Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
The glarma Package for Observation-Driven Time Series Regression of Counts | Dunsmuir | Journal of Statistical Software
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:: 220. Submitted: 2013-01-29. Published: 2015-10-07.
Paper: The glarma Package for Observation-Driven Time Series Regression of Counts     Download PDF (Downloads: 328)
Supplements:
glarma_1.4-0.tar.gz: R source package Download (Downloads: 12; 464KB)
v67i07.R: R replication code Download (Downloads: 13; 5KB)

DOI: 10.18637/jss.v067.i07

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.