poinar: Function poinar

In Patriota/tsinteger: Time series of counts analysis

Description

Fit in inar model to a univariate time series by yule-walker method

Usage

poinar(x, order.max, series = NULL)

Arguments

x	a numeric vector or time series.
order.max	a one dimensional integer vestor giving the order of the model to fit. This value corresponds the INAR order.
series	name for the series.

Value

Resultados

References

Du, J.G. and Li,Y.(1991): The integer-valued autorregressive (INAR(p)) model. Journal of time series analysis 12, 129–142.

Freeland RK. Statistical analysis of discrete time series with applications to the analysis of workers compensation claims data [unpublished doctoral dissertation]. Vancouver (Canada): University of British Columbia; 1998.

Examples

data(claims)
mean(claims[,5])
var(claims[,5])
var(claims[,5])/mean(claims[,5])  # dispersion index
acf(claims[,5])
pacf(claims[,5])
poinar(claims[,5], 1)

Patriota/tsinteger documentation built on May 8, 2019, 12:57 a.m.