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 Estimation and forecasting in SUINAR(1) model
Please use this identifier to cite or link to this item http://hdl.handle.net/10773/4429

title: Estimation and forecasting in SUINAR(1) model
authors: Silva, N
Pereira, I
Silva, ME
keywords: forecasts
Gibbs sampling
INAR mode
panel data
issue date: 2008
publisher: Instituto Nacional de Estatística
abstract: This work considers a generalization of the INAR(1) model to the panel data first order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1). It presents Bayesian and classical methodologies to estimate the parameters of Poisson SUINAR(1) model and to forecast future observations of the process. In particular, prediction intervals for forecasts - classical approach - and HPD prediction intervals - Bayesian approach - are derived. A simulation study is provided to give additional insight into the finite sample behaviour of the parameter estimates and forecasts.
URI: http://hdl.handle.net/10773/4429
ISSN: 1645-6726
publisher version/DOI: http://www.ine.pt/revstat/pdf/rs080303.pdf
source: REVSTAT-STATISTICAL JOURNAL
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