R : Copyright 2003, The R Development Core Team
Version 1.7.1  (2003-06-16)

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[Previously saved workspace restored]

> dowj <- ts(scan("dowj.tsm"))
Read 78 items
> dowj
Time Series:
Start = 1 
End = 78 
Frequency = 1 
 [1] 110.94 110.69 110.43 110.56 110.75 110.84 110.46 110.56 110.46 110.05
[11] 109.60 109.31 109.31 109.25 109.02 108.54 108.77 109.02 109.44 109.38
[21] 109.53 109.89 110.56 110.56 110.72 111.23 111.48 111.58 111.90 112.19
[31] 112.06 111.96 111.68 111.36 111.42 112.00 112.22 112.70 113.15 114.36
[41] 114.65 115.06 115.86 116.40 116.44 116.88 118.07 118.51 119.28 119.79
[51] 119.70 119.28 119.66 120.14 120.97 121.13 121.55 121.96 122.26 123.79
[61] 124.11 124.14 123.37 123.02 122.86 123.02 123.11 123.05 123.05 122.83
[71] 123.18 122.67 122.73 122.86 122.67 122.09 122.00 121.23
> arima(dowj, order = c(0, 1, 2))

Call:
arima(x = dowj, order = c(0, 1, 2))

Coefficients:
         ma1     ma2
      0.4485  0.2344
s.e.  0.1185  0.0933

sigma^2 estimated as 0.1518:  log likelihood = -36.82,  aic = 79.63
>