Two functions for Generalized SARIMA time series simulation

Write SARIMA models in (finite) AR representation and simulate generalized multiplicative seasonal autoregressive moving average (time) series with Normal / Gaussian, Poisson or negative binomial distribution.


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install.packages("gsarima")

0.1-4 by Olivier Briet, 6 years ago


http://www.r-project.org


Browse source code at https://github.com/cran/gsarima


Authors: Olivier Briet <[email protected]>


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports MASS

Suggests dse1, gamlss.util


See at CRAN