campy: Campylobacter Infections Time Series

In tscount: Analysis of Count Time Series

Description

Time series with the number of cases of campylobacter infections in the north of the province Quebec (Canada) in four week intervals from January 1990 to the end of October 2000. It has 13 observations per year and 140 observations in total. Campylobacterosis is an acute bacterial infectious disease attacking the digestive system.

Usage

campy

Format

A time series of class "ts".

Source

Ferland, R., Latour, A. and Oraichi, D. (2006) Integer-valued GARCH process. Journal of Time Series Analysis 27(6), 923–942, http://dx.doi.org/10.1111/j.1467-9892.2006.00496.x.

See Also

ecoli, ehec, influenza, measles in this package, polio in package gamlss.data

Examples

plot(campy)

#Fit the INGARCH model used in Ferland et al. (2006):
campyfit <- tsglm(ts=campy, model=list(past_obs=1, past_mean=c(7,13)))
summary(campyfit)
plot(campyfit)
#Note that these parameter estimations differ from those obtained by
#Ferland et al. (2006). This might be due to a different initialisation
#of pre-sample values and different optimisation algorithms (they use
#Microsoft Excel Solver Macro). 

Example output

Call:
tsglm(ts = campy, model = list(past_obs = 1, past_mean = c(7, 
    13)))

Coefficients:
             Estimate  Std.Error  CI(lower)  CI(upper)
(Intercept)    1.4965     0.7101     0.1048      2.888
beta_1         0.5856     0.0527     0.4823      0.689
alpha_7        0.0873     0.0640    -0.0381      0.213
alpha_13       0.1838     0.0750     0.0369      0.331
Standard errors and confidence intervals (level =  95 %) obtained
by normal approximation.

Link function: identity 
Distribution family: poisson 
Number of coefficients: 4 
Log-likelihood: -434.3842 
AIC: 876.7685 
BIC: 888.535 
QIC: 877.9338 

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