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 Contents

Preface xi

1 Time Series Elements 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Time Series Data . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Time Series Models . . . . . . . . . . . . . . . . . . . . . . . . . 9
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

2 Correlation and Stationary Time Series 17

2.1 Measuring Dependence . . . . . . . . . . . . . . . . . . . . . . 17
2.2 Stationarity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.3 Estimation of Correlation . . . . . . . . . . . . . . . . . . . . . . 27
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

3 Time Series Regression and EDA 37

3.1 Ordinary Least Squares for Time Series . . . . . . . . . . . . . . 37
3.2 Exploratory Data Analysis . . . . . . . . . . . . . . . . . . . . . 47
3.3 Smoothing Time Series . . . . . . . . . . . . . . . . . . . . . . . 58
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64

4 ARMA Models 67
4.1 Autoregressive Moving Average Models . . . . . . . . . . . . . . 67
4.2 Correlation Functions . . . . . . . . . . . . . . . . . . . . . . . . 76
4.3 Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.4 Forecasting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

5 ARIMA Models 99
5.1 Integrated Models . . . . . . . . . . . . . . . . . . . . . . . . . 99
5.2 Building ARIMA Models . . . . . . . . . . . . . . . . . . . . . 104
5.3 Seasonal ARIMA Models . . . . . . . . . . . . . . . . . . . . . . 111
5.4 Regression with Autocorrelated Errors * . . . . . . . . . . . . . 122
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126

vii
viii CONTENTS
6 Spectral Analysis and Filtering 129
6.1 Periodicity and Cyclical Behavior . . . . . . . . . . . . . . . . . 129
6.2 The Spectral Density . . . . . . . . . . . . . . . . . . . . . . . . 137
6.3 Linear Filters * . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144

7 Spectral Estimation 149

7.1 Periodogram and Discrete Fourier Transform . . . . . . . . . . . 149
7.2 Nonparametric Spectral Estimation . . . . . . . . . . . . . . . . . 153
7.3 Parametric Spectral Estimation . . . . . . . . . . . . . . . . . . . 165
7.4 Coherence and Cross-Spectra * . . . . . . . . . . . . . . . . . . . 168
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172

8 Additional Topics * 175

8.1 GARCH Models . . . . . . . . . . . . . . . . . . . . . . . . . . 175
8.2 Unit Root Testing . . . . . . . . . . . . . . . . . . . . . . . . . . 182
8.3 Long Memory and Fractional Differencing . . . . . . . . . . . . 185
8.4 State Space Models . . . . . . . . . . . . . . . . . . . . . . . . . 191
8.5 Cross-Correlation Analysis and Prewhitening . . . . . . . . . . . 194
8.6 Bootstrapping Autoregressive Models . . . . . . . . . . . . . . . 196
8.7 Threshold Autoregressive Models . . . . . . . . . . . . . . . . . 201
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205

Appendix A R Supplement 209

A.1 Installing R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
A.2 Packages and ASTSA . . . . . . . . . . . . . . . . . . . . . . . . 209
A.3 Getting Help . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
A.4 Basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
A.5 Regression and Time Series Primer . . . . . . . . . . . . . . . . . 217
A.6 Graphics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221

Appendix B Probability and Statistics Primer 225

B.1 Distributions and Densities . . . . . . . . . . . . . . . . . . . . . 225
B.2 Expectation, Mean, and Variance . . . . . . . . . . . . . . . . . . 225
B.3 Covariance and Correlation . . . . . . . . . . . . . . . . . . . . . 227
B.4 Joint and Conditional Distributions . . . . . . . . . . . . . . . . . 227

Appendix C Complex Number Primer 229

C.1 Complex Numbers . . . . . . . . . . . . . . . . . . . . . . . . . 229
C.2 Modulus and Argument . . . . . . . . . . . . . . . . . . . . . . . 231
C.3 The Complex Exponential Function . . . . . . . . . . . . . . . . 231
C.4 Other Useful Properties . . . . . . . . . . . . . . . . . . . . . . . 233
C.5 Some Trigonometric Identities . . . . . . . . . . . . . . . . . . . 234
CONTENTS ix
Appendix D Additional Time Domain Theory 235
D.1 MLE for an AR(1) . . . . . . . . . . . . . . . . . . . . . . . . . 235
D.2 Causality and Invertibility . . . . . . . . . . . . . . . . . . . . . 237
D.3 ARCH Model Theory . . . . . . . . . . . . . . . . . . . . . . . . 241

Hints for Selected Exercises 245

References 253

Index 257
 Preface

The goals of this book are to develop an appreciation for the richness and versatility
of modern time series analysis as a tool for analyzing data. A useful feature of
the presentation is the inclusion of nontrivial data sets illustrating the richness of
potential applications in medicine and in the biological, physical, and social sciences.
We include data analysis in both the text examples and in the problem sets.
The text can be used for a one semester/quarter introductory time series course
where the prerequisites are an understanding of linear regression and basic calculus-
based probability skills (primarily expectation). We assume general math skills at
the high school level (trigonometry, complex numbers, polynomials, calculus, and so
on).
All of the numerical examples use the R statistical package (R Core Team, 2018).
We do not assume the reader has previously used R, so Appendix A has an extensive
presentation of everything that will be needed to get started. In addition, there are
several simple exercises in the appendix that may help first-time users get more
comfortable with the software. We typically require students to do the R exercises as
the first homework assignment and we found this requirement to be successful.
Various topics are explained using linear regression analogies, and some estima-
tion procedures require techniques used in nonlinear regression. Consequently, the
reader should have a solid knowledge of linear regression analysis, including multiple
regression and weighted least squares. Some of this material is reviewed in Chapter 3
and Chapter 4.
A calculus-based introductory course on probability is an essential prerequisite.
The basics are covered briefly in Appendix B. It is assumed that students are familiar
with most of the content of that appendix and that it can serve as a refresher.
For readers who are a bit rusty on high school math skills, there are a number of
free books that are available on the internet (search on Wikibooks K-12 Mathematics).
For the chapters on spectral analysis (Chapter 6 and 7), a minimal knowledge of
complex numbers is needed, and we provide this material in Appendix C.
There are a few starred (*) items throughout the text. These sections and examples
are starred because the material covered in the section or example is not needed to
move on to subsequent sections or examples. It does not necessarily mean that the
material is more difficult than others, it simply means that the section or example
may be covered at a later time or skipped entirely without disrupting the continuity.
Chapter 8 is starred because the sections of that chapter are independent special

xi
xii PREFACE
topics that may be covered (or skipped) in any order. In a one-semester course, we
can usually cover Chapter 1 – Chapter 7 and at least one topic from Chapter 8.
Some homework problems have “hints” in the back of the book. The hints vary
in detail: some are nearly complete solutions, while others are small pieces of advice
or code to help start a problem.
The text is informally separated into four parts. The first part, Chapter 1 –
Chapter 3, is a general introduction to the fundamentals, the language, and the
methods of time series analysis. The second part, Chapter 4 – Chapter 5, presents
ARIMA modeling. Some technical details have been moved to Appendix D because,
while the material is not essential, we like to explain the ideas to students who know
mathematical statistics. For example, MLE is covered in Appendix D, but in the main
part of the text, it is only mentioned in passing as being related to unconditional least
squares. The third part, Chapter 6 – Chapter 7, covers spectral analysis and filtering.
We usually spend a small amount of class time going over the material on complex
numbers in Appendix C before covering spectral analysis. In particular, we make sure
that students see Section C.1 – Section C.3. The fourth part of the text consists of the
special topics covered in Chapter 8. Most students want to learn GARCH models, so
if we can only cover one section of that chapter, we choose Section 8.1.
Finally, we mention the similarities and differences between this text and Shumway
and Stoffer (2017), which is a graduate-level text. There are obvious similarities
because the authors are the same and we use the same R package, astsa, and con-
sequently the data sets in that package. The package has been updated for this text
and contains new and updated data sets and some updated scripts. We assume astsa
version 1.8.6 or later has been installed; see Section A.2. The mathematics level of
this text is more suited to undergraduate students and non-majors. In this text, the
chapters are short and a topic may be advanced over multiple chapters. Relative to the
coverage, there are more data analysis examples in this text. Each numerical example
has output and complete R code included, even if the code is mundane like setting up
the margins of a graphic or defining colors with the appearance of transparency. We
will maintain a website for the text at www.stat.pitt.edu/stoffer/tsda. A solutions manual
is available for instructors who adopt the book at www.crcpress.com.

Davis, CA Robert H. Shumway

Pittsburgh, PA David S. Stoffer
 Chapter 1

Time Series Elements

1.1 Introduction

The analysis of data observed at different time points leads to unique problems that
are not covered by classical statistics. The dependence introduced by the sampling
data over time restricts the applicability of many conventional statistical methods that
require random samples. The analysis of such data is commonly referred to as time
series analysis.
To provide a statistical setting for describing the elements of time series data,
the data are represented as a collection of random variables indexed according to
the order they are obtained in time. For example, if we collect data on daily high
temperatures in your city, we may consider the time series as a sequence of random
variables, x1 , x2 , x3 , . . . , where the random variable x1 denotes the high temperature
on day one, the variable x2 denotes the value for the second day, x3 denotes the
value for the third day, and so on. In general, a collection of random variables, { xt },
indexed by t is referred to as a stochastic process. In this text, t will typically be
discrete and vary over the integers t = 0, ±1, ±2, . . . or some subset of the integers,
or a similar index like months of a year.
Historically, time series methods were applied to problems in the physical and
environmental sciences. This fact accounts for the engineering nomenclature that
permeates the language of time series analysis. The first step in an investigation
of time series data involves careful scrutiny of the recorded data plotted over time.
Before looking more closely at the particular statistical methods, we mention that
two separate, but not mutually exclusive, approaches to time series analysis exist,
commonly identified as the time domain approach (Chapter 4 and 5) and the frequency
domain approach (Chapter 6 and 7).

1.2 Time Series Data

The following examples illustrate some of the common kinds of time series data as
well as some of the statistical questions that might be asked about such data.

1
2 1. TIME SERIES ELEMENTS
Johnson & Johnson Quarterly Earnings

1015
QEPS
5
0

1960 1965 1970 1975 1980

Time
2
log(QEPS)
0 1

1960 1965 1970 1975 1980

Time
Figure 1.1 Johnson & Johnson quarterly earnings per share, 1960-I to 1980-IV (top). The
same data logged (bottom).

Example 1.1. Johnson & Johnson Quarterly Earnings

Figure 1.1 shows quarterly earnings per share (QEPS) for the U.S. company Johnson
& Johnson and the data transformed by taking logs. There are 84 quarters (21 years)
measured from the first quarter of 1960 to the last quarter of 1980. Modeling such
series begins by observing the primary patterns in the time history. In this case, note
the increasing underlying trend and variability, and a somewhat regular oscillation
superimposed on the trend that seems to repeat over quarters. Methods for analyzing
data such as these are explored in Chapter 3 (see Problem 3.1) using regression
techniques.
If we consider the data as being generated as a small percentage change each year,
say rt (which can be negative), we might write xt = (1 + rt ) xt−4 , where xt is the
QEPS for quarter t. If we log the data, then log( xt ) = log(1 + rt ) + log( xt−4 ),
implying a linear growth rate; i.e., this quarter’s value is the same as last year plus a
small amount, log(1 + rt ). This attribute of the data is displayed by the bottom plot
of Figure 1.1.
The R code to plot the data for this example is,1
library(astsa) # we leave this line off subsequent examples
par(mfrow=2:1)
tsplot(jj, ylab="QEPS", type="o", col=4, main="Johnson & Johnson
Quarterly Earnings")
tsplot(log(jj), ylab="log(QEPS)", type="o", col=4)
♦

1We assume astsa version 1.8.6 or later has been installed; see Section A.2.
1.2. TIME SERIES DATA 3
Global Warming

1.5
Land Surface
1.0 Sea Surface
Temperature Deviations
0.0 0.5
−0.5

1880 1900 1920 1940 1960 1980 2000 2020

Time

Figure 1.2 Yearly average global land surface and ocean surface temperature deviations
(1880–2017) in ◦ C.

Example 1.2. Global Warming and Climate Change

Two global temperature records are shown in Figure 1.2. The data are (1) annual
temperature anomalies averaged over the Earth’s land area, and (2) sea surface tem-
perature anomalies averaged over the part of the ocean that is free of ice at all times
(open ocean). The time period is 1880 to 2017 and the values are deviations (◦ C) from
the 1951–1980 average, updated from Hansen et al. (2006). The upward trend in both
series during the latter part of the twentieth century has been used as an argument
for the climate change hypothesis. Note that the trend is not linear, with periods of
leveling off and then sharp upward trends. It should be obvious that fitting a simple
linear regression of the either series (xt ) on time (t), say xt = α + βt + et , would
not yield an accurate description of the trend. Most climate scientists agree the main
cause of the current global warming trend is human expansion of the greenhouse
effect; see https://climate.nasa.gov/causes/. The R code for this example is:
culer = c(rgb(.85,.30,.12,.6), rgb(.12,.65,.85,.6))
tsplot(gtemp_land, col=culer[1], lwd=2, type="o", pch=20,
ylab="Temperature Deviations", main="Global Warming")
lines(gtemp_ocean, col=culer[2], lwd=2, type="o", pch=20)
legend("topleft", col=culer, lty=1, lwd=2, pch=20, legend=c("Land
Surface", "Sea Surface"), bg="white")
♦
Example 1.3. Dow Jones Industrial Average
As an example of financial time series data, Figure 1.3 shows the trading day closings
and returns (or percent change) of the Dow Jones Industrial Average (DJIA) from
2006 to 2016. If xt is the value of the DJIA closing on day t, then the return is

rt = ( xt − xt−1 )/xt−1 .
4 1. TIME SERIES ELEMENTS

djia$Close 2006−04−20 / 2016−04−20

18000 18000

16000 16000

14000 14000

12000 12000

10000 10000

8000 8000

Apr 20 2006 Nov 01 2007 Jun 01 2009 Jan 03 2011 Jul 02 2012 Jan 02 2014 Jul 01 2015

djia_return 2006−04−21 / 2016−04−20

0.10 0.10

0.05 0.05

0.00 0.00

−0.05 −0.05

Apr 21 2006 Nov 01 2007 Jun 01 2009 Jan 03 2011 Jul 02 2012 Jan 02 2014 Jul 01 2015

Figure 1.3 Dow Jones Industrial Average (DJIA) trading days closings (top) and returns
(bottom) from April 20, 2006 to April 20, 2016.

This means that 1 + rt = xt /xt−1 and

log(1 + rt ) = log( xt /xt−1 ) = log( xt ) − log( xt−1 ) ,

just as in Example 1.1. Noting the expansion

r2 r3
log(1 + r ) = r − 2 + 3 −··· −1 < r ≤ 1,

we see that if r is very small, the higher-order terms will be negligible. Consequently,
because for financial data, xt /xt−1 ≈ 1, we have

log(1 + rt ) ≈ rt .

Note the financial crisis of 2008 in Figure 1.3. The data shown are typical of
return data. The mean of the series appears to be stable with an average return of
approximately zero, however, the volatility (or variability) of data exhibits clustering;
that is, highly volatile periods tend to be clustered together. A problem in the analysis
of these types of financial data is to forecast the volatility of future returns. Models
have been developed to handle these problems; see Chapter 8. The data set is an xts
data file, so it must be loaded.
1.2. TIME SERIES DATA 5

0.040.02
GDP Growth
0.00 −0.02

1950 1960 1970 1980 1990 2000 2010 2020

Time

Figure 1.4 US GDP growth rate calculated using logs (–◦–) and actual values (+).

library(xts)
djia_return = diff(log(djia$Close))[-1]
par(mfrow=2:1)
plot(djia$Close, col=4)
plot(djia_return, col=4)
You can see a comparison of rt and log(1 + rt ) in Figure 1.4, which shows the
seasonally adjusted quarterly growth rate, rt , of US GDP compared to the version
obtained by calculating the difference of the logged data.
tsplot(diff(log(gdp)), type="o", col=4, ylab="GDP Growth") # diff-log
points(diff(gdp)/lag(gdp,-1), pch=3, col=2) # actual return
It turns out that many time series behave like this, so that logging the data and
then taking successive differences is a standard data transformation in time series
analysis. ♦
Example 1.4. El Niño – Southern Oscillation (ENSO)
The Southern Oscillation Index (SOI) measures changes in air pressure related to sea
surface temperatures in the central Pacific Ocean. The central Pacific warms every
three to seven years due to the ENSO effect, which has been blamed for various global
extreme weather events. During El Niño, pressure over the eastern and western Pacific
reverses, causing the trade winds to diminish and leading to an eastward movement
of warm water along the equator. As a result, the surface waters of the central and
eastern Pacific warm with far-reaching consequences to weather patterns.
Figure 1.5 shows monthly values of the Southern Oscillation Index (SOI) and
associated Recruitment (an index of the number of new fish). Both series are for
a period of 453 months ranging over the years 1950–1987. They both exhibit an
obvious annual cycle (hot in the summer, cold in the winter), and, though difficult to
see, a slower frequency of three to seven years. The study of the kinds of cycles and
6 1. TIME SERIES ELEMENTS
Southern Oscillation Index

1.0
COOL
0.0

WARM
−1.0

1950 1960 1970 1980

Recruitment
100
60
0 20

1950 1960 1970 1980

Time

Figure 1.5 Monthly SOI and Recruitment (estimated new fish), 1950–1987.

their strengths is the subject of Chapter 6 and 7. The two series are also related; it is
easy to imagine that fish population size is dependent on the ocean temperature.
The following R code will reproduce Figure 1.5:
par(mfrow = c(2,1))
tsplot(soi, ylab="", xlab="", main="Southern Oscillation Index", col=4)
text(1970, .91, "COOL", col="cyan4")
text(1970,-.91, "WARM", col="darkmagenta")
tsplot(rec, ylab="", main="Recruitment", col=4)
♦
Example 1.5. Predator–Prey Interactions
While it is clear that predators influence the numbers of their prey, prey affect the
number of predators because when prey become scarce, predators may die of star-
vation or fail to reproduce. Such relationships are often modeled by the Lotka–
Volterra equations, which are a pair of simple nonlinear differential equations (e.g.,
see Edelstein-Keshet, 2005, Ch. 6).
One of the classic studies of predator–prey interactions is the snowshoe hare and
lynx pelts purchased by the Hudson’s Bay Company of Canada. While this is an
indirect measure of predation, the assumption is that there is a direct relationship
between the number of pelts collected and the number of hare and lynx in the wild.
These predator–prey interactions often lead to cyclical patterns of predator and prey
abundance seen in Figure 1.6. Notice that the lynx and hare population sizes are
asymmetric in that they tend to increase slowly and decrease quickly (%↓).
The lynx prey varies from small rodents to deer, with the snowshoe hare being
1.2. TIME SERIES DATA 7

150
Hare
Lynx
( × 1000)
100
Number
50 0

1860 1880 1900 1920

Time

Figure 1.6 Time series of the predator–prey interactions between the snowshoe hare and lynx
pelts purchased by the Hudson’s Bay Company of Canada. It is assumed there is a direct
relationship between the number of pelts collected and the number of hare and lynx in the wild.

its overwhelmingly favored prey. In fact, lynx are so closely tied to the snowshoe
hare that its population rises and falls with that of the hare, even though other food
sources may be abundant. In this case, it seems reasonable to model the size of the
lynx population in terms of the snowshoe population. This idea is explored further in
Example 5.17.
Figure 1.6 may be reproduced as follows.
culer = c(rgb(.85,.30,.12,.6), rgb(.12,.67,.86,.6))
tsplot(Hare, col = culer[1], lwd=2, type="o", pch=0,
ylab=expression(Number~~~(""%*% 1000)))
lines(Lynx, col=culer[2], lwd=2, type="o", pch=2)
legend("topright", col=culer, lty=1, lwd=2, pch=c(0,2),
legend=c("Hare", "Lynx"), bty="n")
♦
Example 1.6. fMRI Imaging
Often, time series are observed under varying experimental conditions or treatment
configurations. Such a set of series is shown in Figure 1.7, where data are collected
from various locations in the brain via functional magnetic resonance imaging (fMRI).
In fMRI, subjects are put into an MRI scanner and a stimulus is applied for a
period of time, and then stopped. This on-off application of a stimulus is repeated
and recorded by measuring the blood oxygenation-level dependent (bold) signal
intensity, which measures areas of activation in the brain. The bold contrast results
from changing regional blood concentrations of oxy- and deoxy- hemoglobin.
The data displayed in Figure 1.7 are from an experiment that used fMRI to
examine the effects of general anesthesia on pain perception by comparing results
from anesthetized volunteers while a supramaximal shock stimulus was applied. This
stimulus was used to simulate surgical incision without inflicting tissue damage. In
8 1. TIME SERIES ELEMENTS
Cortex

0.60.2
BOLD
−0.2−0.6

0 20 40 60 80 100 120

Thalamus
0.60.2
BOLD
−0.2−0.6

0 20 40 60 80 100 120

Cerebellum
0.60.2
BOLD
−0.2−0.6

0 20 40 60 80 100 120
Time (1 pt = 2 sec)
Figure 1.7 fMRI data from two locations in the cortex, the thalamus, and the cerebellum;
n = 128 points, one observation taken every 2 seconds. The boxed line represents the
presence or absence of the stimulus.

this example, the stimulus was applied for 32 seconds and then stopped for 32 seconds,
so that the signal period is 64 seconds. The sampling rate was one observation every
2 seconds for 256 seconds (n = 128).
Notice that the periodicities appear strongly in the motor cortex series but seem to
be missing in the thalamus and perhaps in the cerebellum. In this case, it is of interest
to statistically determine if the areas in the thalamus and cerebellum are actually
responding to the stimulus. Use the following R commands for the graphic:
par(mfrow=c(3,1))
culer = c(rgb(.12,.67,.85,.7), rgb(.67,.12,.85,.7))
u = rep(c(rep(.6,16), rep(-.6,16)), 4) # stimulus signal
tsplot(fmri1[,4], ylab="BOLD", xlab="", main="Cortex", col=culer[1],
ylim=c(-.6,.6), lwd=2)
lines(fmri1[,5], col=culer[2], lwd=2)
lines(u, type="s")
tsplot(fmri1[,6], ylab="BOLD", xlab="", main="Thalamus", col=culer[1],
ylim=c(-.6,.6), lwd=2)
lines(fmri1[,7], col=culer[2], lwd=2)
lines(u, type="s")
1.3. TIME SERIES MODELS 9
tsplot(fmri1[,8], ylab="BOLD", xlab="", main="Cerebellum",
col=culer[1], ylim=c(-.6,.6), lwd=2)
lines(fmri1[,9], col=culer[2], lwd=2)
lines(u, type="s")
mtext("Time (1 pt = 2 sec)", side=1, line=1.75)
♦

1.3 Time Series Models

The primary objective of time series analysis is to develop mathematical models that
provide plausible descriptions for sample data, like that encountered in the previous
section.
The fundamental visual characteristic distinguishing the different series shown in
Example 1.1 – Example 1.6 is their differing degrees of smoothness. A parsimonious
explanation for this smoothness is that adjacent points in time are correlated, so
the value of the series at time t, say, xt , depends in some way on the past values
xt−1 , xt−2 , . . .. This idea expresses a fundamental way in which we might think
about generating realistic looking time series.
Example 1.7. White Noise
A simple kind of generated series might be a collection of uncorrelated random
variables, wt , with mean 0 and finite variance σw2 . The time series generated from
uncorrelated variables is used as a model for noise in engineering applications where it
is called white noise; we shall sometimes denote this process as wt ∼ wn(0, σw2 ). The
designation white originates from the analogy with white light (details in Chapter 6).
A special version of white noise that we use is when the variables are independent
and identically distributed normals, written wt ∼ iid N(0, σw2 ).
The upper panel of Figure 1.8 shows a collection of 500 independent standard
normal random variables (σw2 = 1), plotted in the order in which they were drawn. The
resulting series bears a resemblance to portions of the DJIA returns in Figure 1.3. ♦
If the stochastic behavior of all time series could be explained in terms of the
white noise model, classical statistical methods would suffice. Two ways of intro-
ducing serial correlation and more smoothness into time series models are given in
Example 1.8 and Example 1.9.
Example 1.8. Moving Averages, Smoothing and Filtering
We might replace the white noise series wt by a moving average that smoothes the
series. For example, consider replacing wt in Example 1.7 by an average of its current
value and its immediate two neighbors in the past. That is, let

1
w t −1 + w t + w t +1 , (1.1)


vt = 3

which leads to the series shown in the lower panel of Figure 1.8. This series is much
smoother than the white noise series and has a smaller variance due to averaging.
It should also be apparent that averaging removes some of the high frequency (fast
Another Random Scribd Document
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 CHAPTER VII

CROSS CORRESPONDENCE
 1
This is where things stood when, of late years, the mediums, the
spiritualists, or, rather, it appears, the spirits themselves—for one
cannot tell exactly with whom we have to do—perhaps dissatisfied at
not being more definitely recognized and understood, invented, for a
more effectual proof of their existence, what has been called “cross
correspondence.” Here, the position is reversed: it is no longer a
question of various and more or less numerous spirits revealing
themselves through the agency of one and the same medium, but of
a single spirit manifesting itself almost simultaneously through
several mediums often at great distances from one another and
without any preliminary understanding among themselves. Each of
these messages, taken alone, is usually unintelligible and yields a
meaning only when laboriously combined with all the others.
As Sir Oliver Lodge says:
“The object of this ingenious and complicated effort clearly is to
prove that there is some definite intelligence underlying the
phenomena, distinct from that of any of the automatists, by sending
fragments of a message or literary reference which shall be
unintelligible to each separately—so that no effective mutual
telepathy is possible between them—thus eliminating or trying to
eliminate what had long been recognized by all members of the
Society for Psychical Research as the most troublesome and
indestructible of the semi-normal hypotheses. And the further object
is evidently to prove as far as possible, by the substance and quality
of the message, that it is characteristic of the one particular
personality who is ostensibly communicating, and of no other.”[13]
The experiments are still in their early stages; and the most recent
volumes of the Proceedings are devoted to them. Although the
accumulated mass of evidence is already considerable, there is no
conclusion to be drawn from it as yet; and, in any case, whatever
the spiritualists may say, the suspicion of telepathy seems to me to
be in no way removed. The experiments form a rather fantastic
literary exercise, one much superior, intellectually, to the ordinary
manifestations of the mediums; but, up to the present, there is no
reason for placing their mystery in the other world rather than in
this. Men have tried to see in them a proof that somewhere, in time
or space, or else beyond both, there is a sort of immense cosmic
reserve of knowledge upon which the spirits go and draw freely. But,
if the reserve exist, which is very possible, nothing tells us that it is
not the living rather than the dead who repair to it. It is very strange
that the dead, if they really have access to the immeasurable
treasure, should bring back nothing from it but a kind of ingenious
child’s puzzle, although it ought to contain myriads of lost or
forgotten notions and acquirements, heaped up during thousands
and thousands of years in abysses which our mind, weighed down
by the body, can no longer penetrate, but which nothing seems to
close against the investigations of freer and more subtle activities.
They are evidently surrounded by innumerable mysteries, by
unsuspected and formidable truths that loom large on every side.
The smallest astronomical or biological revelation, the least secret of
olden time, such as that of the temper of copper, possessed by the
ancients, an archæological detail, a poem, a statue, a recovered
remedy, a shred of one of those unknown sciences which flourished
in Egypt or Atlantis: any of these would form a much more decisive
argument than hundreds of more or less literary reminiscences. Why
do they speak to us so seldom of the future? And for what reason,
when they do venture upon it, are they mistaken with such
disheartening regularity? One would think, rather, that, in the sight
of a being delivered from the trammels of the body and of time, the
years, whether past or future, ought all to lie outspread on one and
the same plane.[14] We may, therefore, say that the ingenuity of the
proof turns against it.
All things considered, as in the other attempts and notably those
of the famous medium Stainton Moses, there is the same
characteristic inability to bring us the veriest particle of truth or
knowledge of which no vestige could be found in a living brain or in
a book written on this earth. And yet it is inconceivable that there
should not somewhere exist a knowledge that is not as ours and
truths other than those which we possess here below.
The case of Stainton Moses, whose name we have just mentioned,
is a very striking one in this respect. This Stainton Moses was a
dogmatic, hard-working clergyman, whose learning, Myers tells us,
in the normal state, did not exceed that of an ordinary schoolmaster.
But he was no sooner “entranced” before certain spirits of antiquity
or of the middle ages, who are hardly known save to profound
scholars, among others St. Hippolytus, Bishop of Ostia, Plotinus,
Athenodorus, the tutor of Augustus, and, more particularly, Grocyn,
the friend of Erasmus, took possession of his person and manifested
themselves through his agency. Now Grocyn, for instance, furnished
certain information about Erasmus which was at first thought to
have been gathered in the other world, but which was subsequently
discovered in forgotten, but nevertheless accessible books. On the
other hand, Stainton Moses’ integrity was never questioned for an
instant by those who knew him; and we may therefore take his word
for it when he declares that he had not read the books in question.
Here again, the mystery, inexplicable though it be, seems really to lie
hidden in the midst of ourselves. It is unconscious reminiscence, if
you will, suggestion at a distance, subliminal reading, but, no more
than in cross correspondence, is it indispensable to have recourse to
the dead and to drag them by main force into the riddle, which, seen
from our side of the grave, is dark and impassioned enough as it is.
Furthermore, we must not insist unduly on this cross
correspondence. We must remember that the whole thing is in its
earliest stages and that the dead appear to have no small difficulty
in grasping the requirements of the living.
 2
In regard to this subject, as to the others, the spiritualists are fond
of saying:
“If you refuse to admit the agency of spirits, the majority of these
phenomena are absolutely inexplicable.”
Agreed; nor do we pretend to explain them, for hardly anything is
to be explained upon this earth. We are content simply to ascribe
them to the incomprehensible power of the mediums, which is no
more improbable than the survival of the dead and has the
advantage of not going outside the sphere which we occupy and of
bearing relation to a large number of similar facts that occur among
living people. Those singular faculties are baffling only because they
are still sporadic and because but a very short time has elapsed
since they received scientific recognition. Properly speaking, they are
no more marvellous than those which we use daily without
marvelling at them: our memory, for instance, our understanding,
our imagination and so forth. They form part of the great miracle
that we are; and, having once admitted the miracle, we should be
surprised not so much at its extent as at its limits.
Nevertheless, to close this chapter, I am not at all of opinion that
we must definitely reject the spiritualistic theory: that would be both
unjust and premature. Hitherto, everything remains in suspense. We
may say that things are still very little removed from the point
marked by Sir William Crookes, in 1874, in an article which he
contributed to the Quarterly Journal of Science:
“The difference between the advocates of Psychic Force and the
Spiritualists consists in this—that we contend that there is as yet
insufficient proof of any other directing agent than the Intelligence
of the Medium, and no proof whatever of the agency of Spirits of the
Dead; while the Spiritualists hold it as a faith, not demanding further
proof, that Spirits of the Dead are the sole agents in the production
of all the phenomena. Thus the controversy resolves itself into a
pure question of fact, only to be determined by a laborious and long-
continued series of experiments and an extensive collection of
psychological facts, which should be the first duty of the
Psychological Society, the formation of which is now in progress.”
Meanwhile, it is saying a good deal that rigorous scientific
investigations have not utterly shattered a theory which so radically
confounds the idea which we were wont to form of death. We shall
see presently why, in considering our destinies beyond the grave, we
need have no reason to linger too long over these apparitions or
these revelations, even though they should really be incontestable
and to the point. They would seem, all told, to be but the incoherent
and precarious manifestations of a transitory state. They would at
best prove, if we were bound to admit them, that a reflexion of
ourselves, an after-vibration of the nerves, a bundle of emotions, a
spiritual silhouette, a grotesque and forlorn image, or, more
correctly, a sort of truncated and uprooted memory can, after our
death, linger and float in a space where nothing remains to feed it,
where it gradually becomes wan and lifeless, but where a special
fluid, emanating from an exceptional medium, succeeds, at
moments, in galvanizing it. Perhaps it exists objectively, perhaps it
subsists and revives only in the recollection of certain sympathies. It
would, after all, be not unlikely that the memory which represents us
during our life should continue to do so for a few weeks or even a
few years after our decease. This would explain the evasive and
deceptive character of those spirits which, possessing but a
mnemonic existence, are naturally able to interest themselves only in
matters within their reach. Hence their irritating and maniacal
energy in clinging to the slightest facts, their sleepy dulness, their
incomprehensible indifference and ignorance and all the wretched
absurdities which we have noticed more than once.
But, I repeat, it is much simpler to attribute these absurdities to
the special character and the as yet imperfectly-recognized
difficulties of telepathic communication. The unconscious
suggestions of the most intelligent among those who take part in the
experiment are impaired, disjointed and stripped of their main
virtues in passing through the obscure intermediary of the medium.
It may be that they stray, make their way into certain forgotten
corners which the intelligence no longer visits and thence bring back
more or less surprising discoveries; but the intellectual quality of the
aggregate will always be inferior to that which a conscious mind
would yield. Besides, once more, it is not yet time to draw
conclusions. We must not lose sight of the fact that we have to do
with a science which was born but yesterday and which is groping
for its implements, its paths, its methods and its aim in a darkness
denser than the earth’s. The boldest bridge that men have yet
undertaken to throw across the river of death is not to be built in
thirty years. Most sciences have centuries of thankless efforts and
barren uncertainties behind them; and there are, I imagine, few
among the younger of them that can show from the earliest hour, as
this one does, promises of a harvest which may not be the harvest
of their conscious sowing, but which already bids fair to yield much
unknown and wondrous fruit.[15]
 CHAPTER VIII

REINCARNATION
 1
So much for survival proper. But certain spiritualists go farther and
attempt the scientific proof of palingenesis and the transmigration of
souls. I pass over their merely moral or scientific arguments, as well
as those which they discover in the prenatal reminiscences of
illustrious men and others. These reminiscences, though often
disturbing, are still too rare, too sporadic, so to speak; and the
supervision has not always been sufficiently close for us to be able
to rely upon them with safety. Nor do I propose to pay attention to
the proofs based upon the inborn aptitudes of genius or of certain
infant prodigies, aptitudes which are difficult to explain, but which
may nevertheless be attributed to unknown laws of heredity. I shall
be content to recall briefly the results of some of Colonel de Rochas’
experiments, which leave one at a loss for an explanation.
First of all, it is only right to say that Colonel de Rochas is a savant
who seeks nothing but objective truth and does so with a scientific
strictness and integrity that have never been questioned. He puts
certain exceptional subjects into an hypnotic sleep and, by means of
downward passes, makes them trace back the whole course of their
existence. He thus takes them successively to their youth, their
adolescence and down to the extreme limits of their childhood. At
each of these hypnotic stages, the subject reassumes the
consciousness, the character and the state of mind which he
possessed at the corresponding stage in his life. He goes over the
same events, with their joys and sorrows. If he has been ill, he once
more passes through his illness, his convalescence and his recovery.
If, for instance, the subject is a woman who has been a mother, she
again becomes pregnant and again suffers the pains of child-birth.
Carried back to an age when she was learning to write, she writes
like a child and her writing can be placed side by side with the copy-
books which she filled at school.
This in itself is very extraordinary; but, as Colonel de Rochas says:
 “Up to the present, we have walked on firm ground; we have been
observing a physiological phenomenon which is difficult of
explanation, but which numerous experiments and verifications allow
us to look upon as certain.”
We now enter a region where still more surprising enigmas await
us. Let us, to come to details, take one of the simplest cases. The
subject is a girl of eighteen, called Joséphine. She lives at Voiron, in
the department of the Isère. By means of downward passes, she is
brought back to the condition of a baby at its mother’s breast. The
passes continue and the wonder-tale runs its course. Joséphine can
no longer speak; and we have the great silence of infancy, which
seems to be followed by a silence more mysterious still. Joséphine
no longer answers except by signs; she is not yet born, “she is
floating in darkness.” They persist; the sleep becomes heavier; and
suddenly, from the depths of that sleep, rises the voice of another
being, a voice unexpected and unknown, the voice of a churlish,
distrustful and discontented old man. They question him. At first, he
refuses to answer, saying that “of course he’s there, as he’s
speaking;” that “he sees nothing;” and that “he’s in the dark.” They
increase the number of passes and gradually gain his confidence. His
name is Jean Claude Bourdon; he is an old man; he has long been
ailing and bed-ridden. He tells the story of his life. He was born at
Champvent, in the parish of Polliat, in 1812. He went to school until
he was eighteen and served his time in the army with the 7th
Artillery at Besançon; and he describes his gay times there, while the
sleeping girl makes the gesture of twirling an imaginary moustache.
When he goes back to his native place, he does not marry, but he
has a mistress. He leads a solitary life (I omit all but the essential
facts) and dies at the age of seventy, after a long illness.
We now hear the dead man speak; and his posthumous
revelations are not sensational, which, however, is not an adequate
reason for doubting their genuineness. He “feels himself growing out
of his body;” but he remains attached to it for a fairly long time. His
fluidic body, which is at first diffused, takes a more concentrated
form. He lives in darkness, which he finds disagreeable; but he does
not suffer. At last, the night in which he is plunged is streaked with a
few flashes of light. The idea comes to him to reincarnate himself
and he draws near to her who is to be his mother (that is to say, the
mother of Joséphine). He encircles her until the child is born,
whereupon he gradually enters the child’s body. Until about the
seventh year, this body was surrounded by a sort of floating mist in
which he used to see many things which he has not seen since.
The next thing to be done is to go back beyond Jean Claude. A
mesmerization lasting nearly three quarters of an hour, without
lingering at any intermediate stage, brings the old man back to
babyhood. A fresh silence, a new limbo; and then, suddenly, another
voice and an unexpected individual. This time, it is an old woman
who has been very wicked; and so she is in great torment (she is
dead, at the actual instant; for, in this inverted world, lives go
backwards and of course begin at the end). She is in deep darkness,
surrounded by evil spirits. She speaks in a faint voice, but always
gives definite replies to the questions put to her, instead of cavilling
at every moment, as Jean Claude did. Her name is Philomène
Carteron.
“By intensifying the sleep,” adds Colonel de Rochas, whom I will
now quote, “I induce the manifestations of a living Philomène. She
no longer suffers, seems very calm and always answers very coldly
and distinctly. She knows that she is unpopular in the
neighbourhood, but no one is a penny the worse and she will be
even with them yet. She was born in 1702; her maiden name was
Philomène Charpigny; her grandfather on the mother’s side was
called Pierre Machon and lived at Ozan. In 1732, she married, at
Chevroux, a man named Carteron, by whom she had two children,
both of whom she lost.
“Before her incarnation, Philomène had been a little girl, who died
in infancy. Previous to that, she was a man who had committed
murder; and it was to expiate this crime that she endured much
suffering in the darkness, even after her life as a little girl, when she
had had no time to do wrong. I did not think it necessary to carry
the hypnosis further, because the subject appeared exhausted and
her paroxysms were painful to watch.
 “But, on the other hand, I noticed one thing which would tend to
show that the revelations of these mediums rest on an objective
reality. At Voiron, one of the regular attendants at my
demonstrations is a young girl, Louise ——. She possesses a very
sedate and thoughtful cast of mind, not at all open to hypnotic
suggestion; and she has in a very high degree the capacity (which is
comparatively common in a lesser degree) of perceiving the
magnetic effluvia of human beings and, consequently, the fluidic
body. When Joséphine revives the memory of her past, a luminous
aura is observed around her and is perceived by Louise. Now, to the
eyes of Louise, this aura becomes dark when Joséphine is in the
phase separating two existences. In every instance, there is a strong
reaction in Joséphine when I touch points where Louise tells me that
she perceives the aura, whether it be dark or light.”
 2
I thought it well to give the report of one of these experiments
almost in extenso, because those who maintain the palingenesic
theory find in these the only appreciable argument which they
possess. Colonel de Rochas renewed them more than once with
different subjects. Among these, I will mention only one, a girl called
Marie Mayo, whose history is more complicated than Joséphine’s and
whose successive reincarnations take us back to the seventeenth
century and carry us suddenly to Versailles, among the historical
personages moving around Louis XIV.
Let us add that Colonel de Rochas is not the only mesmerizer who
has obtained revelations of this kind, which may be henceforth
classed among the incontestable facts of hypnotism. I have
mentioned his alone, because they offer the most substantial
guarantees from every point of view.
What do they prove? We must begin, as in all questions of this
kind, by entertaining a certain distrust of the medium. It goes
without saying that all mediums, by the very nature of their
faculties, are inclined to imposture, to trickery. I know that Colonel
de Rochas, like Dr. Richet and like Professor Lombroso, was
occasionally hoaxed. That is the inherent defect of the machinery
which we must perforce employ; and experiments of this sort will
never possess the scientific value of those made in a physical or
chemical laboratory. But this is not an a priori reason for denying
them any sort of interest. As a question of fact, are imposture and
trickery possible here? Obviously, even though the experiments be
conducted under the strictest supervision. However complicated it
may be, the subject can have learnt his lesson and can cleverly
avoid the traps laid for him. The best guarantee, when all is said, lies
in his good faith and his moral sense, which the experimenters alone
are in a position to test and to know; and for that we must trust to
them. Besides, they neglect no precaution necessary to make
imposture extremely difficult. After taking the subject, by means of
transverse passes, up the stream of his life, they make him come
down the same stream; and the same events pass in the reverse
order. Repeated tests and counter-tests always yield identical results;
and the medium never hesitates or goes astray in the labyrinth of
names, dates and incidents.[16]
Moreover, it would be requisite for these mediums, who are
generally people of merely average intelligence, suddenly to become
great poets in order thus to create, down to every detail, a series of
characters, differing entirely one from the other, in which everything
is in keeping—gestures, voice, temper, mind, thoughts, feeling—and
ever ready to reply, in harmony with their inmost nature, to the most
unexpected questions. It has been said that every man is a
Shakspeare in his dreams; but have we not here to do with dreams
which, in their uniformity, bear a singular resemblance to fact?
I think, therefore, that we may be allowed, until we receive
evidence to the contrary, to leave fraud out of the question. Another
objection that might be raised, as was done with respect to the
Myers phantoms, is the insignificance of their revelations from
beyond the grave. I would rather look on this as an argument in
behalf of their good faith. Those whose imagination is rich enough to
create the wonderful persons whom we see living in their sleep
would doubtless find no great difficulty in inventing a few fantastic
but plausible details on the subject of the next world. Not one of
them thinks of it. They are Christians and therefore carry deep down
in themselves the traditional terror of hell, the fear of purgatory and
the vision of a paradise full of angels and palms. They never allude
to any of it. Although they are most often ignorant of all the theories
of reincarnation, they conform strictly to the theosophical or
neospiritualistic hypothesis and are unconsciously faithful to it in
their very indefiniteness: they speak vaguely of “the dark” in which
they find themselves. They tell nothing, because they know nothing.
It is impossible apparently for them to give any account of a state
that is still illumined. In fact, it is very likely, if we admit the
hypothesis of reincarnation and of evolution after death, that nature,
here as elsewhere, does not proceed by bounds. There is no special
reason why she should take a prodigious and inconceivable leap
between life and death.
We did not find the dramatic change which, at first thought, we
are rather inclined to expect. The spirit is first of all confused at
losing its body and every one of its familiar ways; it only recovers
itself by degrees. It resumes consciousness slowly. This
consciousness is subsequently purified, exalted and extended,
gradually and indefinitely, until, reaching other spheres, the principle
of life that animates it ceases to reincarnate itself and loses all
contact with us. This would explain why we never have any but
minor and elementary revelations.
All that concerns this first phase of the survival is fairly probable,
even to those who do not admit the theory of reincarnation. For the
rest, we shall see presently that the solutions which man’s
imagination finds there merely change the question and are
inadequate and provisional.
 3
We now come to the most serious objection, that of suggestion.
Colonel de Rochas declares that he and all the other experimenters
who have given themselves up to this study “have not only avoided
everything that could put the subject on a definite tack, but have
often tried in vain to lead him astray by different suggestions.” I am
convinced of it: there can be no question of voluntary suggestion.
But do we not know that, in these regions, unconscious and
involuntary suggestion is often more powerful and effective than the
other? In the hackneyed and rather childish experiment of table-
turning, for instance, which, after all, is only a crude and elementary
form of telepathy, the replies are nearly always dictated by the
unconscious suggestion of a participant or a mere on-looker.[17] We
should therefore first of all have to make sure that neither the
hypnotizer nor the onlookers, nor yet the subject himself, have ever
heard of the reincarnated persons. It will be enough, I shall be told,
to employ for the counter-tests another operator and different
onlookers who are ignorant of the previous revelations. Yes, but the
subject is not ignorant of them; and it is possible that the first
suggestion has been so profound that it will remain for ever stamped
upon the unconsciousness and that it will reproduce the same
incarnations indefinitely, in the same order.
All this does not mean that the phenomena of suggestion are not
themselves laden with mysteries; but that is another question. For
the moment, as we see, the problem is almost insoluble and control
impracticable. Meanwhile, since we have to choose between
reincarnation and suggestion, it is right that we should confine
ourselves, in the first instance, to the latter, in accordance with the
principles which we have observed in the case of automatic speech
and writing. Between two unknowns, common sense and prudence
decree that we should turn first to the one on whose frontiers lie
certain facts more frequently recorded, the one which shows a few
familiar glimmers. Let us exhaust the mystery of our life before
forsaking it for the mystery of our death. Throughout this vast
expanse of treacherous ground, it is important that, until fresh
evidence arrives, we should keep to one inflexible rule, namely, that
thought-transference exists as long as it is not absolutely and
physically impossible for the subject or some person in the room to
have cognizance of the incident in question, whether the cognizance
be conscious or not, forgotten or actual. Even this guarantee is not
sufficient, for it is still possible, as we saw in the case of Sir Oliver
Lodge’s watch, for some one taking no part in the sitting and even
very far away from it to be placed in communication with the
medium by some unknown means and to influence the medium at a
distance and unwittingly. Lastly, to provide for every contingency,
before letting death come upon the boards, it would be necessary to
make certain that atavistic memory does not play an unforeseen
part. Cannot a man, for instance, carry hidden in the depths of his
being the recollection of events connected with the childhood of an
ancestor whom he has never seen and communicate it to the
medium by unconscious suggestion? It is not impossible. We carry in
ourselves all the past, all the experience of our ancestors. If, by
some magic, we could illumine the prodigious treasures of the
subconscious memory, why should we not there discover the events
and facts that form the sources of that experience? Before turning
towards yonder unknown, we must utterly exhaust the possibilities
of this terrestrial unknown. It is moreover remarkable but
undeniable that, despite the strictness of a law which seems to shut
out every other explanation, despite the almost unlimited and
probably excessive scope allotted to the domain of suggestion, there
nevertheless remain some facts which perhaps call for another
interpretation.
But let us return to reincarnation and recognize, in passing, that it
is very regrettable that the arguments of the theosophists and
neospiritualists are not compelling, for there never was a more
beautiful, a juster, a purer, a more moral, fruitful and consoling, nor,
to a certain point, a more probable creed than theirs. It alone, with
its doctrine of successive expiations and purifications, accounts for
all the physical and intellectual inequalities, all the social iniquities,
all the hideous injustices of fate. But the quality of a creed is no
evidence of its truth. Even though it is the religion of six hundred
millions of mankind, the nearest to the mysterious origins, the only
one that is not odious and the least absurd of all, it will have to do
what the others have not done, to bring unimpeachable testimony;
and what it has given us hitherto is but the first shadow of a proof
begun.
 4
And even that would not put an end to the riddle. In principle,
reincarnation, sooner or later, is inevitable, since nothing can be lost
nor remain stationary. What has not been demonstrated in any way
and will perhaps remain indemonstrable is the reincarnation of the
whole identical individual, notwithstanding the abolition of memory.
But what matters to him that reincarnation, if he be unaware that he
is still himself? All the problems of the conscious survival of man
start up anew; and we have to begin all over again. Even if
scientifically established, the doctrine of reincarnation, just like that
of a survival, would not set a term to our questions. It replies to
neither the first nor the last, those of the beginning and the end, the
only ones that are essential. It simply shifts them, pushes them a
few hundreds, a few thousands of years back, in the hope perhaps
of losing or forgetting them in silence and space. But they have
come from the depths of the most prodigious infinities and are not
content with a tardy solution. I am most certainly interested in
learning what is in store for me, what will happen to me immediately
after my death. You tell me:
“Man, in his successive incarnations, will make atonement by
suffering, will be purified, in order that he may ascend from sphere
to sphere until he returns to the divine essence whence he sprang.”
I am willing to believe it, notwithstanding that all this still bears
the somewhat questionable stamp of our little earth and its old
religions; I am willing to believe it, but even then? What matters to
me is not what will be for some time, but what will be for always;
and your divine principle appears to me not at all infinite nor
definite. It even seems to me greatly inferior to that which I
conceive without your help. Now, if it were based on thousands of
facts, a religion that belittles the God conceived by my loftiest
thought could never dominate my conscience. Your infinity or your
God, while even more unintelligible than mine, is nevertheless
smaller. If I be again immerged in Him, it means that I emerged
from Him; if it be possible for me to have emerged from Him, then
He is not infinite; and, if He be not infinite, what is He? We must
accept one thing or the other: either He purifies me because I am
outside Him and He is not infinite; or, being infinite, if He purify me,
then there was something impure in Him, because it is a part of
Himself which He is purifying in me. Moreover, how can we admit
that this God who has existed for all time, who has the same infinity
of millenaries behind Him as in front of Him, should not yet have
found time to purify Himself and put a period to His trials? What He
was not able to do in the eternity previous to the moment of my
existence He will not be able to do in the subsequent eternity, for
the two are equal. And the same question presents itself where I am
concerned. My principle of life, like His, exists from all eternity, for
my emergence out of nothing would be more difficult of explanation
than my existence without a beginning. I have necessarily had
innumerable opportunities of incarnating myself; and I have
probably done so, seeing that it is hardly likely that the idea only
came to me yesterday. All the chances of reaching my goal have
therefore been offered to me in the past; and all those which I shall
find in the future will add nothing to the number, which was already
infinite. There is not much to say in answer to these interrogations
which spring up everywhence the moment our thought glances upon
them. Meanwhile, I had rather know that I know nothing than feed
myself on illusory and irreconcilable assertions. I had rather keep to
an infinity whose incomprehensibility has no bounds than restrict
myself to a God whose incomprehensibility is limited on every side.
Nothing compels you to speak of your God; but, if you take upon
yourself to do so, it is necessary that your explanations should be
superior to the silence which they break.
 5
It is true that the scientific spiritualists do not venture as far as
this God; but then, tight-pressed between the two riddles of the
beginning and the end, they have almost nothing to tell us. They
follow the tracks of our dead for a few seconds, in a world where
seconds no longer count; and then they abandon them in the
darkness. I do not reproach them, because we have here to do with
things which, in all probability, we shall not know in the day when
we shall think that we know everything. I do not ask that they shall
reveal to me the secret of the universe, for I do not believe, like a
child, that this secret can be expressed in three words or that it can
enter my brain without bursting it. I am even persuaded that beings
who might be millions of times more intelligent than the most
intelligent among us would not yet possess it, for this secret must be
as infinite, as unfathomable, as inexhaustible as the universe itself.
The fact none the less remains that this inability to go even a few
years beyond the life after death detracts greatly from the interest of
their experiments and revelations; at best, it is but a short space
gained; and it is not by this juggling on the threshold that our fate is
decided. I am ready to pass over what may befall me in the short
interval filled by those revelations, as I am even now passing over
what befalls me in my life. My destiny does not lie there, nor my
home. I do not doubt that the facts reported are genuine and
proved; but what is even much more certain is that the dead, if they
survive, have not a great deal to teach us, whether because, at the
moment when they can speak to us, they have nothing yet to tell us,
or because, at the moment when they might have something to
reveal to us, they are no longer able to do so, but withdraw for ever
and lose sight of us in the immensity which they are exploring.
 CHAPTER IX

THE FATE OF OUR CONSCIOUSNESS

 1
Let us dispense with their uncertain aid and endeavour to make
our way to the other side alone. To return then to the theories which
we were examining before these necessary digressions, it would
seem that survival with our present consciousness is nearly as
impossible and as incomprehensible as total annihilation. Moreover,
even if it were admissible, it could not be dreadful. It is certain that,
when the body disappears, all physical sufferings will disappear at
the same time; for we cannot imagine a spirit suffering in a body
which it no longer possesses. With them will vanish simultaneously
all that we call mental or moral sufferings, seeing that all of them, if
we examine them well, spring from the ties and habits of our
senses. Our spirit feels the reaction of the sufferings of our body, or
of the bodies that surround it; it cannot suffer in itself or through
itself. Slighted affection, shattered love, disappointments, failures,
despair, betrayal, personal humiliations, as well as the sorrows and
the loss of those whom it loves, acquire their potent sting only by
passing through the body which it animates. Outside its own pain,
which is the pain of not knowing, the spirit, once delivered from its
flesh, could suffer only in the recollection of the flesh. It is possible
that it still grieves over the troubles of those whom it has left behind
on earth. But to its eyes, since it no longer reckons the days, these
troubles will seem so brief that it will not grasp their duration; and,
knowing what they are and knowing whither they lead, it will not
behold their severity.
The spirit is insensible to all that is not happiness. It is made only
for infinite joy, which is the joy of knowing and understanding. It can
grieve only at perceiving its own limits; but to perceive those limits,
when there are no more bonds to space and time, is already to
transcend them.
 2
It is now a question of knowing whether that spirit, sheltered from
all sorrow, will remain itself, will perceive and recognize itself in the
bosom of infinity; and up to what point it is important that it should
recognize itself. This brings us to the problems of survival without
consciousness, or survival with a consciousness different from that
of to-day.
Survival without consciousness seems at first sight the more
probable. From the point of view of the good or ill awaiting us on the
other side of the grave, it amounts to annihilation. It is lawful,
therefore, for those who prefer the easiest solution and that most
consistent with the present state of human thought, to limit their
anxiety to that. They have nothing to dread; for, on close inspection,
every fear, if any remained, should deck itself with hopes. The body
disintegrates and can no longer suffer; the mind, separated from the
source of pleasure and pain, is extinguished, scattered and lost in a
boundless darkness; and what comes is the great peace so often
prayed for, the sleep without measure, without dreams and without
awakening.
But this is only a solution that fosters indolence. If we press those
who speak of survival without consciousness, we perceive that they
mean only their present consciousness, for man conceives no other;
and we have just seen that it is almost impossible for that manner of
consciousness to persist in infinity.
Unless, indeed, they would deny every sort of consciousness, even
that cosmic consciousness into which their own will fall. But this
were to solve very quickly and very blindly, with a stroke of the
sword in the night, the greatest and most mysterious question that
can arise in a man’s brain.
 3
It is evident that, in the depths of our thought limited on every
side, we shall never be able to form the least idea of an infinite
consciousness. There is even an essential antinomy between the
words consciousness and infinity. To speak of consciousness is to
mean the most definite thing conceivable in the finite;
consciousness, properly speaking, is the finite huddled into itself in
order to discover and feel its closest limits, to the end that it may
enjoy them as closely as possible. On the other hand, it is impossible
for us to separate the idea of intelligence from the idea of
consciousness. Any intelligence that does not seem capable of
transforming itself into consciousness becomes for us a mysterious
phenomenon to which we give names more mysterious still, lest we
should have to admit that we understand nothing of it at all. Now,
on this little earth of ours, which is but a dot in space, we see
expended in every scale of life (remember, for instance, the
wonderful combinations and organisms of the insect world) a mass
of intelligence so vast that our human intelligence cannot even
dream of assessing it. Everything that exists—and man first of all—is
incessantly drawing upon that inexhaustible reserve. We are
therefore irresistibly driven to ask ourselves if that cosmic
intelligence is not the emanation of an infinite consciousness, or if it
must not, sooner or later, elaborate one. And this sets us tossing
between two irreducible impossibilities. What is most probable is
that here again we are judging everything from the lowlands of our
anthropomorphism. At the summit of our infinitesimal life, we see
only intelligence and consciousness, the extreme point of thought;
and from this we infer that, at the summits of all lives, there could
be naught but intelligence and consciousness, whereas these
perhaps occupy only an inferior place in the hierarchy of spiritual or
other possibilities.
 4
Survival absolutely denuded of consciousness would, therefore, be
possible only if we denied a cosmic consciousness. As soon as we
admit this consciousness, under whatsoever form, we are bound to
share in it; and, up to a certain point, the question is
indistinguishable from that of the continuance of a more or less
modified consciousness. There is, for the moment, no hope of
solving it; but we are free to grope in its darkness, which is not
perhaps equally dense at all points.
Here begins the open sea. Here begins the glorious adventure, the
only one abreast with human curiosity, the only one that soars as
high as its highest longing. Let us accustom ourselves to regard
death as a form of life which we do not yet understand; let us learn
to look upon it with the same eye that looks upon birth; and soon
our mind will be accompanied to the steps of the tomb with the
same glad expectation that greets a birth.
Suppose that a child in its mother’s womb were endowed with a
certain consciousness; that unborn twins, for instance, could, in
some obscure fashion, exchange their impressions and communicate
their hopes and fears to each other. Having known naught but the
warm maternal shades, they would not feel straitened nor unhappy
there. They would probably have no other idea than to prolong as
long as possible that life of abundance free from cares and of sleep
free from alarms. But, if, even as we are aware that we must die,
they too knew that they must be born, that is to say, suddenly leave
the shelter of that gentle darkness and abandon for ever that captive
but peaceful existence, to be precipitated into an absolutely
different, unimaginable and boundless world, how great would be
their anxieties and their fears! And yet there is no reason why our
own anxieties and fears should be more justified and less ridiculous.
The character, the spirit, the intentions, the benevolence or the
indifference of the unknown to which we are subject do not alter
between our birth and our death. We remain always in the same
infinity, in the same universe. It is perfectly reasonable and
legitimate to persuade ourselves that the tomb is no more dreadful
than the cradle. It would even be legitimate and reasonable to
accept the cradle only on account of the tomb. If, before being born,
we were permitted to choose between the great peace of non-
existence and a life that should not be completed by the glorious
hour of death, which of us, knowing what he ought to know, would
accept the disquieting problem of an existence that would not lead
to the reassuring mystery of its end? Which of us would wish to
come into a world where we can learn so little, if he did not know
that he must enter it if he would leave it and learn more? The best
thing about life is that it prepares this hour for us, that it is the one
and only road leading to the magic gateway and into that
incomparable mystery where misfortunes and sufferings will no
longer be possible, because we shall have lost the body that
produced them; where the worst that can befall us is the dreamless
sleep which we number among the greatest boons on earth; where,
lastly, it is almost unimaginable that a thought should not survive to
mingle with the substance of the universe, that is to say, with
infinity, which, if it be not a waste of indifference, can be nothing but
a sea of joy.
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