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Noah
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Poisson with an autoregressive term

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?

Noah
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