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Intervention analysis estimates the effect of an external intervention on a time-series.

1 vote

Simple interrupted time series analysis

here's the arima function in R. http://svn.r-project.org/R/trunk/src/library/stats/R/arima.R snippet you might be interested in: if (is.null(fixed)) fixed <- rep(NA_real_, narma + ncxreg) else if(l …
sk8asd123's user avatar
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1 vote

How to fit a simple count time series INAR(1) model

Have you looked at the LaplacesDemon package? They have some examples for autoregressive poisson. http://cran.cermin.lipi.go.id/web/packages/LaplacesDemon/vignettes/Examples.pdf
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