Quarterly Earnings per Johnson & Johnson Share

Description

Quarterly earnings (dollars) per Johnson & Johnson share 1960–80.

Usage

JohnsonJohnson

Format

A quarterly time series

Source

Shumway, R. H. and Stoffer, D. S. (2000) Time Series Analysis and its Applications. Second Edition. Springer. Example 1.1.

Examples

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"))
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)