This repository contains data and codes to reproduce the analyses from J. Bracher (2019): An INARMA(1, 1) model with Poisson marginals.

Contents:

• Analyses/Functions.R: implementation of functions for likelihood evaluation, fitting and simulation
• Analyses/Real_Data_Examples.R: Example analyses on Westgren's gold particle data and mumps in Bavaria
• Analyses/Simulation_Studies.R: Some simulation studies to check analytical results and the likelihood evaluation for the INARMA(1, 1) model
• Data/gold_westgren.csv: Westgren's (2016) gold particle data
• Data/mumps_germany.csv: Weekly mumps counts in the 16 German states