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require(stats); require(graphics)
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require(stats); require(graphics)
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JJ <- log10(JohnsonJohnson)
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JJ <- log10(JohnsonJohnson)
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plot(JJ)
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plot(JJ)
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## This example gives a possible-non-convergence warning on some
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## This example gives a possible-non-convergence warning on some
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## platforms, but does seem to converge on x86 Linux and Windows.
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## platforms, but does seem to converge on x86 Linux and Windows.
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(fit <- StructTS(JJ, type="BSM"))
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(fit <- StructTS(JJ, type = "BSM"))
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tsdiag(fit)
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tsdiag(fit)
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sm <- tsSmooth(fit)
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sm <- tsSmooth(fit)
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plot(cbind(JJ, sm[, 1], sm[, 3]-0.5), plot.type = "single",
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plot(cbind(JJ, sm[, 1], sm[, 3]-0.5), plot.type = "single",
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     col = c("black", "green", "blue"))
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     col = c("black", "green", "blue"))
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abline(h = -0.5, col = "grey60")
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abline(h = -0.5, col = "grey60")