I recently bought a fantastic phenomenal book on ARIMA - "Forecasting with Univariate Box - Jenkins Models: Concepts and Cases" by Alan Pankratz. It was originally published in 1983 therefore it does not have the datasets associated with the data sets for practice. Are there any place that someone could recommend for getting the data sets for this book. Are there any packages in R that has time series forecasting data ?

I just read thru chapter 4, I cannot stop reading this book. This is one of the best forecasting book that I own besides Forecasting: Methods and Applications Makridakis et al.,

The publisher is coming with a 2nd edition in 2014, hopefully they have electronic version of the data sets for practice. I would greatly appreciate if anyone could recommend a place where I can get the data.


1 Answer 1


The data from the 8 case studies in Pankratz (1983) are available at http://datamarket.com/data/list/?q=provider%3Atsdl+pankratz.

For forecasting data in R, there are lots of packages. See http://cran.r-project.org/web/views/TimeSeries.html

If you liked the Makridakis et al (1998) book, you might like its successor at http://otexts.com/fpp/


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