Poisson exponentially weighted moving average model

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eviewsuser10
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Poisson exponentially weighted moving average model

Postby eviewsuser10 » Thu Jan 13, 2022 6:57 pm

I am using a poisson/negative binomial model. The model indicated autocorrelation in the residuals. I used to include a lagged dependent variable as a predictor, which often addressed the problem of autocorrelation in the residuals. My dependent variable is stationary and did not have a unit root.

However, some argued that lagged dependent variables should not be used to fit a poisson and negative binomial model. Instead, they suggested using a poisson autoregressive or exponentially weighted moving average model.

Does EViews allow for using a poisson autoregressive or exponentially weighted moving average model? Any advice would be appreciated.

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