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) .


Reference manual

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0.1-5 by Olivier Briet, a year ago

Browse source code at

Authors: Olivier Briet <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports MASS

Imported by SLBDD.

See at CRAN