Time Series AnalysisUnivariate and Multivariate MethodsSecond Edition, 2006William W.S. WeiSeries W1 Daily average number of truck manufacturing defects1.2 1.5 1.54 2.7 1.95 2.4 3.44 2.83 1.76 2.0 2.091.89 1.8 1.25 1.58 2.25 2.5 2.05 1.46 1.54 1.42 1.571.4 1.51 1.08 1.27 1.18 1.39 1.42 2.08 1.85 1.82 2.072.32 1.23 2.91 1.77 1.61 1.25 1.15 1.37 1.79 1.68 1.781.84Series W2 Wolf yearly sunspot numbers from 1700 to 2001 5 11 16 23 36 58 29 20 10 8 3 0 0 2 11 27 47 63 60 39 28 26 22 11 21 40 78 122 103 73 47 35 11 5 16 34 70 81 111 101 73 40 20 16 5 11 22 40 60 80.9 83.4 47.7 47.8 30.9 12.2 9.6 10.2 32.4 47.6 54 62.9 85.9 61.2 45.1 36.4 20.9 11.4 37.8 69.8 106.1 100.8 81.6 66.5 34.8 30.6 7 19.8 92.5 154.4 125.9 84.8 68.1 38.5 22.8 10.2 24.1 82.9 132 130.9 118.1 89.9 66.6 60 46.9 41 21.3 16 6.4 4.1 6.8 14.5 34 45 43.1 47.5 42.2 28.1 10.1 8.1 2.5 0 1.4 5 12.2 13.9 35.4 45.8 41.1 30.1 23.9 15.6 6.6 4 1.8 8.5 16.6 36.3 49.6 64.2 67 70.9 47.8 27.5 8.5 13.2 56.9 121.5 138.3 103.2 85.7 64.6 36.7 24.2 10.7 15 40.1 61.5 98.5 124.7 96.3 66.6 64.5 54.1 39 20.6 6.7 4.3 22.7 54.8 93.8 95.8 77.2 59.1 44 47 30.5 16.3 7.3 37.6 74 139 111.2 101.6 66.2 44.7 17 11.3 12.4 3.4 6 32.3 54.3 59.7 63.7 63.5 52.2 25.4 13.1 6.8 6.3 7.1 35.6 73 85.1 78 64 41.8 26.2 26.7 12.1 9.5 2.7 5 24.4 42 63.5 53.8 62 48.5 43.9 18.6 5.7 3.6 1.4 9.6 47.4 57.1 103.9 80.6 63.6 37.6 26.1 14.2 5.8 16.7 44.3 63.9 69 77.8 64.9 35.7 21.2 11.1 5.7 8.7 36.1 79.7 114 109.6 88.8 67.8 47.5 30.6 16.3 9.6 33.2 92.6 151.6 136.3 134.7 83.9 69.4 31.5 13.9 4.4 38 141.7 190.2 184.8 159 112.3 53.9 37.5 27.9 10.2 15.1 47 93.8 105.9 105.5 104.5 66.6 68.9 38 34.5 15.5 12.6 27.5 92.5 155.4 154.6 140.4 115.9 66.6 45.9 17.9 13.4 29.4 100.2 157.6 142.6 145.7 94.3 54.6 29.9 17.5 8.6 21.5 64.3 93.3 119.6 111.0Series W3 Blowfly data1676 3075 3815 4639 4424 2784 5860 5781 4897 3920 3835 36183050 3772 3517 3350 3018 2625 2412 2221 2619 3203 2706 27172175 1628 2388 3677 3156 4272 3771 4955 5584 3891 3501 44364369 3394 3869 2922 1843 2837 4690 5119 5838 5389 4993 44464651 4243 4620 4849 3664 3016 2881 3821 4300 4168 5448 54778579 7533 6884 4127 5546 6316 6650 6304 4842 4352 3215 26522330 3123 3955 4494 4780 5753 5555 5712 4786 4066Series W4 Monthly unemployed young women betweenages 16 and 19 in the U.S. from January 1961 to August 2002347 348 365 300 311 353 379 387 406 354 347 262342 331 332 350 299 277 312 308 291 303 335 334354 375 359 334 418 391 407 335 403 414 398 371374 374 366 369 398 398 343 385 392 422 349 471432 444 432 436 375 381 360 338 440 380 393 396396 364 388 414 420 419 428 423 399 397 384 372374 410 347 339 355 379 409 414 394 423 412 410356 417 399 386 428 444 474 397 400 379 393 406365 383 391 406 422 422 417 427 429 463 389 413489 447 461 489 449 487 459 522 538 560 622 567554 543 577 547 552 557 623 570 578 560 599 576588 593 602 613 523 621 637 627 605 599 585 588507 623 567 624 585 572 566 545 604 586 613 606612 620 620 560 640 682 744 596 698 737 738 739797 765 809 758 850 777 810 832 802 811 775 837773 790 781 774 741 776 767 876 753 765 779 787833 793 818 808 774 842 770 768 804 780 790 690777 773 780 756 777 759 801 777 780 726 762 766731 727 711 751 738 758 709 751 750 785 731 773756 772 761 690 801 772 802 775 742 723 743 719771 788 805 794 792 786 762 757 818 863 865 798870 907 811 862 893 839 933 906 901 905 911 899868 815 823 853 822 952 852 850 794 778 757 743699 720 719 717 693 688 660 703 715 657 606 678697 659 689 631 685 640 710 581 629 683 642 698679 695 679 722 674 702 658 640 668 668 677 641630 656 641 600 618 606 612 551 582 686 635 575606 600 585 605 571 502 515 584 566 520 506 542543 487 497 511 512 611 569 561 561 513 530 536535 543 542 523 544 529 514 561 562 533 565 574659 578 587 608 579 586 620 618 586 620 594 661594 601 600 575 621 715 659 614 655 552 652 621629 621 614 584 661 601 560 571 576 591 589 567558 587 590 654 566 596 561 587 550 614 531 560575 565 581 630 600 594 658 584 622 585 610 625621 576 568 584 577 556 531 578 542 553 584 603604 646 572 551 618 551 638 546 582 516 545 554483 492 526 505 523 562 505 547 519 581 516 465567 551 528 546 502 522 498 517 587 530 515 472465 512 556 482 496 383 494 506 489 488 507 482499 473 527 515 465 513 549 523 531 542 540 584612 547 561 591 570 594 587 532Series W5 Yearly cancer death rate (per 100,000) for Pennsylvania between1930 and 2000100.4 105.1 109.4 110.5 116.9 118.2 122.9 126.5 125.8 130.7 131.7131.7 134.8 136.1 137.8 142.8 144.5 144.4 150.5 152.2 155.2 157.2157.4 161.9 165 164 168.2 170.8 169.9 169.7 173.3 173.8 175.8177.8 179.9 180 182 184.2 187.7 187.4 186.5 188.3 190.6 190.8196.4 199.1 203.8 205.7 215.9 216.3 219.5 219.6 222.8 226.3 230.8235.2 235.8 241 235.9 241.4 249.6 248.6 251.4 250.2 249.5 248.7251.1 250.1 247.6 251.3 244.2Series W6 Yearly U.S. tobacco production from 1871 to 1984 327 385 382 217 609 466 621 455 472 469 426 579 509 580 611 609 469 661 525 648 747 757 767 767 745 760 703 909 870 852 886 960 976 857 939 973 886 836 1054 1142 941 1117 992 1037 1157 1207 1326 1445 1444 15091005 1254 1518 1245 1376 1289 1211 1373 1533 16481565 1018 1327 1085 1302 1163 1569 1386 1881 14601262 1408 1406 1951 1991 1315 2107 1980 1969 20302332 2256 2059 2244 2193 2176 1668 1736 1796 19442061 2315 2344 2228 1855 1887 1968 1710 1804 19061705 1749 1742 1990 2182 2137 1914 2025 1527 17862064 1994 1429 1728Series W7 Yearly number of lynx pelts sold by Hudson?s BayCompany in Canada from 1857 to 191123362 31642 33757 23226 15178 7272 4448 4926 5437 1649835971 76556 68392 37447 45686 7942 5123 7106 11250 1877430508 42834 27345 17834 15386 9443 7599 8061 27187 5151174050 78773 33899 18886 11520 8352 8660 12902 20331 3685356407 39437 26761 15185 4473 5781 9117 19267 36116 5885061478 36300 9704 3410 3774Series W8 Simulated seasonal time series 97.323 99.386 105.581 95.671 102.601 101.751 103.672100.169 104.475 105.712 109.055 103.344 109.132 110.472110.752 108.949 111.713 113.635 115.535 111.439 115.798119.851 120.605 115.752 119.38 122.423 122.320 118.61121.799 127.54 126.888 122.581 124.873 130.316 129.496125.721 130.557 133.554 134.013 130.221 133.251 137.640136.152 134.049 136.034 141.636 140.264 137.761 140.608145.765 145.491 143.401 145.873 151.227 149.660 148.268152.012 156.293 156.306 151.636 156.866 161.653 158.831157.871 159.769 166.352 163.872 162.214 165.239 170.421169.188 167.274 170.048 175.631 174.562 172.45 174.456181.318 179.96 177.068 179.141 183.945 183.056 181.098183.128 191.285 188.676 185.391 187.751 194.459 192.726189.861 191.439 200.030 196.391 196.406 198.099 204.684203.344 197.99 202.407 210.073 207.403 203.713 208.789213.626 211.808 209.169 211.793 219.515 216.688 213.734216.468 223.6 219.971 216.864 221.199 227.439 224.872222.034 225.794 231.908 228.497 225.202 229.665 236.35233.512 230.428 233.996 240.955 237.421 234.174 236.984245.057 241.983 237.094 242.367 249.358 245.153 240.533245.504 251.616 250.315 244.67 249.887 256.824 254.345251.052 253.507 260.501Series W9 Monthly employment figures for young man between ages 16 and 19 in the United States (in Thousands) 708 655 638 573 552 981 927 680 597 638 659 704 758 835 747 618 554 930 816 702 640 588 669 676 610 651 605 592 527 899 840 614 594 577 671 651 714 715 672 588 567 1058 950 683 772 708 824 835 980 969 932 892 827 1351 1219 977 863 838 867 8781007 951 906 911 812 1173 1102 899 841 854 923 886 896 937 902 766 736 1235 1053 867 799 752 821 726 820 895 852 734 637 994 991 750 727 755 792 818 856 886 834 733 675 1004 957 777 761 709 778 772 841 847 774 721 848 1240 1167 936 853 910 954 8731026 1030 947 860 856 1190 1038 883 843 858 1016 1003Series W10 Quarterly U.S. beerproduction from the first quarter of1975 to the fourth quarter of 1982(millions of barrels)36.14 44.60 44.15 35.7236.19 44.63 46.95 36.9039.66 49.72 44.49 36.5441.44 49.07 48.98 39.5944.29 50.09 48.42 41.3946.11 53.44 53.00 42.5244.61 55.18 52.24 41.6647.84 54.27 52.31 42.03Series W11 Daily closing stock price of Duke Energy Corporationbetween January 3, 2002 and August 31, 200238.75 37.91 38.53 37.74 38.15 38.12 37.76 38.02 38.06 37.7435.45 35.67 35.19 35.05 35.19 35.49 34.91 34.01 33.71 34.3334.13 33.58 32.49 31.63 32.06 32.78 33.64 33.97 34.57 34.4433.27 33.27 33.68 33.69 33.55 33.55 34.15 34.80 35.04 35.9336.24 36.43 37.24 36.68 35.87 35.68 35.52 34.93 34.91 34.9835.66 35.78 35.19 37.75 37.73 37.30 36.79 37.32 37.52 37.2237.67 37.47 38.26 38.22 38.91 38.80 38.86 38.37 38.21 37.1836.92 38.32 37.82 37.74 38.05 38.60 38.73 37.72 36.92 37.8438.04 37.58 37.32 37.22 36.74 36.06 36.12 36.21 35.98 36.0336.69 36.19 34.70 33.52 34.35 34.19 35.01 35.34 34.70 34.5933.51 31.78 32.01 30.70 31.70 31.32 30.68 30.00 29.09 29.1230.13 31.00 31.01 31.71 32.92 32.83 31.00 31.76 31.66 31.7031.29 30.84 31.10 30.36 30.00 29.75 30.30 30.31 29.06 26.0027.95 24.75 23.70 22.26 22.42 20.72 19.95 19.30 19.00 22.0722.54 22.45 22.40 24.93 25.49 25.44 24.26 24.13 25.00 25.7526.09 26.33 26.71 26.62 27.75 26.63 27.51 27.55 28.36 28.0027.10 27.86 26.76 27.29 27.25 26.83Series W12-1 Lydia Pinkham annual advertising data from 1907 to 1960608 451 529 543 525 549 525 578 609 504 752 613 862 866 1016 1360 1482 1608 1800 19411229 1373 1611 1568 983 1046 1453 1504 807 339 562 745 749 862 1034 1054 1164 1102 1145 1012 836 941 981 974 766 920 964 811 789 802 770 639 644 564Series W12-2 Lydia Pinkham annual sales data from 1907 to 19601016 921 934 976 930 1052 1184 1089 1087 11541330 1980 2223 2203 2514 2726 3185 3351 3438 29172359 2240 2196 2111 1806 1644 1814 1770 1518 11031266 1473 1423 1767 2161 2336 2602 2518 2637 21771920 1910 1984 1787 1689 1866 1896 1684 1633 16571569 1390 1387 1289Series W13-1 U.S. hog data - hog numbers 538 522 513 529 565 594 600 584 554 553 595 637 641 647 634 629 638 662 675 658 629 625 648 682 676 655 640 668 678 692 710 727 712 708 705 680 682 713 726 729 752 766 720 682 743 743 730 723 753 782 760 799 808 779 770 777 841 823 746 717 744 791 771 746 739 773 793 768 592 633 634 649 699 786 735 782 869 923 774 787 754 737Series W13-2 U.S. hog data - hog prices 597 509 663 751 739 598 556 594 667 776 754 689 498 643 681 778 829 751 704 633 663 709 763 681 627 667 804 782 707 653 639 672 669 729 784 842 886 784 770 783 877 777 810 957 970 903 995 1022 998 928 1073 1294 1346 1301 1134 1024 1090 1013 1119 1195 1235 1120 1112 1129 1055 787 624 612 800 1104 1075 1052 1048 891 921 1193 1352 1243 1314 1380 1556 1632Series W13-3 U.S. hog data - corn prices 944 841 911 768 718 634 735 858 673 609 604 457 612 642 849 733 672 594 559 604 678 571 490 747 651 645 609 705 453 382 466 506 525 595 829 654 673 691 660 643 754 813 790 712 831 742 847 850 830 1056 1163 1182 1180 805 714 865 911 1027 846 869 928 924 903 777 507 500 716 911 816 1019 714 687 754 791 876 962 1050 1037 1104 1193 1334 1114Series W13-4 U.S. hog data - corn supply 900 964 893 1051 1057 1107 1003 1025 1161 1170 1181 1194 1244 1232 1095 1244 1218 1289 1313 1251 1205 1352 1361 1218 1368 1278 1279 1208 1404 1427 1359 1371 1423 1425 1234 1443 1401 1429 1470 1482 1417 1409 1417 1455 1394 1469 1357 1402 1452 1385 1464 1388 1428 1487 1467 1432 1459 1347 1447 1406 1418 1426 1401 1318 1411 1467 1380 1161 1362 1178 1422 1406 1412 1390 1424 1487 1472 1490 1458 1507 1372 1557Series W13-5 U.S. hog data - wage rates 722 719 716 724 732 740 748 756 748 740 732 744 756 778 799 799 799 799 801 803 806 806 806 810 813 810 806 771 771 780 789 799 820 834 848 863 884 906 928 949 960 971 982 987 991 1004 1013 1004 1013 1053 1149 1248 1316 1384 1190 1179 1228 1238 1246 1253 1253 1253 1255 1223 1114 982 929 978 1013 1045 1100 1097 1090 1100 1188 1303 1422 1498 1544 1582 1607 1629Series W14 Monthly airline passengers in the U.S. from January 1995 to March 200240878 38746 47103 45282 45961 48561 49883 51443 43480 46651 44712 4506841689 43390 51410 48335 50856 51317 52778 54377 45403 49473 44585 4893544850 43133 53305 49461 50856 52925 55366 55868 46826 50216 47190 4913444705 43742 53050 52255 52692 54702 55841 56546 47356 52024 49461 5048345972 45101 55402 53256 53334 56457 59881 58424 49816 54684 52754 5087446242 48160 58459 55800 57976 60787 62404 61098 51954 56322 54738 5221249390 47951 58824 56357 56677 59515 61969 62654 34365 43895 44442 4531642947 42727 53553Series W15-1 Oklahoma spot prices for natural gas between January 1988and October 19911.875 1.898 1.643 1.332 1.262 1.240 1.265 1.310 1.467 1.5001.633 1.780 1.803 1.472 1.247 1.273 1.373 1.408 1.378 1.3751.308 1.315 1.447 1.750 2.203 1.623 1.263 1.252 1.252 1.2771.252 1.220 1.240 1.412 1.807 1.903 1.627 1.223 1.208 1.2081.205 1.165 1.020 1.065 1.287 1.613Series W15-2 Louisiana spot prices for natural gas between January 1988and October 19912.065 1.988 1.818 1.493 1.383 1.378 1.433 1.543 1.713 1.6881.908 2.207 2.173 1.740 1.458 1.515 1.642 1.687 1.643 1.5751.513 1.555 1.765 2.102 2.420 1.982 1.487 1.468 1.450 1.4601.418 1.340 1.353 1.568 2.052 2.237 1.830 1.340 1.318 1.3201.298 1.258 1.117 1.137 1.368 1.732Series W16 Monthly U.S. new one-familyhouses sold (thousands) from January 1968to December 198235 43 46 46 43 41 44 47 41 40 32 3234 40 43 42 43 44 39 40 33 32 31 2834 29 36 42 43 44 44 48 45 44 40 3745 49 62 62 58 59 64 62 50 52 50 4451 56 60 65 64 63 63 72 61 65 51 4755 60 68 63 65 61 54 52 46 42 37 3037 44 55 53 58 50 48 45 41 34 30 2429 34 44 54 57 51 51 53 46 46 46 3941 53 55 62 55 56 57 59 58 55 49 4757 68 84 81 78 74 64 74 71 63 55 5157 63 75 85 80 77 68 72 68 70 53 5053 58 73 72 68 63 64 68 60 54 41 3543 44 44 36 44 50 55 61 50 46 39 3337 40 49 44 45 38 36 34 28 29 27 2928 29 36 32 36 34 31 36 39 40 39 33