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Figure 8-8
Goals scored by England
against Scotland
at Hampden Park,
Glasgow, 1872–1987.
Figure 8-9
Histogram of the
data in Figure 8.8.
8.8 Generalized State-Space Models 307
Goals
0 1 2 3 4 5
o
o
o
o
o
o
o
o
o
o
o
o
o
o
o ooo
o
oo
o
o
o
o
oo
o
o
o
o o
1870 1880 1890 1900 1910 1920 1930 1940 1950 1960 1970 1980 1990
Poisson observation equation and a log-gamma state equation:
frequency
0 5 10 15 20
p(yt|xt) exp{ytxt − ext }
, yt0, 1,...,
yt!
p xt|y (t−1) f(xt; αt|t−1,λt|t−1), −∞