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

oleh: William T. M. Dunsmuir, David J. Scott

Format: Article
Diterbitkan: Foundation for Open Access Statistics 2015-10-01

Deskripsi

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.