SOME SIMPLE MODELS FOR DISCRETE VARIATE TIME SERIES1

ABSTRACT: Simple models are presented for use in the modeling and generation of sequences of dependent discrete random variables. The models are essentially Markov Chains, but are structurally autoregressions, and so depend on only a few parameters. The marginal distribution is an intrinsic component in the specification of each model, and the Poisson, Geometric, Negative Binomial and Binomial distributions are considered. Details are also given for the introduction of time‐dependence into the means of the sequences so that seaonality can be treated simply.