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MathGroup Archive 2007

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time series of count data...

  • To: mathgroup at smc.vnet.net
  • Subject: [mg83664] time series of count data...
  • From: "Richard Palmer" <rhpalmer at gmail.com>
  • Date: Wed, 28 Nov 2007 05:22:34 -0500 (EST)

... I have a time series of count data..  The usual tests suggest the
underlying distribution is negative binomial (possibly zero inflated
version).  There are several potential drivers for the series (including
ARMA terms of the series itself).  Does anybody know a technical approach
for estimating the series that deals with the count nature of the data and
the autocorrelation?  Does anybody have code for doing the estimation?

Thanks in advance!

Richard



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