Data from Constructing Historical Euro-Zone Data, Economic Journal, 2001, 111:F102-F121. Quarterly, 1979q1 to 1999q4.

Data from R.A. Fisher, 1936, on the characteristics of 50 iris flowers of three species: iris setosa, iris versicolor and iris virginica. Four characteristics are recorded for each flower: sepal length, sepal width, petal width, and petal length.

Dow Jones Industrial Average, daily, 4Jan1982-31Dec1999. Recorded as level, log, and return.