Flow of the River Nile
Measurements of the annual flow of the river Nile at Aswan (formerly Assuan), 1871–1970, in m^3, “with apparent changepoint near 1898” (Cobb(1978), Table 1, p.249).
Year of the record.
Annual flow (cubic meters).
Durbin, J. and Koopman, S. J. (2001). Time Series Analysis by State Space Methods. Oxford: Oxford University Press. http://www.ssfpack.com/DKbook.html
Balke, N. S. (1993). Detecting level shifts in time series. Journal of Business and Economic Statistics, 11, 81–92.
Cobb, G. W. (1978). The problem of the Nile: conditional solution to a change-point problem. Biometrika 65, 243–51.
t = octave.dataset.Nile; figure plot (t.year, t.flow); # TODO: Port the rest of the example to Octave