caa a22 4500 378847724 CHVBK 20180305123315.0 cr unu---uuuuu 161128e200310 xx s 000 0 eng 10.1515/EQC.2003.223 doi (NATIONALLICENCE)gruyter-10.1515/EQC.2003.223 Forecasting of Categorical Time Series Using a Regression Model [Elektronische Daten] [Helmut Pruscha, Axel Göttlein] This paper deals with time series of categorical or ordinal variables, which are combined with time varying covariates. The conditional expectations (probabilities) are modelled as a regression model in a GLM-type manner, its parameters are estimated using a (partial) likelihood-approach. Special attention is given to the multivariate and the cumulative logistic regression model, with a regression term defined by a recursive scheme. The main concern is directed at forecasts for such time series. Using an approximation formula for conditional expectations l-step predictors are developed. Bias and mean square errors are estimated by using expansion formulas and by employing Box-Jenkins as well as nonparametric methods. The procedures proposed are numerically applied to a data set of yearly forest health inventories. © Heldermann Verlag Categorical time series nationallicence multivariate logistic regression nationallicence cumulative regression models nationallicence forecast methods nationallicence generalized linear models nationallicence forest inventory nationallicence Pruscha Helmut Mathematical Institute, University of Munich, Theresienstr. 39, D-80333 Munich, Germany. pruscha@mathematik.uni-muenchen.de aut Göttlein Axel Forest Nutrition and Water Resources, Technical University of Munich, Am Hochanger 13, D-85354 Freising, Germany. goettlein@forst.tu-muenchen.de aut Economic Quality Control Walter de Gruyter GmbH & Co. KG 18/2(2003-10), 223-240 0940-5151 18:2<223 2003 18 EQC https://doi.org/10.1515/EQC.2003.223 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/EQC.2003.223 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Pruscha Helmut Mathematical Institute, University of Munich, Theresienstr. 39, D-80333 Munich, Germany. pruscha@mathematik.uni-muenchen.de aut NATIONALLICENCE 700 1- Göttlein Axel Forest Nutrition and Water Resources, Technical University of Munich, Am Hochanger 13, D-85354 Freising, Germany. goettlein@forst.tu-muenchen.de aut NATIONALLICENCE 773 0- Economic Quality Control Walter de Gruyter GmbH & Co. KG 18/2(2003-10), 223-240 0940-5151 18:2<223 2003 18 EQC CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter