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The glarma Package for Observation-Driven Time Series Regression of Counts
oleh: William T. M. Dunsmuir, David J. Scott
Format: | Article |
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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.