Musnad Ahmad 1007:19

Yahya ibn Sa'id narrated to us, Sufyan narrated to us, from Mansur, from Mujahid, from Harmalah ibn Iyas, from Abu Qatadah, who said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Fasting the day of Arafah expiates two years: a past one and a future one. And fasting Ashura expiates a past year."