Hello,
I have non-negative integer count data and wish to perform INAR model in R. Could anyone please suggest the appropriate Package/Scripts/Code/Reference in R.
Thanks in Advance!
Have a look at Article Estimation in an Integer-Valued Autoregressive Process with ...
Article Estimation for random coefficient integer-valued autoregress...
Also https://www.tandfonline.com/doi/abs/10.1080/03610918.2020.1864644?journalCode=lssp20
I guess the "tscount" package in R could be helpful.
https://cran.r-project.org/web/packages/tscount/vignettes/tsglm.pdf
See these links:
https://www.ufpe.br/documents/39866/714959/tese014.pdf/e28e2157-d150-4b91-9bc3-5081a96b6039
Thank You Muhammad Ali , Sakiba Nabi and Remal Al-Gounmeein
please see this paper
See this link
https://www.google.com/url?sa=t&source=web&rct=j&url=https://aip.scitation.org/doi/pdf/10.1063/1.4991261&ved=2ahUKEwjYpNnchcTxAhVggf0HHWOtDT4QFjAEegQIBRAC&usg=AOvVaw2t_iYVfAYdi6mxzAuE_dHD
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