poinar: Function expoinar

Description Usage Arguments Value References Examples

View source: R/estimation.R

Description

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

Usage

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expoinar(x, order.max,series=NULL,family="gen.poisson")

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.

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

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

coef:

estimated INAR coefficients for the fitted model.

residual:

the series of residuals.

fitted.values:

the fitted series.

series:

the name of the series x.

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

coef:

estimated INAR coefficients for the fitted model.

residual:

the series of residuals.

fitted.values:

the fitted series.

series:

the name of the series x.

References

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

Freeland R. K. (1998). Statistical analysis of discrete time series with applications to the analysis of workers compensation claims data [unpublished doctoral dissertation].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.

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

Freeland R. K. (1998). Statistical analysis of discrete time series with applications to the analysis of workers compensation claims data [unpublished doctoral dissertation].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.

Examples

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data(claims)
claims5 <- claims[,5]
mean(claims5)
var(claims5)
var(claims5)/mean(claims5)  # dispersion index
acf(claims5)
pacf(claims5)
poinar(claims5, 1)

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