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

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Authors William T. M. Dunsmuir, D. J. Scott
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper 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.
Date of publication 2015
Code Programming Language R

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