tscount: Analysis of Count Time Series

Likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models are provided. Models with the identity and with the logarithmic link function are allowed. The conditional distribution can be Poisson or Negative Binomial.

Package details

AuthorTobias Liboschik [aut, cre], Roland Fried [aut], Konstantinos Fokianos [aut], Philipp Probst [aut], Jonathan Rathjens [ctb]
MaintainerTobias Liboschik <liboschik@statistik.tu-dortmund.de>
LicenseGPL-2 | GPL-3
Version1.4.3
URL http://tscount.r-forge.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tscount")

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tscount documentation built on Sept. 8, 2020, 9:08 a.m.