gsarima (version 0.1-5)

Two Functions for Generalized SARIMA Time Series Simulation

Description

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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Install

install.packages('gsarima')

Monthly Downloads

230

Version

0.1-5

License

GPL (>= 2)

Maintainer

Last Published

September 3rd, 2020

Functions in gsarima (0.1-5)