Timeline for Dynamic poisson-time series regression

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Jun 11, 2019 at 15:56	history	edited	kjetil b halvorsen♦	CC BY-SA 4.0	added 30 characters in body
Jun 11, 2019 at 15:53	comment	added	kjetil b halvorsen♦		Please add that new info as edits to the original post! Few people really read comments ...
Jun 9, 2019 at 16:34	comment	added	Clarice Taylor		That's why, $ Y_t $ ~ $ intercept + Y_{t-1} + X_{1,t} + X_{2,t} + X_{3,t} + X_{1,t-2} + X_{3, t-4} $ because the ACF of $ Y $ shows it has lag 1, and t1 = 2, t2 = 0, and t3 = 4.
Jun 9, 2019 at 16:31	comment	added	Clarice Taylor		Hi @mdewey I really appreciate your comment. To be clear, $ Y_t $ is count data at time t, and I wanna regress it to its explanatory variables $ X_{1,t−t1} $, $ X_{2,t-t2} $ , $ X_{3,t-t3} $, and $ Y_{t-lag} $ as well. t1,t2, and t3 are chosen depending on the cross-correlation between Y and $ X_1 $ , $ X_2 $, and $ X_3 $ respectively. For example, from the cross-correlation between Y and $ X_1 $, we get the high correlation is when $ X_1 $ is lagged 2. so I put the $ X_{1,t-2} $ as the explanatory variable.
Jun 9, 2019 at 14:43	comment	added	mdewey		I think you need to clarify this some more. Why do the predictors include $X_{1,t-2}$ rather than $X_{1,t-1}$?
Jun 8, 2019 at 21:20	review	Close votes
Jun 11, 2019 at 15:56
Jun 8, 2019 at 20:15	review	First posts
Jun 8, 2019 at 21:02
Jun 8, 2019 at 20:12	history	asked	Clarice Taylor	CC BY-SA 4.0