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. The methodology of this method is described in Briet OJT, Amerasinghe PH, and Vounatsou P (2013) .


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Reference manual

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install.packages("gsarima")

0.1-5 by Olivier Briet, 7 months ago


https://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


Imported by SLBDD.


See at CRAN