A discrete valued time series model; |
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Model descriptionAs an example of a discrete valued time series we use the 'polio data' considered by Kuk & Cheng (1999). It is assumed that yi has a Poisson (li) distribution, wherelog(li) = Xib + ui.
Here, Xi is a covariate vector, b is a vector of regression parameters and ui is a first order autoregressive process ui = r*ui-1
+ ei.
Further details about the model can be found here: polio.pdf. |