gsarima: Two functions for Generalized SARIMA time series simulation

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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.

Author
Olivier Briet <o.briet@gmail.com>
Date of publication
2014-11-25 17:27:34
Maintainer
Olivier Briet <o.briet@gmail.com>
License
GPL (>= 2)
Version
0.1-4
URLs

View on CRAN

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

Files in this package

gsarima
gsarima/NAMESPACE
gsarima/R
gsarima/R/garsim.R
gsarima/R/arrep.R
gsarima/MD5
gsarima/DESCRIPTION
gsarima/man
gsarima/man/gsarima-package.Rd
gsarima/man/arrep.Rd
gsarima/man/garsim.Rd