Suppose we have count data. It seems that a generalized ARMA model would be good to use. In Rm these is function:
garma(link = c("identity", "loge", "reciprocal", "logit", "probit", "cloglog", "cauchit"), earg=list(), p.ar.lag = 1, q.lag.ma = 0, coefstart = NULL, step = 1)
Why type of link function would be good to use? There is no poisson option.