Re: [R] state space model for poisson distribution

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Mon, 10 Mar 2008 20:05:37 -0700

      Have you looked at the 'sspir' package? A good introduction to the package can be found in C. Dethlefsen and S. Lundbye-Christensen (2006) "Formulating state space models in r with focus on longitudinal regression models", Journal of Statistical Software, 16(1) [http://www.jstatsoft.org/v16/i01]

      Hope this helps. 
      Spencer Graves   

arun kirshna wrote:
> Hi Rers,
>
> I have a poission time series model with 5 parameters. I just wanted to remove two of the lag on response in the model and put it as a system model. I am not sure about the codes to combine these two on R. If anybody has any R example (code), please post it.
>
> My original model: log(Y(t))~constant+b1*Y(t-1)+b2*Y(t-2)+b3*(variable1)+b4*(variable2)+e
> I would like to construct a model:
> log(Y(t))~constant+b1*(variable1)+b2*(variable2)+X(t)
>
> X(t)~phi1*Xt-1+phi2*Xt-2+error
>
> where X(t) is the autoregressive lag effect of response.
>
> A.K.
>
>
>
>
>
> ---------------------------------
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 11 Mar 2008 - 03:10:16 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 11 Mar 2008 - 08:30:20 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive