Communications for Statistical Applications and Methods

  • 제12권2호
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  • Pages.359-364
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  • 2005
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Model Checking for Time-Series Count Data

  • Lee, Sung-Im (Department of Information Statistics, Dankook University)
  • 발행 : 2005.08.01
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초록

This paper considers a specification test of conditional Poisson regression model for time series count data. Although conditional models for count data have received attention and proposed in several ways, few studies focused on checking its adequacy. Motivated by the test of martingale difference assumption, a specification test via Ljung-Box statistic is proposed in the conditional model of the time series count data. In order to illustrate the performance of Ljung- Box test, simulation results will be provided.

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참고문헌

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