gsarima (version 0.1-4)

gsarima-package: 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

Details

Package:

gsarima

Type:

Package

Version:

0.1-4

Date:

2013-06-17

License:

GPL (>= 2)

LazyLoad:

yes

Use arrep() for converting the SARIMA function into AR representation, and use garsim() to simulate.

References

Briet, OJT, Amerasinghe PH, Vounatsou P: Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers. PLoS ONE, 2013, 8(6): e65761. doi:10.1371/journal.pone.0065761 http://dx.plos.org/10.1371/journal.pone.0065761 If you use the gsarima package, please cite the above reference. Brandt PT, Williams JT: A linear Poisson autoregressive model: The PAR(p). Political Analysis 2001, 9.

Benjamin MA, Rigby RA, Stasinopoulos DM: Generalized Autoregressive Moving Average Models. Journal of the American Statistical Association 2003, 98:214-223.

Zeger SL, Qaqish B: Markov regression models for time series: a quasi-likelihood approach. Biometrics 1988, 44:1019-1031

Grunwald G, Hyndman R, Tedesco L, Tweedie R: Non-Gaussian conditional linear AR(1) models. Australian & New Zealand Journal of Statistics 2000, 42:479-495.