The RATS Software Forum

Hello,

I'm newbie using WinRATS and I'm modelling a dayly series using Poisson Regression (including Lambda value)... I'm looking for a WinRats example with these features... somebody can help me, please?
Best regards and sorry my english,

Silver

Wooldridge, example 19.1 (file wool19-1.prg) does a Poisson regression. I'm not sure what you mean by the "lambda value". The typical Poisson regression estimates the mean lambda as a linear function of exogenous variables.