gsarima: Two functions for Generalized SARIMA time series simulation
Version 0.1-4

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.

Package details

AuthorOlivier Briet <[email protected]>
Date of publication2014-11-25 17:27:34
MaintainerOlivier Briet <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the gsarima package in your browser

Any scripts or data that you put into this service are public.

gsarima documentation built on May 29, 2017, 10:06 p.m.