100 monthly observations on the consumer confidence index (
seasonally adjusted civilian unemployment (
unemp) in the US, covering
the period June 1997 -- September 2005. The third column is an "terrorism"
indicator variable taking value 1 from September 2001.
multiple time series
Hyndman, R.J., Koehler, A.B., Ord, J.K., and Snyder, R.D., (2008) Forecasting with exponential smoothing: the state space approach, Springer.
plot(unemp.cci[,1:2],main="Unemployment and the CCI",xlab="Year")