INGARCH and GLARMA Models for Count Time Series in Fable Framework
Extract fitted values from a fable model
Extract fitted values from a fable model
Forecast a model from the fable package
Forecast a model from the fable package
Glance a GLARMA model
Glance a INGARCH model
Estimate a GLARMA model
Estimate a INGARCH model
Extract residuals from a fable model
Extract residuals from a fable model
Tidy a fable model
Tidy a fable model
Provides a tidy R interface for count time series analysis. It includes implementation of the INGARCH (Integer Generalized Autoregressive Conditional Heteroskedasticity) model from the 'tscount' package and the GLARMA (Generalized Linear Autoregressive Moving Averages) model from the 'glarma' package. Additionally, it offers automated parameter selection algorithms based on the minimization of a penalized likelihood.