Analysis of Count Time Series
Count Data Distributions
Analytical Mean, Variance and Autocorrelation of an INGARCH Process
Describing Intervention Effects for Time Series with Deterministic Cov...
Detecting an Intervention in Count Time Series Following Generalised L...
Detecting Multiple Interventions in Count Time Series Following Genera...
Testing for Interventions in Count Time Series Following Generalised L...
Compute a Covariance Matrix from a Fisher Information Matrix
Predictive Model Assessment with a Marginal Calibration Plot
Predictive Model Assessment with a Probability Integral Transform Hist...
Plot Test Statistic of Intervention Detection Procedure for Count Time...
Plot for Iterative Intervention Detection Procedure for Count Time Ser...
Diagnostic Plots for a Fitted GLM-type Model for Time Series of Counts
Predicts Method for Time Series of Counts Following Generalised Linear...
Quasi Information Criterion of a Generalised Linear Model for Time Ser...
Residuals of a Generalised Linear Model for Time Series of Counts
Predictive Model Assessment with Proper Scoring Rules
Standard Errors of a Fitted Generalised Linear Model for Time Series o...
Summarising Fits of Count Time Series following Generalised Linear Mod...
Analysis of Count Time Series
Count Time Series Following Generalised Linear Models
Simulate a Time Series Following a Generalised Linear Model
Likelihood-based methods for model fitting and assessment, prediction and intervention analysis of count time series following generalized linear models are provided. Models with the identity and with the logarithmic link function are allowed. The conditional distribution can be Poisson or Negative Binomial.