GlobalTemp

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).

datasets

Package KFAS provides functions for Kalman filtering,
        state, disturbance and simulation smoothing, forecasting and
        simulation of state space models. All functions can use exact
        diffuse initialisation when distributions of some or all
        elements of initial state vector are unknown. Filtering, state
        smoothing and simulation functions use sequential processing
        algorithm, which is faster than standard approach, and it also
        allows singularity of prediction error variance matrix. KFAS
        also contains function for computing the likelihood of
        exponential family state space models and function for state
        smoothing of exponential family state space models.

Jouni Helske

KFAS

Kalman filter and smoothers for exponential family state space
        models.

GlobalTemp function

An 2 times 108 array containing 216 observations.

format

http://lib.stat.cmu.edu/general/stoffer/tsa2/

GlobalTemp: Two series of average global temperature deviations for years 1880-1987

Description

Usage

Arguments

format

source

References