Consider the univariate state-space model given by state conditions X0 = W0. (Estimating trend of global temperature). Let Yt represent the global temperature series (gtemp from the R package astsa)...

Consider the univariate state-space model given by state conditions X0 = W0.

(Estimating trend of global temperature). Let Yt represent the global temperature series (gtemp from the R package astsa) shown in Figure 2.1 and discussed in Example 2.1.

(a) Use R to fit a smoothing spline using GCV (the default) to Yt . Repeat the fit using spar=.7; the GCV method yields spar=.5 approximately (in R, see the help file for smooth.spline). Save the results for part (c).