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Re: st: time series count data - PEWMA or PAR(p)


From   Edgar Munoz <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: time series count data - PEWMA or PAR(p)
Date   Wed, 18 Dec 2013 07:45:03 -0600

Katerina, take a look on -arpois-

M.E.
Sent from my iPhone

> On Dec 18, 2013, at 5:26 AM, [email protected] wrote:
> 
> 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
> 
> 
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