0
    54.6 29.0 51.2 32.9 41.1 28.4 27.7 12.7 29.3 26.3 40.9 43.2
    46.8 65.4 55.7 43.8 51.3 28.5 17.5 6.6 7.9 14.0 17.7 12.2
    4.4 0.0 11.6 11.2 3.9 12.3 1.0 7.9 3.2 5.6 15.1 7.9
    21.7 11.6 6.3 21.8 11.2 19.0 1.0 24.2 16.0 30.0 35.0 40.0
    45.0 36.5 39.0 95.5 80.3 80.7 95.0 112.0 116.2 106.5 146.0 157.3
    177.3 109.3 134.0 145.0 238.9 171.6 153.0 140.0 171.7 156.3 150.3 105.0
    114.7 165.7 118.0 145.0 140.0 113.7 143.0 112.0 111.0 124.0 114.0 110.0
    70.0 98.0 98.0 95.0 107.2 88.0 86.0 86.0 93.7 77.0 60.0 58.7
    98.7 74.7 53.0 68.3 104.7 97.7 73.5 66.0 51.0 27.3 67.0 35.2
    54.0 37.5 37.0 41.0 54.3 38.0 37.0 44.0 34.0 23.2 31.5 30.0
    28.0 38.7 26.7 28.3 23.0 25.2 32.2 20.0 18.0 8.0 15.0 10.5
    13.0 8.0 11.0 10.0 6.0 9.0 6.0 10.0 10.0 8.0 17.0 14.0
    6.5 8.0 9.0 15.7 20.7 26.3 36.3 20.0 32.0 47.2 40.2 27.3
    37.2 47.6 47.7 85.4 92.3 59.0 83.0 89.7 111.5 112.3 116.0 112.7
    134.7 106.0 87.4 127.2 134.8 99.2 128.0 137.2 157.3 157.0 141.5 174.0
    138.0 129.2 143.3 108.5 113.0 154.2 141.5 136.0 141.0 142.0 94.7 129.5
    114.0 125.3 120.0 123.3 123.5 120.0 117.0 103.0 112.0 89.7 134.0 135.5
    103.0 127.5 96.3 94.0 93.0 91.0 69.3 87.0 77.3 84.3 82.0 74.0
    72.7 62.0 74.0 77.2 73.7 64.2 71.0 43.0 66.5 61.7 67.0 66.0
    58.0 64.0 63.0 75.7 62.0 61.0 45.8 60.0 59.0 59.0 57.0 56.0
    56.0 55.0 55.5 53.0 52.3 51.0 50.0 29.3 24.0 47.0 44.0 45.7
    45.0 44.0 38.0 28.4 55.7 41.5 41.0 40.0 11.1 28.5 67.4 51.4
    21.4 39.9 12.6 18.6 31.0 17.1 12.9 25.7 13.5 19.5 25.0 18.0
    22.0 23.8 15.7 31.7 21.0 6.7 26.9 1.5 18.4 11.0 8.4 5.1
    14.4 4.2 4.0 4.0 7.3 11.1 4.3 6.0 5.7 6.9 5.8 3.0
    2.0 4.0 12.4 1.1 0.0 0.0 0.0 3.0 2.4 1.5 12.5 9.9
    1.6 12.6 21.7 8.4 8.2 10.6 2.1 0.0 0.0 4.6 2.7 8.6
    6.9 9.3 13.9 0.0 5.0 23.7 21.0 19.5 11.5 12.3 10.5 40.1
    27.0 29.0 30.0 31.0 32.0 31.2 35.0 38.7 33.5 32.6 39.8 48.2
    47.8 47.0 40.8 42.0 44.0 46.0 48.0 50.0 51.8 38.5 34.5 50.0
    50.0 50.8 29.5 25.0 44.3 36.0 48.3 34.1 45.3 54.3 51.0 48.0
    45.3 48.3 48.0 50.6 33.4 34.8 29.8 43.1 53.0 62.3 61.0 60.0
    61.0 44.1 51.4 37.5 39.0 40.5 37.6 42.7 44.4 29.4 41.0 38.3
    39.0 29.6 32.7 27.7 26.4 25.6 30.0 26.3 24.0 27.0 25.0 24.0
    12.0 12.2 9.6 23.8 10.0 12.0 12.7 12.0 5.7 8.0 2.6 0.0
    0.0 4.5 0.0 12.3 13.5 13.5 6.7 8.0 11.7 4.7 10.5 12.3
    7.2 9.2 0.9 2.5 2.0 7.7 0.3 0.2 0.4 0.0 0.0 0.0
    0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
    0.0 0.0 0.0 0.0 0.0 0.0 6.6 0.0 2.4 6.1 0.8 1.1
    11.3 1.9 0.7 0.0 1.0 1.3 0.5 15.6 5.2 3.9 7.9 10.1
    0.0 10.3 1.9 16.6 5.5 11.2 18.3 8.4 15.3 27.8 16.7 14.3
    22.2 12.0 5.7 23.8 5.8 14.9 18.5 2.3 8.1 19.3 14.5 20.1
    19.2 32.2 26.2 31.6 9.8 55.9 35.5 47.2 31.5 33.5 37.2 65.0
    26.3 68.8 73.7 58.8 44.3 43.6 38.8 23.2 47.8 56.4 38.1 29.9
    36.4 57.9 96.2 26.4 21.2 40.0 50.0 45.0 36.7 25.6 28.9 28.4
    34.9 22.4 25.4 34.5 53.1 36.4 28.0 31.5 26.1 31.7 10.9 25.8
    32.5 20.7 3.7 20.2 19.6 35.0 31.4 26.1 14.9 27.5 25.1 30.6
    19.2 26.6 4.5 19.4 29.3 10.8 20.6 25.9 5.2 9.0 7.9 9.7
    21.5 4.3 5.7 9.2 1.7 1.8 2.5 4.8 4.4 18.8 4.4 0.0
    0.0 0.9 16.1 13.5 1.5 5.6 7.9 2.1 0.0 0.4 0.0 0.0
    0.0 0.0 0.6 0.0 0.0 0.0 0.5 0.0 0.0 0.0 0.0 20.4
    21.6 10.8 0.0 19.4 2.8 0.0 0.0 1.4 20.5 25.2 0.0 0.8
    5.0 15.5 22.4 3.8 15.4 15.4 30.9 25.4 15.7 15.6 11.7 22.0
    17.7 18.2 36.7 24.0 32.4 37.1 52.5 39.6 18.9 50.6 39.5 68.1
    34.6 47.4 57.8 46.0 56.3 56.7 42.9 53.7 49.6 57.2 48.2 46.1
    52.8 64.4 65.0 61.1 89.1 98.0 54.3 76.4 50.4 54.7 57.0 46.6
    43.0 49.4 72.3 95.0 67.5 73.9 90.8 78.3 52.8 57.2 67.6 56.5
    52.2 72.1 84.6 107.1 66.3 65.1 43.9 50.7 62.1 84.4 81.2 82.1
    47.5 50.1 93.4 54.6 38.1 33.4 45.2 54.9 37.9 46.2 43.5 28.9
    30.9 55.5 55.1 26.9 41.3 26.7 13.9 8.9 8.2 21.1 14.3 27.5
    11.3 14.9 11.8 2.8 12.9 1.0 7.0 5.7 11.6 7.5 5.9 9.9
    4.9 18.1 3.9 1.4 8.8 7.8 8.7 4.0 11.5 24.8 30.5 34.5
    7.5 24.5 19.7 61.5 43.6 33.2 59.8 59.0 100.8 95.2 100.0 77.5
    88.6 107.6 98.1 142.9 111.4 124.7 116.7 107.8 95.1 137.4 120.9 206.2
    188.0 175.6 134.6 138.2 111.3 158.0 162.8 134.0 96.3 123.7 107.0 129.8
    144.9 84.8 140.8 126.6 137.6 94.5 108.2 78.8 73.6 90.8 77.4 79.8
    107.6 102.5 77.7 61.8 53.8 54.6 84.7 131.2 132.7 90.8 68.8 63.6
    81.2 87.7 55.5 65.9 69.2 48.5 60.7 57.8 74.0 49.8 54.3 53.7
    24.0 29.9 29.7 42.6 67.4 55.7 30.8 39.3 35.1 28.5 19.8 38.8
    20.4 22.1 21.7 26.9 24.9 20.5 12.6 26.5 18.5 38.1 40.5 17.6
    13.3 3.5 8.3 8.8 21.1 10.5 9.5 11.8 4.2 5.3 19.1 12.7
    9.4 14.7 13.6 20.8 12.0 3.7 21.2 23.9 6.9 21.5 10.7 21.6
    25.7 43.6 43.3 56.9 47.8 31.1 30.6 32.3 29.6 40.7 39.4 59.7
    38.7 51.0 63.9 69.2 59.9 65.1 46.5 54.8 107.1 55.9 60.4 65.5
    62.6 44.9 85.7 44.7 75.4 85.3 52.2 140.6 161.2 180.4 138.9 109.6
    159.1 111.8 108.9 107.1 102.2 123.8 139.2 132.5 100.3 132.4 114.6 159.9
    156.7 131.7 96.5 102.5 80.6 81.2 78.0 61.3 93.7 71.5 99.7 97.0
    78.0 89.4 82.6 44.1 61.6 70.0 39.1 61.6 86.2 71.0 54.8 60.0
    75.5 105.4 64.6 56.5 62.6 63.2 36.1 57.4 67.9 62.5 50.9 71.4
    68.4 67.5 61.2 65.4 54.9 46.9 42.0 39.7 37.5 67.3 54.3 45.4
    41.1 42.9 37.7 47.6 34.7 40.0 45.9 50.4 33.5 42.3 28.8 23.4
    15.4 20.0 20.7 26.4 24.0 21.1 18.7 15.8 22.4 12.7 28.2 21.4
    12.3 11.4 17.4 4.4 9.1 5.3 0.4 3.1 0.0 9.7 4.3 3.1
    0.5 4.9 0.4 6.5 0.0 5.0 4.6 5.9 4.4 4.5 7.7 7.2
    13.7 7.4 5.2 11.1 29.2 16.0 22.2 16.9 42.4 40.6 31.4 37.2
    39.0 34.9 57.5 38.3 41.4 44.5 56.7 55.3 80.1 91.2 51.9 66.9
    83.7 87.6 90.3 85.7 91.0 87.1 95.2 106.8 105.8 114.6 97.2 81.0
    81.5 88.0 98.9 71.4 107.1 108.6 116.7 100.3 92.2 90.1 97.9 95.6
    62.3 77.8 101.0 98.5 56.8 87.8 78.0 82.5 79.9 67.2 53.7 80.5
    63.1 64.5 43.6 53.7 64.4 84.0 73.4 62.5 66.6 42.0 50.6 40.9
    48.3 56.7 66.4 40.6 53.8 40.8 32.7 48.1 22.0 39.9 37.7 41.2
    57.7 47.1 66.3 35.8 40.6 57.8 54.7 54.8 28.5 33.9 57.6 28.6
    48.7 39.3 39.5 29.4 34.5 33.6 26.8 37.8 21.6 17.1 24.6 12.8
    31.6 38.4 24.6 17.6 12.9 16.5 9.3 12.7 7.3 14.1 9.0 1.5
    0.0 0.7 9.2 5.1 2.9 1.5 5.0 4.9 9.8 13.5 9.3 25.2
    15.6 15.8 26.5 36.6 26.7 31.1 28.6 34.4 43.8 61.7 59.1 67.6
    60.9 59.3 52.7 41.0 104.0 108.4 59.2 79.6 80.6 59.4 77.4 104.3
    77.3 114.9 159.4 160.0 176.0 135.6 132.4 153.8 136.0 146.4 147.5 130.0
    88.3 125.3 143.2 162.4 145.5 91.7 103.0 110.0 80.3 89.0 105.4 90.3
    79.5 120.1 88.4 102.1 107.6 109.9 105.5 92.9 114.6 103.5 112.0 83.9
    86.7 107.0 98.3 76.2 47.9 44.8 66.9 68.2 47.5 47.4 55.4 49.2
    60.8 64.2 46.4 32.0 44.6 38.2 67.8 61.3 28.0 34.3 28.9 29.3
    14.6 22.2 33.8 29.1 11.5 23.9 12.5 14.6 2.4 12.7 17.7 9.9
    14.3 15.0 31.2 2.3 5.1 1.6 15.2 8.8 9.9 14.3 9.9 8.2
    24.4 8.7 11.7 15.8 21.2 13.4 5.9 6.3 16.4 6.7 14.5 2.3
    3.3 6.0 7.8 0.1 5.8 6.4 0.1 0.0 5.3 1.1 4.1 0.5
    0.8 0.6 0.0 6.2 2.4 4.8 7.5 10.7 6.1 12.3 12.9 7.2
    24.0 27.5 19.5 19.3 23.5 34.1 21.9 48.1 66.0 43.0 30.7 29.6
    36.4 53.2 51.5 51.7 43.5 60.5 76.9 58.0 53.2 64.0 54.8 47.3
    45.0 69.3 67.5 95.8 64.1 45.2 45.4 40.4 57.7 59.2 84.4 41.8
    60.6 46.9 42.8 82.1 32.1 76.5 80.6 46.0 52.6 83.8 84.5 75.9
    91.5 86.9 86.8 76.1 66.5 51.2 53.1 55.8 61.9 47.8 36.6 47.2
    42.8 71.8 49.8 55.0 73.0 83.7 66.5 50.0 39.6 38.7 33.3 21.7
    29.9 25.9 57.3 43.7 30.7 27.1 30.3 16.9 21.4 8.6 0.3 12.4
    10.3 13.2 4.2 6.9 20.0 15.7 23.3 21.4 7.4 6.6 6.9 20.7
    12.7 7.1 7.8 5.1 7.0 7.1 3.1 2.8 8.8 2.1 10.7 6.7
    0.8 8.5 7.0 4.3 2.4 6.4 9.7 20.6 6.5 2.1 0.2 6.7
    5.3 0.6 5.1 1.6 4.8 1.3 11.6 8.5 17.2 11.2 9.6 7.8
    13.5 22.2 10.4 20.5 41.1 48.3 58.8 33.2 53.8 51.5 41.9 32.3
    69.1 75.6 49.9 69.6 79.6 76.3 76.8 101.4 62.8 70.5 65.4 78.6
    75.0 73.0 65.7 88.1 84.7 88.2 88.8 129.2 77.9 79.7 75.1 93.8
    83.2 84.6 52.3 81.6 101.2 98.9 106.0 70.3 65.9 75.5 56.6 60.0
    63.3 67.2 61.0 76.9 67.5 71.5 47.8 68.9 57.7 67.9 47.2 70.7
    29.0 57.4 52.0 43.8 27.7 49.0 45.0 27.2 61.3 28.4 38.0 42.6
    40.6 29.4 29.1 31.0 20.0 11.3 27.6 21.8 48.1 14.3 8.4 33.3
    30.2 36.4 38.3 14.5 25.8 22.3 9.0 31.4 34.8 34.4 30.9 12.6
    19.5 9.2 18.1 14.2 7.7 20.5 13.5 2.9 8.4 13.0 7.8 10.5
    9.4 13.6 8.6 16.0 15.2 12.1 8.3 4.3 8.3 12.9 4.5 0.3
    0.2 2.4 4.5 0.0 10.2 5.8 0.7 1.0 0.6 3.7 3.8 0.0
    5.2 0.0 12.4 0.0 2.8 1.4 0.9 2.3 7.6 16.3 10.3 1.1
    8.3 17.0 13.5 26.1 14.6 16.3 27.9 28.8 11.1 38.9 44.5 45.6
    31.6 24.5 37.2 43.0 39.5 41.9 50.6 58.2 30.1 54.2 38.0 54.6
    54.8 85.8 56.5 39.3 48.0 49.0 73.0 58.8 55.0 78.7 107.2 55.5
    45.5 31.3 64.5 55.3 57.7 63.2 103.6 47.7 56.1 17.8 38.9 64.7
    76.4 108.2 60.7 52.6 42.9 40.4 49.7 54.3 85.0 65.4 61.5 47.3
    39.2 33.9 28.7 57.6 40.8 48.1 39.5 90.5 86.9 32.3 45.5 39.5
    56.7 46.6 66.3 32.3 36.0 22.6 35.8 23.1 38.8 58.4 55.8 54.2
    26.4 31.5 21.4 8.4 22.2 12.3 14.1 11.5 26.2 38.3 4.9 5.8
    3.4 9.0 7.8 16.5 9.0 2.2 3.5 4.0 4.0 2.6 4.2 2.2
    0.3 0.0 4.9 4.5 4.4 4.1 3.0 0.3 9.5 4.6 1.1 6.4
    2.3 2.9 0.5 0.9 0.0 0.0 1.7 0.2 1.2 3.1 0.7 3.8
    2.8 2.6 3.1 17.3 5.2 11.4 5.4 7.7 12.7 8.2 16.4 22.3
    23.0 42.3 38.8 41.3 33.0 68.8 71.6 69.6 49.5 53.5 42.5 34.5
    45.3 55.4 67.0 71.8 74.5 67.7 53.5 35.2 45.1 50.7 65.6 53.0
    74.7 71.9 94.8 74.7 114.1 114.9 119.8 154.5 129.4 72.2 96.4 129.3
    96.0 65.3 72.2 80.5 76.7 59.4 107.6 101.7 79.9 85.0 83.4 59.2
    48.1 79.5 66.5 51.8 88.1 111.2 64.7 69.0 54.7 52.8 42.0 34.9
    51.1 53.9 70.2 14.8 33.3 38.7 27.5 19.2 36.3 49.6 27.2 29.9
    31.5 28.3 26.7 32.4 22.2 33.7 41.9 22.8 17.8 18.2 17.8 20.3
    11.8 26.4 54.7 11.0 8.0 5.8 10.9 6.5 4.7 6.2 7.4 17.5
    4.5 1.5 3.3 6.1 3.2 9.1 3.5 0.5 13.2 11.6 10.0 2.8
    0.5 5.1 1.8 11.3 20.8 24.0 28.1 19.3 25.1 25.6 22.5 16.5
    5.5 23.2 18.0 31.7 42.8 47.5 38.5 37.9 60.2 69.2 58.6 98.6
    71.8 70.0 62.5 38.5 64.3 73.5 52.3 61.6 60.8 71.5 60.5 79.4
    81.6 93.0 69.6 93.5 79.1 59.1 54.9 53.8 68.4 63.1 67.2 45.2
    83.5 73.5 85.4 80.6 76.9 91.4 98.0 83.8 89.7 61.4 50.3 59.0
    68.9 64.1 50.2 52.8 58.2 71.9 70.2 65.8 34.4 54.0 81.1 108.0
    65.3 49.2 35.0 38.2 36.8 28.8 21.9 24.9 32.1 34.4 35.6 25.8
    14.6 43.1 30.0 31.2 24.6 15.3 17.4 13.0 19.0 10.0 18.7 17.8
    12.1 10.6 11.2 11.2 17.9 22.2 9.6 6.8 4.0 8.9 8.2 11.0
    12.3 22.2 10.1 2.9 3.2 5.2 2.8 0.2 5.1 3.0 0.6 0.3
    3.4 7.8 4.3 11.3 19.7 6.7 9.3 8.3 4.0 5.7 8.7 15.4
    18.9 20.5 23.1 12.2 27.3 45.7 33.9 30.1 42.1 53.2 64.2 61.5
    62.8 74.3 77.1 74.9 54.6 70.0 52.3 87.0 76.0 89.0 115.4 123.4
    132.5 128.5 83.9 109.3 116.7 130.3 145.1 137.7 100.7 124.9 74.4 88.8
    98.4 119.2 86.5 101.0 127.4 97.5 165.3 115.7 89.6 99.1 122.2 92.7
    80.3 77.4 64.6 109.1 118.3 101.0 97.6 105.8 112.6 88.1 68.1 42.1
    50.5 59.4 83.3 60.7 54.4 83.9 67.5 105.5 66.5 55.0 58.4 68.3
    45.6 44.5 46.4 32.8 29.5 59.8 66.9 60.0 65.9 46.3 38.3 33.7
    35.6 52.8 54.2 60.7 25.0 11.4 17.7 20.2 17.2 19.2 30.7 22.5
    12.4 28.9 27.4 26.1 14.1 7.6 13.2 19.4 10.0 7.8 10.2 18.8
    3.7 0.5 11.0 0.3 2.5 5.0 5.0 16.7 14.3 16.9 10.8 28.4
    18.5 12.7 21.5 32.0 30.6 36.2 42.6 25.9 34.9 68.8 46.0 27.4
    47.6 86.2 76.6 75.7 84.9 73.5 116.2 107.2 94.4 102.3 123.8 121.7
    115.7 113.4 129.8 149.8 201.3 163.9 157.9 188.8 169.4 163.6 128.0 116.5
    108.5 86.1 94.8 189.7 174.0 167.8 142.2 157.9 143.3 136.3 95.8 138.0
    119.1 182.3 157.5 147.0 106.2 121.7 125.8 123.8 145.3 131.6 143.5 117.6
    101.6 94.8 109.7 113.4 106.2 83.6 91.0 85.2 51.3 61.4 54.8 54.1
    59.9 59.9 59.9 92.9 108.5 100.6 61.5 61.0 83.1 51.6 52.4 45.8
    40.7 22.7 22.0 29.1 23.4 36.4 39.3 54.9 28.2 23.8 22.1 34.3
    26.5 3.9 10.0 27.8 12.5 21.8 8.6 23.5 19.3 8.2 1.6 2.5
    0.2 0.5 10.9 1.8 0.8 0.2 4.8 8.4 1.5 7.0 9.2 7.6
    23.1 20.8 4.9 11.3 28.9 31.7 26.7 40.7 42.7 58.5 89.2 76.9
    73.6 124.0 118.4 110.7 136.6 116.6 129.1 169.6 173.2 155.3 201.3 192.1
    165.0 130.2 157.4 175.2 164.6 200.7 187.2 158.0 235.8 253.8 210.9 239.4
    202.5 164.9 190.7 196.0 175.3 171.5 191.4 200.2 201.2 181.5 152.3 187.6
    217.4 143.1 185.7 163.3 172.0 168.7 149.6 199.6 145.2 111.4 124.0 125.0
    146.3 106.0 102.2 122.0 119.6 110.2 121.7 134.1 127.2 82.8 89.6 85.6
    57.9 46.1 53.0 61.4 51.0 77.4 70.2 55.9 63.6 37.7 32.6 40.0
    38.7 50.3 45.6 46.4 43.7 42.0 21.8 21.8 51.3 39.5 26.9 23.2
    19.8 24.4 17.1 29.3 43.0 35.9 19.6 33.2 38.8 35.3 23.4 14.9
    15.3 17.7 16.5 8.6 9.5 9.1 3.1 9.3 4.7 6.1 7.4 15.1
    17.5 14.2 11.7 6.8 24.1 15.9 11.9 8.9 16.8 20.1 15.8 17.0
    28.2 24.4 25.3 48.7 45.3 47.7 56.7 51.2 50.2 57.2 57.2 70.4
    110.9 93.6 111.8 69.5 86.5 67.3 91.5 107.2 76.8 88.2 94.3 126.4
    121.8 111.9 92.2 81.2 127.2 110.3 96.1 109.3 117.2 107.7 86.0 109.8
    104.4 120.5 135.8 106.8 120.0 106.0 96.8 98.0 91.3 95.7 93.5 97.9
    111.5 127.8 102.9 109.5 127.5 106.8 112.5 93.0 99.5 86.6 95.2 83.5
    91.3 79.0 60.7 71.8 57.5 49.8 81.0 61.4 50.2 51.7 63.2 82.2
    61.5 88.4 80.1 63.2 80.5 88.0 76.5 76.8 64.0 61.3 41.6 45.3
    43.4 42.9 46.0 57.7 42.4 39.5 23.1 25.6 59.3 30.7 23.9 23.3
    27.6 26.0 21.3 40.3 39.5 36.0 55.8 33.6 40.2 47.1 25.0 20.5
    18.9 11.5 11.5 5.1 9.0 11.4 28.2 39.7 13.9 9.1 19.4 7.8
    8.1 4.3 21.9 18.8 12.4 12.2 1.9 16.4 13.5 20.6 5.2 15.3
    16.4 23.1 8.7 12.9 18.6 38.5 21.4 30.1 44.0 43.8 29.1 43.2
    51.9 93.6 76.5 99.7 82.7 95.1 70.4 58.1 138.2 125.1 97.9 122.7
    166.6 137.5 138.0 101.5 134.4 149.5 159.4 142.2 188.4 186.2 183.3 176.3
    159.6 155.0 126.2 164.1 179.9 157.3 136.3 135.4 155.0 164.7 147.9 174.4
    114.0 141.3 135.5 156.4 127.5 90.0 143.8 158.7 167.3 162.4 137.5 150.1
    111.2 163.6 153.8 122.0 82.2 110.4 106.1 107.6 118.8 94.7 98.1 127.0
    84.3 51.0 66.5 80.7 99.2 91.1 82.2 71.8 50.3 55.8 33.3 33.4

  • Table D.2 in 5th edn and 14.2 in 6th edn. Yield (%) on British short term government securities in successive months from about 1950 to about 1971.

    2.22 2.23 2.22 2.20 2.09 1.97 2.03 1.98 1.94 1.79 1.74 1.86
    1.78 1.72 1.79 1.82 1.89 1.99 1.89 1.83 1.71 1.70 1.97 2.21
    2.36 2.41 2.92 3.15 3.26 3.51 3.48 3.16 3.01 2.97 2.88 2.91
    3.45 3.29 3.17 3.09 3.02 2.99 2.97 2.94 2.84 2.85 2.86 2.89
    2.93 2.93 2.87 2.82 2.63 2.33 2.22 2.15 2.28 2.28 2.06 2.54
    2.29 2.66 3.03 3.17 3.83 3.99 4.11 4.51 4.66 4.37 4.45 4.58
    4.58 4.76 4.89 4.65 4.51 4.65 4.52 4.52 4.57 4.65 4.74 5.10
    5.00 4.74 4.79 4.83 4.80 4.83 4.77 4.80 5.38 6.18 6.02 5.91
    5.66 5.42 5.06 4.70 4.73 4.64 4.62 4.48 4.43 4.33 4.32 4.30
    4.26 4.02 4.06 4.08 4.09 4.14 4.15 4.20 4.30 4.26 4.15 4.27
    4.69 4.72 4.92 5.10 5.20 5.56 6.08 6.13 6.09 5.99 5.58 5.59
    5.42 5.30 5.44 5.32 5.21 5.47 5.96 6.50 6.48 6.00 5.83 5.91
    5.98 5.91 5.64 5.49 5.43 5.33 5.22 5.03 4.74 4.55 4.68 4.53
    4.67 4.81 4.98 5.00 4.94 4.84 4.76 4.67 4.51 4.42 4.53 4.70
    4.75 4.90 5.06 4.99 4.96 5.03 5.22 5.47 5.45 5.48 5.57 6.33
    6.67 6.52 6.60 6.78 6.79 6.83 6.91 6.93 6.65 6.53 6.50 6.69
    6.58 6.42 6.79 6.82 6.76 6.88 7.22 7.41 7.27 7.03 7.09 7.18
    6.69 6.50 6.46 6.35 6.31 6.41 6.60 6.57 6.59 6.80 7.16 7.51
    7.52 7.40 7.48 7.42 7.53 7.75 7.80 7.63 7.51 7.49 7.64 7.92
    8.10 8.18 8.52 8.56 9.00 9.34 9.04 9.08 9.14 8.99 8.96 8.86
    8.79 8.62 8.29 8.05 8.00 7.89 7.48 7.31 7.42 7.51 7.71 7.99

  • Figure D.2 in 5th edn or Fig 14.2 in 6th edn. Monthly totals of international airline passengers (in thousands) for 1949-1960. This data is readily available elsewhere but is repeated here for convenience.

    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

  • The Grubb-Mason airline passenger time series in Fig 14.4 of 6th edn is available from www.reading.ac.uk/~snsgrubb