Durbin and Koopman (2000) considered the lagged quarterly-demand for
gas in the UK from 1960 to 1986.

Allows various models for multivariate response variables where each response is assumed to follow double hierarchical generalized linear models. In double hierarchical generalized linear models, the mean, dispersion parameters for variance of random effects, and residual variance can be further modeled as random-effect models.

Maengseok Noh

mdhglm

Multivariate Double Hierarchical Generalized Linear Models

gas function

A data frame with 108 observations on the following 4 variables.<dl class="dl-horizontal">
 <dt><code>y</code></dt><dd>lagged quarterly-demand for gas</dd>
 <dt><code>year</code></dt><dd>year; 1960...1986</dd>
 <dt><code>quarter</code></dt><dd>quarter; 1...4</dd>
 <dt><code>time</code></dt><dd>data number for 108 obervations</dd>
 </dl>

Format

Gas Consumption Data — gas

A data frame with 108 observations on the following 4 variables.<dl class='dl-horizontal'>
 <dt><code>y</code></dt><dd>lagged quarterly-demand for gas</dd>
 <dt><code>year</code></dt><dd>year; 1960...1986</dd>
 <dt><code>quarter</code></dt><dd>quarter; 1...4</dd>
 <dt><code>time</code></dt><dd>data number for 108 obervations</dd>
 </dl>

gas: Gas Consumption Data

Description

Usage

Arguments

Format

References