tscount: Analysis of Count Time Series

Likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models are provided, see Liboschik et al. (2017) <doi:10.18637/jss.v082.i05>. Models with the identity and with the logarithmic link function are allowed. The conditional distribution can be Poisson or Negative Binomial.

Package details

AuthorTobias Liboschik [aut, cre], Roland Fried [aut], Konstantinos Fokianos [aut], Philipp Probst [aut], Jonathan Rathjens [ctb], Nicolò Rubattu [ctb]
MaintainerTobias Liboschik <liboschik@statistik.tu-dortmund.de>
LicenseGPL-2 | GPL-3
Version1.4.4
URL http://tscount.r-forge.r-project.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("tscount", repos="http://R-Forge.R-project.org")

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tscount documentation built on May 11, 2023, 3:04 p.m.