A simulated Poisson series with a cosine covariate

Description

A simulated Poisson count series with a cosine covariate under the Poisson model (case) of non-Gaussian state space family with exact marginal likelihood (Gamerman et al.,2013). The data consist of 200 observations and the two static parameters “w” and “beta” of the Poisson model were fixed at 0.90 and 1.0, respectively.

Usage

data(Ytm)

Details

The first and second columns of the object Ytm correspond to the simulated series and the cosine covariate, respectively.

References

Gamerman, D., Santos, T. R., and Franco, G. C. (2013). A Non-Gaussian Family of State-Space Models with Exact Marginal Likelihood. Journal of Time Series Analysis, 34(6), 625-645.

Examples

data(Ytm)
## maybe str(Ytm) ; plot(Ytm) ...