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gsarima (version 0.0-1.1)

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.

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Install

install.packages('gsarima')

Monthly Downloads

257

Version

0.0-1.1

License

GPL (>= 2)

Maintainer

ORPHANED

Last Published

September 4th, 2020

Functions in gsarima (0.0-1.1)

arrep

Compute the Autoregressive Representation of a Sarima Model

garsim

Simulate a Generalized Autoregressive Time Series