Conditional least-squares estimate for Poisson INAR(1) models | R Documentation |

Conditional least-squares estimate for Poisson INAR(1) models.

```
pinar1(x, unbiased = FALSE)
colpinar1(x, unbiased = FALSE)
```

`x` |
Either a numerical vector or a matrix, depending on the function. |

`unbiased` |
If you want the unbiased estimation select TRUE. |

The function computes the constant and slope coefficients of the Poisson Integer Autoregressive of order 1 (Poisson INAR(1)) model using the conditional least-squares method.

For pinar1() a vector with two values, the `\lambda`

coefficient (constant)
and the `\alpha`

coefficient (slope). See references for more information.

For the colpinar1() a matrix with two columns, the `\lambda`

coefficient
(constant) and the `\alpha`

coefficient (slope) for each variable (column of x).

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

M. Bourguignon and K.L.P. Vasconcellos (2015). Improved estimation for Poisson INAR(1) models. Journal of Statistical Computation and Simulation, 85(12): 2425-2441

` fipois.reg, hp.reg `

```
x <- rpois(200, 10)
pinar1(x)
```

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