I want to fit a fairly "standar" poisson model, but with an autoregressive term.
$N_i \sim Pois( \lambda_i E_i)$
with $log \lambda_i = X_i \cdot \beta + \delta$
$\delta \sim AR(1)$
$X_i$ is a vector of covariates. $\beta$ are my coefficients. $delta$ is an autoregressive term
The idea is that the count at time step t is partially dependent on the count at time step t-1
Ideally, I'd like to find some R package to fit this.
Any suggestions?