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http://dx.doi.org/10.5351/CKSS.2005.12.2.359

Model Checking for Time-Series Count Data  

Lee, Sung-Im (Department of Information Statistics, Dankook University)
Publication Information
Communications for Statistical Applications and Methods / v.12, no.2, 2005 , pp. 359-364 More about this Journal
Abstract
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.
Keywords
Time-series count data; conditional model; Martingale difference test; Ljung-Box test;
Citations & Related Records
Times Cited By KSCI : 2  (Citation Analysis)
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