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Zero-Inflated INGARCH Using Conditional Poisson and Negative Binomial: Data Application

Zero-Inflated INGARCH Using Conditional Poisson and Negative Binomial: Data Application

์˜-๊ณผ์ž‰(zero-inflation) ํ˜„์ƒ์€ ์ตœ๊ทผ ๊ณ„์ˆ˜(count) ์‹œ๊ณ„์—ด ๋ถ„์„์˜ ์ฃผ์š”ํ† ํ”ฝ์œผ๋กœ ๋‹ค๋ฃจ์–ด์ง€๊ณ  ์žˆ๋‹ค. ๋ณธ ๋…ผ๋ฌธ์—์„œ๋Š” ์˜-๊ณผ์ž‰ ๊ณ„์ˆ˜ ์‹œ๊ณ„์—ด์˜ ๋ณ€๋™์„ฑ์„ ์—ฐ๊ตฌํ•˜๊ณ  ์žˆ๋‹ค. ๊ธฐ์กด์˜ ์ •์ˆ˜ํ˜• ๋ชจํ˜•์ธ INGARCH(integer valued GRACH) ๋ชจํ˜•์— ์กฐ๊ฑด๋ถ€ ํฌ์•„์†ก ๋ฐ ์กฐ๊ฑด๋ถ€ ์Œ์ดํ•ญ ๋ถ„ํฌ๋ฅผ ์‚ฌ์šฉํ•˜์—ฌ ๋ณ€๋™์„ฑ์— ์˜-๊ณผ์ž‰ ํ˜„์ƒ์„ ์ถ”๊ฐ€ํ•˜์˜€๋‹ค. ๋ชจ์ˆ˜ ์ถ”์ • ๋ฐฉ๋ฒ•์œผ๋กœ EM์•Œ๊ณ ๋ฆฌ์ฆ˜์„ ์‚ฌ์šฉํ•˜์˜€์œผ๋ฉฐ ๊ตญ๋‚ด ์ฝœ๋ ˆ๋ผ ๋ฐœ์ƒ๊ฑด์ˆ˜์— ์ ์šฉ์‹œ์ผœ ๋ณด์•˜๋‹ค. Zero-inflation has recently attracted much โ€ฆ