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The Added Variable Plot for a Time Series of Counts
Author(s) -
Hay J.L.,
Pettitt A.N.
Publication year - 1998
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/1467-842x.00004
Subject(s) - mathematics , series (stratigraphy) , plot (graphics) , statistics , variable (mathematics) , econometrics , gaussian , mathematical analysis , physics , quantum mechanics , paleontology , biology
The issue of modelling non‐Gaussian time series data is one that has been examined by several authors in recent years. Zeger (1988) introduced a parameter‐driven model for a time series of counts as well as a more general observation‐driven model for non‐Gaussian data (Zeger & Qaqish, 1988). This paper examines the application of the added variable plot to these two models. This plot is useful for determining the strength of relationships and the detection of influential or outlying observations.