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 <>
Date of publication2014-11-25 17:27:34
MaintainerOlivier Briet <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gsarima documentation built on May 29, 2017, 10:06 p.m.