Two series of average global temperature deviations for years 1880-1987
This data set contains two series of average global temperature deviations for years 1880-1987. These series are same as used in Shumway and Stoffer (2006), where they are known as HL and Folland series. For more details, see Shumway and Stoffer (2006, p. 327).
A time series object containing 108 times 2 observations.
http://lib.stat.cmu.edu/general/stoffer/tsa2/
Shumway, Robert H. and Stoffer, David S. (2006). Time Series Analysis and Its Applications: With R examples.
# Example of multivariate local level model with only one state
# Two series of average global temperature deviations for years 1880-1987
# See Shumway and Stoffer (2006), p. 327 for details
data("GlobalTemp")
model_temp <- SSModel(GlobalTemp ~ SSMtrend(1, Q = NA, type = "common"),
H = matrix(NA, 2, 2))
# Estimating the variance parameters
inits <- chol(cov(GlobalTemp))[c(1, 4, 3)]
inits[1:2] <- log(inits[1:2])
fit_temp <- fitSSM(model_temp, c(0.5*log(.1), inits), method = "BFGS")
out_temp <- KFS(fit_temp$model)
ts.plot(cbind(model_temp$y, coef(out_temp)), col = 1:3)
legend("bottomright",
legend = c(colnames(GlobalTemp), "Smoothed signal"), col = 1:3, lty = 1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.