Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: time series count data - PEWMA or PAR(p)
From
[email protected]
To
[email protected]
Subject
st: time series count data - PEWMA or PAR(p)
Date
Wed, 18 Dec 2013 12:25:44 +0100
Dear all,
What STATA command can be used to run a time series model for count data?
My dependent variable is the number of protest events per quarter in 20
years. If I understand correctly some of the literature, I cannot use
-arima- but have to use something like Poisson autoregressive model
(PAR(p)) or PEWMA. Is it possible to run this in STATA?
Thanks a lot for your help,
Best regards,
Katerina
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/