Consider the series of weekly sales (in integer units) of particular soap product in a supermarket. The data are taken from a database provided by the Kilts Center for Marketing, Graduate School of Business of the University of Chicago, at: http://gbswww.uchicago.edu/kilts/research/db/dominicks. (The product is 'Zest White Water 15 oz.', with code 3700031165)
Iain L. MacDonald and Walter Zucchini (1997). Hidden Markov and Other Models. Monograph on Statistics and Applied Probability 70.
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