 Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of ZerosWagner Barreto-Souza Journal of Time Series Analysis, 2015, vol. 36, issue 6, 839-852 Abstract: type="main" xml:id="jtsa12131-abs-0001"> In this article, we propose a first-order integer-valued autoregressive [INAR(1)] process for dealing with count time series with deflation or inflation of zeros. The proposed process has zero-modified geometric marginals and contains the geometric INAR(1) process as a particular case. The proposed model is also capable of capturing underdispersion and overdispersion, which sometimes are caused by deflation or inflation of zeros. We explore several statistical and mathematical properties of the process, discuss point estimation of the parameters and find the asymptotic distribution of the proposed estimators. We also propose a test based on our model for checking if the count time series considered is deflated or inflated of zeros. Two empirical illustrations are presented in order to show the potential for practice of our zero-modified geometric INAR(1) process. This article contains a Supporting Information. Date: 2015 Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:36:y:2015:i:6:p:839-852 Ordering information: This journal article can be ordered from Access Statistics for this article Journal of Time Series Analysis is currently edited by M.B. Priestley More articles in Journal of Time Series Analysis from Wiley Blackwell |
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