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 | Other |
| 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 |
| Comment |
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