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I was wondering if there is any tools like R that can be used to identify the Integer valued ARIMA process? I know that using forecast package in R we can identify the ARIMA process , is there any package for INARIMA?

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  • $\begingroup$ Excuse the possibility of my ignorance, but I've never heard of INARIMA. Furthermore, my attempt to find documentation about INARIMA has resulted in failure. Could you please confirm that you're not confusing an "Integer" ARIMA process with an "Integrated" ARIMA process? Alternatively, tell us what is meant by "Integer" ARIMA. This might help us to answer your question. $\endgroup$
    – Graeme Walsh
    May 15, 2013 at 0:13
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    $\begingroup$ It has been introuduced by researchers as a tool for modeling counting processes, please see the link for more information:onlinelibrary.wiley.com/doi/10.1111/j.1467-9892.1987.tb00438.x/… $\endgroup$
    – Roji
    May 15, 2013 at 15:12
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    $\begingroup$ I think I may have found you the R package that you've been looking for. It is a package called ZIM. cran.r-project.org/web/packages/ZIM The PhD dissertation of the package author seems to give an overview of the package. Hopefully this is what you've been looking for. $\endgroup$
    – Graeme Walsh
    Jun 25, 2013 at 15:26
  • $\begingroup$ @GraemeWalsh I didn't see any concern for level shifts or even pulses or determinstic time trends in the ZIM documentation.. Do the authors just assume that these effects don;t exist with integer data ? $\endgroup$
    – IrishStat
    Aug 24, 2018 at 21:54
  • $\begingroup$ A more general solution (using glm from tscount package is here $\endgroup$
    – KT12
    Aug 30, 2022 at 21:12

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