gsarima: Two functions for Generalized SARIMA time series simulation

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]>
MaintainerOlivier Briet <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gsarima documentation built on May 2, 2019, 8:25 a.m.