This paper proposes a new time-varying integer-valued autoregressive (TV-INAR) model with a state vector following a logistic regression structure. Since the autoregressive coefficient in the model is time-dependent. the Kalman-smoothed method is applicable. Some statistical properties of the model are established. https://www.ealisboa.com/mega-grab-Yocan-CubeX-Replacement-Coil-5pk-must-buy/