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.

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AuthorOlivier Briet <o.briet@gmail.com>
Date of publication2014-11-25 17:27:34
MaintainerOlivier Briet <o.briet@gmail.com>
LicenseGPL (>= 2)
Version0.1-4
URL http://www.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("gsarima")

Man pages

arrep: Compute the Autoregressive Representation of a Sarima Model
garsim: Simulate a Generalized Autoregressive Time Series
gsarima-package: Two functions for Generalized SARIMA time series simulation

Functions

arrep Man page
garsim Man page
gsarima Man page
gsarima-package Man page

Files

NAMESPACE
R
R/garsim.R
R/arrep.R
MD5
DESCRIPTION
man
man/gsarima-package.Rd
man/arrep.Rd
man/garsim.Rd
gsarima documentation built on May 19, 2017, 8:47 p.m.