Juan J. Dolado, Jesus Gonzalo, and Laura Mayoral "Long range dependence in Spanish political opinion poll data", Journal of Applied Econometrics, Vol. 18, No. 2, 2003, pp. 137-155. The data are in five separate files, each of them an ASCII file in DOS format, which are zipped in the file dgmdata.zip. Unix users should use "unzip -a". The ASCII data file contains the percentage support of the five main Spanish political parties and represents the answer to the following question: "Which party would you vote for if there were to be a Parliamentary Election tomorrow?". It has been obtained from the Centro de Investigaciones Sociológicas (CIS). The format is Tx1, and the sample period is 1978:3 to 1999:4. Thus, there are 87 quarterly observations. pce.data contains the data corresponding to percertage support for the Communist party, 'Partido Comunista Español" psoe.data contains the data corresponding to percertage support for the Socialist party, 'Partido Socialista Obrero Español". appp.data contains the data corresponding to percertage support for the Consevative party, 'Partido Popular' ciu.data contains the data corresponding to percertage support for the Catalan Nationalistic party 'Convergencia i Unio'. pnv.data contains the data corresponding to percertage support for the Basque Country Nationalistic party 'Partido Nacionalista Vasco'. If you have any questions or problems, please contact Laura Mayoral (laura.mayoral@uab.es). Laura Mayoral Dept. of Economics Universidad Autonoma de Barcelona 08093 Bellaterra (Barcelon) Spain