nginar: Function nginar

In projecttsinteger/tsintegerpackage: Time series of counts analysis

Description

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

Usage

nginar(x, series = NULL)

Arguments

x	a numeric vector or time series.
order.max	the integer component p is the NGINAR order.
mu	the mean of the geometric distribution.

Value

A list of class "inar" with the following elements:

coef:

estimated NGINAR coefficients for the fitted model.

residual:

the series of residuals.

fitted.values:

the fitted series.

series:

the name of the series x.

References

Ristic, M.M., Bakouchb, H.S. and Nasti, A.S. (2009) A newgeometricfirst-orderinteger-valuedautoregressive (NGINAR(1)) process . Journal of Statistical Planning and Inference, 139, 2218–2226.

Examples

data(sexoffences)
mean(sexoffences)
var(sexoffences)
nginar(sexoffences)

projecttsinteger/tsintegerpackage documentation built on May 26, 2019, 8:34 a.m.