Analysis of Count Time Series

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.


Reference manual

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install.packages("tscount")

1.4.3 by Tobias Liboschik, 6 years ago


http://tscount.r-forge.r-project.org


Browse source code at https://github.com/cran/tscount


Authors: Tobias Liboschik [aut, cre] , Roland Fried [aut] , Konstantinos Fokianos [aut] , Philipp Probst [aut] , Jonathan Rathjens [ctb]


Documentation:   PDF Manual  


GPL-2 | GPL-3 license


Imports parallel, ltsa

Suggests Matrix, xtable, gamlss.data, surveillance


Depended on by fableCount.

Suggested by mlr3forecast.


See at CRAN