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.
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页码:1 / 36
页数:36
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