The data are closing prices, adjusted for splits, of Microsoft stock from the initial public offering through November 16, 2000. A Fortran read statement is read(u14,'(i4,i2,i2,1x,f8.4)') yyyy,mm,dd,msft where yyyy is the year, mm the month, dd the day, and msft the closing price. The first and last observations and a ruler are 19860313 0.1944 20001116 68.9375 ....:....1....:....2....:....3....:....4....:....5....:....6....:....7.. The data were obtained from Yahoo's web site.