Analysis and discussion for Poisson integer autoregressive time series model

碩士 === 東海大學 === 統計學系 === 99 === Across different types of data, the choices of time series model is a key element to the time series analysis. The article first overview the poisson integer autoregressive model published by Alzaid, A. A. and Al-Osh, M.A. (1990) and referenced the paper issued by Car...

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Bibliographic Details
Main Authors: HUANG, TING-SHUN, 黃鼎舜
Other Authors: Huang, Yu-Min
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/87241664737097264646
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Summary:碩士 === 東海大學 === 統計學系 === 99 === Across different types of data, the choices of time series model is a key element to the time series analysis. The article first overview the poisson integer autoregressive model published by Alzaid, A. A. and Al-Osh, M.A. (1990) and referenced the paper issued by Cardinal M, Roy R, Lambert J. (1999) as the basis for analysis of both simulation data and actual data. In addition, the article will use a few simulation data, which correspond to the modeling condition of Poisson INAR. This will enable us to understand the feasibility of the model in some situations. Other than that, while we state the Possion INAR model, we have employed a simpler verification method to prove that X~Poisson (λ) can be interpreted with random variables of Possion Distrbution plus the product of Poisson Distribution.