[test by reto]
|Authors:||William T. M. Dunsmuir, David J. Scott|
|Title:||The glarma Package for Observation-Driven Time Series Regression of Counts|
|Abstract:||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.|
Page views:: 2086. Submitted: 2013-01-29. Published: 2015-10-07.
The glarma Package for Observation-Driven Time Series Regression of Counts
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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.