Collection of R functions for analysis of count time series. Currently the focus is on count time series following generalised linear models.
Details
See the main function tsglm for more details on the usage of the package. There is a vignette available which introduces the functionality of the package and its underlying statistical methods (vignette("tsglm", package="tscount")).
Christou, V. and Fokianos, K. (2014) Quasi-likelihood inference for negative binomial time series models. Journal of Time Series Analysis35(1), 55–78, http://dx.doi.org/10.1002/jtsa.12050.
Christou, V. and Fokianos, K. (2015) Estimation and testing linearity for non-linear mixed poisson autoregressions. Electronic Journal of Statistics9, 1357–1377, http://dx.doi.org/10.1214/15-EJS1044.
Fokianos, K., Rahbek, A. and Tjostheim, D. (2009) Poisson autoregression. Journal of the American Statistical Association104(488), 1430–1439, http://dx.doi.org/10.1198/jasa.2009.tm08270.
Liboschik, T., Kerschke, P., Fokianos, K. and Fried, R. (2014) Modelling interventions in INGARCH processes. International Journal of Computer Mathematics (published online), http://dx.doi.org/10.1080/00207160.2014.949250.