first edition second edition

This is the site for the first edition of the text.

If you're looking for the site for the second edition, go here.

There's a newer version of ASTSA on the website for the second edition.
We'll leave this older version up because newer isn't always better.

ASTSA is a windows time series package that you can download right here.

Follow these directions:

Step 1: Save zastsa.exe to your desktop (zastsa.exe is a self-extracting zip file).

Step 2: Put an EMPTY formatted disk into your floppy drive.

Step 3: Double click on the ZASTSA icon on your desktop. This will create an installation disk.

Step 4: Install ASTSA from the floppy. It's a good idea to close all running applications. Either (1) click the Start button, choose Run, and type a:\install or (2) double click on the Install icon on the floppy disk. You can reinstall ASTSA from the disk at any time. You cannot install ASTSA from the hard drive. You may delete zastsa.exe from your desktop after the installation is complete.

Many of the data sets are included in ASTSA. The package is easy to use and is - for the most part - self explanatory. But, you might want
The ASTSA Manual: astsaman.pdf (the pdf version) or (the postscript version).

The data files below are listed according to the chapter in which they are first presented.

Chapter One

  • jj.dat Johnson & Johnson quarterly earnings per share (Figure 1.1)
  • jj2.dat Everything you need to do Problem 1.25 in ASTSA.
    In this file you get one column consisting of 6 series of 84 elements each:
    (1) The data (2) Time (3) Q1 (4) Q2 (5) Q3 (6) Q4.
  • globtemp.dat Yearly average global temperature (Figure 1.2)
  •       Note: This file contains 142 observations for the years 1856-1997. In Figure 1.2, only the years 1900-1997 are displayed.
  • speech.dat Speech recording (Figure 1.3)
  • soi.dat Southern oscillation index (Figure 1.4)
  • recruit.dat Recruitment (Figure 1.4)
  • fmri.dat 9 columns: Time, 4 Cortex, 2 Thalamus, then 2 Cerebellum (Figure 1.5)
  • eq5exp6.dat Earthquake and Explosion - listed in one column (Figure 1.6)
  • varve.dat Glacial varve thickness (Figure 1.17)
  • cmort.dat Cardiovascular mortality (Figure 1.20)
  • temp.dat Temperature (Figure 1.20)
  • part.dat Particulate pollution (Figure 1.20)
  • soiltemp.dat One string of data listed by columns (Figure 1.25)
  • oil.dat Monthly oil prices (Problems)
  • gas.dat Monthly gas prices (Problems)

  • Chapter Two

    • gnp.dat US GNP (Figure 2.11)
    • gnp96.dat Real GNP in Billions of Chained 1996 Dollars.
      Seasonally Adjusted Annual Rate, 1947.1 to 2002.3.
    • prod.dat Production (Figure 2.21)
    • unemp.dat Unemployment (Figure 2.21)
    • flu.dat Aaaaaaaachoooo (Figure 2.31)
    • sdyr.dat Monthly returns of a stock dividend yield (Figure 2.38)
    • birth.dat US live births (Problems)
    • fracdiff.dat Simulated ARFIMA (Problems)
    • sales.dat Monthly sales (Problems)
    • lead.dat Leading indicator (Problems)
    • clim-hyd.dat Lake Shasta monthly weather and inflow. Five series in one column: Air temp, Dew pt, Cloud cover, Precip, Inflow (Problems)

    Chapter Three

    • salt.dat Temperature and salt profiles (Figure 3.19)
    • sunspots.dat Biannual sunspot numbers (Figure 3.20)

    Chapter Four

    • Jones.dat Three series - one column: White blood, Platelet, HCT (Figure 4.1)
    • HL.dat Hansen-Lebedeff global temperature (Figure 4.2)
    • Folland.dat Folland land and marine global temperature (Figure 4.2)
    • Newbold.dat Quarterly interest rate and inflation rate (Figure 4.7)
    • nyse.dat NYSE daily returns (Figure 4.16)
    • ar1miss.dat One hundred obs from an AR(1) with 10% missing (Problems)

    Chapter Five

    • eq+exp.dat Earthquakes and Explosions - 8 earthquakes, then 8 explosions, then the NZ event. Each event has 2048 points, first the P component (1024) then the S component (1024). One long column of data.
    • ch5fmri.dat There are 54 series in one column, each 128 observations long. First nine (one for each of 9 locations) are for awake-brush, next 9 are awake-heat, next 9 are awake-shock, next 9 are low-brush, then 9 for low-heat, and then 9 for low-shock. The locations, in order are: 1. Cortex: Primary Somatosensory, Contralateral; 2. Cortex: Primary Somatosensory, Ipsilateral; 3. Cortex: Secondary Somatosensory, Contralateral; 4. Cortex: Secondary Somatosensory, Ipsilateral; 5. Caudate; 6. Thalamus: Contralateral; 7. Thalamus: Ipsilateral; 8. Cerebellum: Contralateral; 9. Cerebellum: Ipsilateral.
    • econ5.dat Five economic series (161 obs each). Unemployment, GNP, Consumption, Govt Investment, Private Investment.
    • beamd.dat Infrasound from explosions. 3 channels and the beam - 2048 points each in one column.
    • bnrf1ebv.dat BNRF1 gene from the Epstein-Barr virus. 1=a, 2=c, 3=g, 4=t.
    • bnrf1hvs.dat BNRF1 gene from herpes virus.
    • Sleep data - Group 1 Categorical-valued sleep series called grp1.dat - details are in the file.
    • Sleep data - Group 2 This is grp2.dat. See grp1.dat for details.


    First Edition Errata (depends on which printing you have)

    Errata 1st printing

    Errata 2 2nd printing and some additional 1st printing

    The 3rd and 4th printing are identical to the 2nd printing.

    The 5th and final printing should have all the corrections.