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The glarma package for observation-driven time series regression of counts
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نویسنده
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dunsmuir w.t.m. ,scott d.j.
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منبع
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journal of statistical software - 2015 - دوره : 67 - - کد همایش:
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چکیده
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We review the theory and application of generalized linear autoregressive moving average observation-driven models for time series of counts with explanatory variables and describe the estimation of these models using the r package glarma. forecasting,diagnostic and graphical methods are also illustrated by several examples. © 2015,american statistical association. all rights reserved.
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کلیدواژه
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Generalized linear ARMA models; Glarma; Observation-driven count time series; R
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آدرس
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department of statistics,school of mathematics and statistics,university of new south wales,sydney,nsw 2052, Australia, university of auckland, New Zealand
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Authors
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