The glarma Package for Observation-Driven Time Series Regression of Counts

被引：0

作者：

Dunsmuir, William T. M. ^{[1
]}

Scott, David J. ^{[2
]}

机构：

[1] Univ New S Wales, Sch Math & Stat, Dept Stat, Sydney, NSW 2052, Australia

[2] Univ Auckland, Auckland 1, New Zealand

来源：

JOURNAL OF STATISTICAL SOFTWARE | 2015年 / 67卷 / 07期

关键词：

observation-driven count time series; generalized linear ARMA models; glarma; R; MODELS; FORECASTS; MIXTURES;

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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.

引用

页码：1 / 36

页数：36