[R] How to test a time series fit the Poisson or other process?

Spencer Graves spencer.graves at pdf.com
Wed Nov 30 05:51:32 CET 2005


	  I just did  RSiteSearch("poisson time series").  The second and third
of 75 hits seemed relevant to your question.  (e.g.,
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/58054.html)  Some of the
other responses did not seem relevant, but I didn't look at all of them.
 This response menitoned Jim Lindsey, whose "R code" web site is
"http://popgen0146uns50.unimaas.nl/~jlindsey/rcode.html".

	  Hope this helps.  If I had a long time series of Poisson counts, I'd
be tempted to try a standard time series model on the square root of the
counts.  If the results were dramatically different from what I got from
some more sophisticated modeling strategy, I'd look very carefully at
both to make sure I hadn't made a mistake some place.  If it were not
that important, I might just apply standard time series techniques to
the square roots of the counts and go on to the next task.

	  hope this helps.
	  spencer graves
p.s.  If you'd like more information from this listserve, PLEASE do read
the posting guide! "www.R-project.org/posting-guide.html".  I believe
that people who follow that guide generally get quicker, more useful
replies.  This is especially true for those who supply a simple, toy
example in a few lines of R code that someone else can copy from an
email into R, test a few ideas, and craft a reply in a very few minutes.

¹ãÐÇ wrote:

> Hi, R-Help,
> I am a newbie.
> what I concern most recently is the analysis of the time series,
> But there are a lot of package in my eyes.
> All I want to try is as follow:
> How to test whether a time series fit the Poisson or other process in R? 
> 
> Thank you very much in advance.
> 
> ¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡guangxing at ict.ac.cn
> ¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡2005-11-25
> 
> 
> 
> ------------------------------------------------------------------------
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
Fax: 408-280-7915




More information about the R-help mailing list