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: 0.1-3
Depends: R (≥ 2.4.0)
Imports: MASS
Suggests: dse1, gamlss.util (≥ 4.2-0)
Published: 2013-01-17
Author: Olivier Briet
Maintainer: Olivier Briet <o.briet at gmail.com>
License: GPL (≥ 2)
URL: http://www.r-project.org
NeedsCompilation: no
In views: TimeSeries
CRAN checks: gsarima results

Downloads:

Package source: gsarima_0.1-3.tar.gz
MacOS X binary: gsarima_0.1-3.tgz
Windows binary: gsarima_0.1-3.zip
Reference manual: gsarima.pdf
Old sources: gsarima archive