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.
The methodology of this method is described in Briet OJT, Amerasinghe PH, and
Vounatsou P (2013) <doi:10.1371/journal.pone.0065761>.
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=gsarima
to link to this page.