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Prediction and control for a time-series count data model
Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Economics.
1995 (English)In: International Journal of Forecasting, ISSN 0169-2070, E-ISSN 1872-8200, Vol. 11, no 2, 263-270 p.Article in journal (Refereed) Published
Abstract [en]

Time series of count data are becoming more widely available. In a recently suggested class of models, the serial correlation between counts can conveniently be accounted for. In this paper, an easily calculated linear predictor is introduced. Control solutions for average count and for probabilities of specified events are given. An illustration based on a road accident frequency model for a Swedish county is included.

Place, publisher, year, edition, pages
1995. Vol. 11, no 2, 263-270 p.
Keyword [en]
Control, Count data, Overdispersion, Prediction, Road accidents, Serial correlation
National Category
Economics
Research subject
Econometrics
Identifiers
URN: urn:nbn:se:umu:diva-64773DOI: 10.1016/0169-2070(94)00569-XOAI: oai:DiVA.org:umu-64773DiVA: diva2:602684
Available from: 2013-02-02 Created: 2013-02-02 Last updated: 2017-12-06Bibliographically approved

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Brännäs, Kurt

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