Testing serial dependence in time series models of counts against some INARMA alternatives

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URI: http://nbn-resolving.de/urn:nbn:de:bsz:21-opus-19548
Dokumentart: WorkingPaper
Date: 2001
Source: Tübinger Diskussionsbeiträge der Wirtschaftswissenschaftlichen Fakultät ; 204
Language: English
Faculty: 6 Wirtschafts- und Sozialwissenschaftliche Fakultät
Department: Wirtschaftswissenschaften
DDC Classifikation: 330 - Economics
Keywords: Zeitreihenanalyse , Zähldaten
Other Keywords:
Time series of counts , INARMA models , partial autocorrelation , score test , Monte Carlo
License: http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=de http://tobias-lib.uni-tuebingen.de/doku/lic_ohne_pod.php?la=en
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In analysing time series of counts, the need to test for the presence of a dependence structure routinely arises. Suitable tests for this purpose are considered in this paper.

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