example_HHJ: A realization of a _Poisson-GARMA_ model
In matheusbarroso/dboot: Dependent Bootstrap package
Description
Usage
Format
References
Description
A dataset contaning the realization of a Poisson-GARMA
(0,1) model, with θ=0.5, Β=2, μ_{0}=10
Usage
1
Format
A data frame with 30 rows and 4 variables:
- indext
indext, time index of the series
- mu.t
mu.t, the observed μ_{t} value
- yt
y_{t}, the realization of the process
- x
x, an intercept variable
References
For the GARMA model:
Benjamin, Michael A., Rigby, Robert A. and Stasinopoulos, D. Mikis. 2003. Generalized Autoregressive Moving Average Models. Journal of the American Statistical Association. Mar, 2003, Vol. 98, 461, pp. 214-223.
matheusbarroso/dboot documentation built on May 16, 2019, 8:13 p.m.
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Description Usage Format References
Description
A dataset contaning the realization of a Poisson-GARMA (0,1) model, with θ=0.5, Β=2, μ_{0}=10
Usage
1 |
Format
A data frame with 30 rows and 4 variables:
- indext
indext, time index of the series
- mu.t
mu.t, the observed μ_{t} value
- yt
y_{t}, the realization of the process
- x
x, an intercept variable
References
For the GARMA model:
Benjamin, Michael A., Rigby, Robert A. and Stasinopoulos, D. Mikis. 2003. Generalized Autoregressive Moving Average Models. Journal of the American Statistical Association. Mar, 2003, Vol. 98, 461, pp. 214-223.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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