Author： Weiss Christian
Publisher： Taylor & Francis Ltd
ISSN： 0361-0926
Source： Communications in Statistics: Theory and Methods, Vol.38, Iss.4, 2009-01, pp. : 447-460
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Abstract
The binomial AR(1) model of McKenzie (1985) for time series of binomial counts has a well-interpretable structure and applies well to several real-world problems. After a brief review of important properties of this model, we propose and investigate a new class of pth order autoregressive models, which coincide with the binomial AR(1) model for p = 1. Special cases of this new model family are discussed, each having a different autocorrelation structure. A real-data example demonstrates that these higher-order models have a great potential to be applied in practice.
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