fig6_3

 Local Regression and Likelihood, Figure 6.3.
 Author: Catherine Loader

 Local smooth of CO2 dataset. Estimate the main trend,
 then use periodic smoothing of the residuals to estimate
 the annual effect.

 A periodic smooth is specified by 'style','a'.
 Note that year+month/12 scales the predictor to have a period
 of 1. The 'scale' argument to locfit() is period/(2*pi).

0001 % Local Regression and Likelihood, Figure 6.3.
0002 % Author: Catherine Loader
0003 %
0004 % Local smooth of CO2 dataset. Estimate the main trend,
0005 % then use periodic smoothing of the residuals to estimate
0006 % the annual effect.
0007 %
0008 % A periodic smooth is specified by 'style','a'.
0009 % Note that year+month/12 scales the predictor to have a period
0010 % of 1. The 'scale' argument to locfit() is period/(2*pi).
0011 
0012 load co2;
0013 fit1 = locfit(year+month/12,co2,'alpha',0.5,'deg',1);
0014 res = residuals(fit1);
0015 fit2 = locfit(year+month/12,res,'alpha',[0 2],'style','a','scale',1/(2*pi));
0016 figure('Name','fig6_3: CO2 Dataset: Local smoothing' );
0017 lfplot(fit2,'nodata');