Main page: https://www.rdocumentation.org/packages/datasets/versions/3.6.2/topics/JohnsonJohnson
JohnsonJohnson
## Qtr1 Qtr2 Qtr3 Qtr4
## 1960 0.71 0.63 0.85 0.44
## 1961 0.61 0.69 0.92 0.55
## 1962 0.72 0.77 0.92 0.60
## 1963 0.83 0.80 1.00 0.77
## 1964 0.92 1.00 1.24 1.00
## 1965 1.16 1.30 1.45 1.25
## 1966 1.26 1.38 1.86 1.56
## 1967 1.53 1.59 1.83 1.86
## 1968 1.53 2.07 2.34 2.25
## 1969 2.16 2.43 2.70 2.25
## 1970 2.79 3.42 3.69 3.60
## 1971 3.60 4.32 4.32 4.05
## 1972 4.86 5.04 5.04 4.41
## 1973 5.58 5.85 6.57 5.31
## 1974 6.03 6.39 6.93 5.85
## 1975 6.93 7.74 7.83 6.12
## 1976 7.74 8.91 8.28 6.84
## 1977 9.54 10.26 9.54 8.73
## 1978 11.88 12.06 12.15 8.91
## 1979 14.04 12.96 14.85 9.99
## 1980 16.20 14.67 16.02 11.61
require(stats); require(graphics)
JJ <- log10(JohnsonJohnson)
plot(JJ)
## This example gives a possible-non-convergence warning on some
## platforms, but does seem to converge on x86 Linux and Windows.
(fit <- StructTS(JJ, type = "BSM"))
##
## Call:
## StructTS(x = JJ, type = "BSM")
##
## Variances:
## level slope seas epsilon
## 1.948e-04 6.548e-06 4.138e-04 2.647e-04
tsdiag(fit)
sm <- tsSmooth(fit)
plot(cbind(JJ, sm[, 1], sm[, 3]-0.5), plot.type = "single",
col = c("black", "green", "blue"))
abline(h = -0.5, col = "grey60")
monthplot(fit)