Data I refer in class and assignments:

EViews data file (ts_data_for_teaching.wf1) that contains some of the data listed below and many other data. These are data I mostly use in my examples and exercises. This is a multipage EViews file and will not open in EViews Version 4 or below. Some of the data here are provided as seperate EViews files:

GDP_TR.WF1: Quaertely real GDP series for Turkey (1988:Q1-2005:Q2)

INFLATION_TR.WF1: Monthly inlation rates for Turkey (1987:M2-2005:M8)

IPI_TR.WF1: Quaertely industrial production index for Turkey (1980:Q1-2005:Q2)

POPULATION_TR.WF1: Annual poplation series for Turkey (1968-2004)

CONFIDENCE_INDEX_TR.WF1: Monthly real sector confidence index for Turkey (1987:M12-2005:M8)

IMKB.WF1: Monthly IMKB 100 index (index), volume, and quantity for Istanbul Stock Exchange (1987:M1-2005:M9)

Global Temperature: GLOBAL_TEMP.WF1, Annual averaga global temperature series, deviation form the initial valau (1900-1997)

Dow Jones: DOW.WF1, 78 daily values of the Dow Jones Utilities Index, Aug 28 1972 to Dec 18 1972 (series B of Brockwell and Davis, p. 555)

BUSINESS_INVENTORY.WF1, change in quarterly business inventories, 1955.Q1-1969.Q4 (Pankartz, ****).

Global temperature data:

UEA1.MON

UEA2.MON

UEA3.MON

UEA4.MON

These are four "global" series from the data base held at the Climate Research Unit of the University of East Anglia, Norwich, England. Each consists of temperature (degrees C) difference from the monthly average over the period 1950-1979; thus there should be no seasonality in these data series. UEA1.MON contains monthly values for average land+sea temperature over the northern hemisphere for 1854-1989 (136 years, 1632 data points). UEA2.MON is the same thing for southern hemisphere. UEA3.MON contains monthly average land-only temperatures for the northern hemisphere for 1851-1989, and UEA4.MON is the corresponding series for southern hemisphere.

TARGET.MON is the central England temperature data of Manley (1974), updated to 1989. The data consist of 3972 monthly values from 1659- 1989 inclusive.

AMHERST.DAT is a data set of monthly averages in Amherst, MA, from January 1837 to December 1985 (courtesy of Robert Lund). Data taken from "The Climate of Amherst, Massachusetts 1836-1985" by Raymond S. Bradley, Jon K. Eischeid, and Philip T. Ives.

HANSEN.DAT contains 108 annual averages of the Hansen-Lebedeff global temperature data, 1880-1987.

MAUNALOA.DAT contains the monthly CO2 data collected at Mauna Loa, Hawaii, Jan 1958 - Oct 1989 (382 data points).

AROSA.DAT 600 monthly readings of stratospheric ozone at Arosa, Switzerland.

HURON.DAT Annual levels of Lake Huron in feet (reduced by 570) (series A of Brockwell and Davis, p. 555)

DOW.DAT 78 daily values of the Dow Jones Utilities Index, Aug 28 1972 to Dec 18 1972 (series B of Brockwell and Davis, p. 555)

HOUSING.DAT Monthly series of private housing units (series C of Brockwell and Davis, p. 556)

INDUST1.DAT Quarterly industrial production in Austria (series D of Brockwell and Davis, p. 556)

INDUST2.DAT Monthly industrial production in Spain (series E of Brockwell and Davis, p. 556)

INDUST3.DAT General index of monthly industrial production (series F of Brockwell and Davis, p. 557)

LYNX.DAT Annual Canadian lynx trappings, 1821--1934 (series G of Brockwell and Davis, p. 557)

MINK.DAT Annual mink trappings, 1848-1911 (series H of Brockwell and Davis, p. 557)

MUSKRAT.DAT Annual muskrat trappings, 1848-1911 (series I of Brockwell and Davis, p. 557)

SPPRI.DAT Daily price values for the Standard and Poors index, for an approximately 62-year period ending at the end of 1987

SPVOL.DAT Daily volumes for the Standard and Poors index, for an approximately 62-year period ending at the end of 1987

STRIKES.DAT Number of strikes in the USA, each year from 1951 to 1980. (Example 1.1.3, page 4, of Brockwell and Davis).

EEG.DAT A sample EEG time series (from Mike West and Andrew Krystal, Duke University). The data consist of EEG readings during a seizure. They cover a 104-second span at a frequency of 256 observations per second.

NILE.DAT Annual minima of the River Nile, from approximately 620-1280 AD (from Jan Beran's paper in Statistical Science Vol. 7 (1992), p. 405.)

NBS.DAT 289 measurements on a 1 kg checkweight at the National Bureau of Standards (now the National Institute of Standards and Technology), 1963-1975 (from Jan Beran's paper in Statistical Science Vol. 7 (1992), p. 405.)

BELMUL.DAT

BIRR.DAT

CLAREM.DAT

CLONES.DAT

DUBLIN.DAT

KILKEN.DAT

MALINH.DAT

MULLIN.DAT

ROCHES.DAT

ROSSLA.DAT

SHANNO.DAT

VALENC.DAT

The above group of files contains the 12 data sets of Haslett and Raftery (Applied Statistics 38, 1-21, 1989). Each data set consists of 6226 daily readings from 1/1/61 to 1/17/78: line 1 contains the number 6226 to indicate that this is the length of the array, and this is followed by the 6226 daily values. Recorded are square roots of daily wind speeds in knots (1 knot = 0.5148 metres/second). The 12 stations are Roche's Point, Valencia, Rosslare, Kilkenny, Shannon, Birr, Dublin, Mullinger, Claremorris, Clones, Belmullet and Malin Head, as indicated by the map on page 2 of the Haslett-Raftery paper.

YULE1.DAT: Standardized mortality per 1000 persons, England, 1866 to 1911. Source: Hipel and Mcleod (1994).

CMORT.DAT: Average daily cardiovascular mortality in Los Angles County 1970-1979, 508 data points of six-day weekly data (Shumway & Stoffer, 2000, p. 44).

TEMP.DAT: Average daily temperature in Los Angles County 1970-1979, 508 data points of six-day weekly data (Shumway & Stoffer, 2000, p. 44).

PART.DAT: Average daily particulate pollution in Los Angles County 1970-1979, 508 data points of six-day weekly data (Shumway & Stoffer, 2000, p. 44).

COPPER.DAT: price of copper (in 1997 dollars) from 1800-1997.

OZONE.DAT: monthly records of lower atmosphere ozone concentrations from 1956:1-1970:12.

CO2.DAT: Carbon Dioxide data. These data are comprised of percent carbon dioxide readings from the outlet of a gas furnace, taken every 9 minutes. These data are in two columns: 1) time, 2) carbon dioxide.

JUNIPER.DAT: Juniper data. These data are comprised of the widths of tree rings from 1140-1981. These data are in two columns: 1) year, 2) width.

NILE2.DAT: Nile River Data. These data are comprised of the annual minimum levels of the Nile River from 622-1460. These data are in two columns: 1) year, 2) river level.

MANULOA2.DAT: Mauna Loa Carbon Dioxide Data. These data are comprised of monthly records of carbon dioxide levels above Mauna Loa from 1959-1990. These data are in three columns: 1) year, 2) month, and 3) carbon dioxide.