ingarch.mean(intercept, past_obs=NULL, past_mean=NULL)
ingarch.var(intercept, past_obs=NULL, past_mean=NULL)
ingarch.acf(intercept, past_obs=NULL, past_mean=NULL, lag.max=10, type=c("acf", "pacf", "acvf"), plot=TRUE, ...)
type="acf"
(the default) the autocorrelation function is calculated, "pacf"
gives the partial autocorrelation function and "acvf"
the autocovariance function.
plot=TRUE
(the default) the values are plotted and returned invisible.
plot
.
ingarch.acf
depends on the function tacvfARMA
from package ltsa
, which needs to be installed.
tsglm
for fitting a more genereal GLM for time series of counts of which this INGARCH model is a special case. tsglm.sim
for simulation from such a model.
ingarch.mean(0.3, c(0.1,0.1), 0.1)
## Not run:
# ingarch.var(0.3, c(0.1,0.1), 0.1)
# ingarch.acf(0.3, c(0.1,0.1,0.1), 0.1, type="acf", lag.max=15)## End(Not run)
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