When modelling count data that comes in the form of a time series, the static Poisson regression and standard time series models are often not appropriate. A current study therefore involves the evaluation of several observation-driven and parameter-driven time series models for count data. In the observation-driven class of models, a fairly simple model is the Autoregressive Conditional Poisson (ACP) model. … Autoregressive Conditional Poisson (ACP) google

Advertisements