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.

Version: 0.0-2
Depends: R (≥ 2.4.0)
Imports: MASS
Suggests: dse1
Published: 2009-06-14
Author: Olivier Briet
Maintainer: Olivier Briet <o.briet.antispam at gmail.com>
License: GPL (≥ 2)
URL: http://www.r-project.org
In views: TimeSeries
CRAN checks: gsarima results

Downloads:

Package source: gsarima_0.0-2.tar.gz
MacOS X binary: gsarima_0.0-2.tgz
Windows binary: gsarima_0.0-2.zip
Reference manual: gsarima.pdf
Old sources: gsarima archive