Name:

Description:

Measurements of the annual flow of the river Nile at Aswan (formerly Assuan), 1871–1970, in 10^8 m^3, “with apparent changepoint near 1898” (Cobb(1978), Table 1, p.249).

Variables:

A time series of length 100.

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

Source

Durbin, J. and Koopman, S. J. (2001). Time Series Analysis by State Space Methods. Oxford University Press. http://www.ssfpack.com/DKbook.html

References

Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11, 81–92. doi: 10.2307/1391308.

Cobb, G. W. (1978). The problem of the Nile: conditional solution to a change-point problem. Biometrika 65, 243–51. doi: 10.2307/2335202.

R Dataset Upload:

Use the following R code to directly access this dataset in R.

R Coding Interface: