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>.

Version:	0.1-5
Depends:	R (≥ 2.4.0)
Imports:	MASS
Published:	2020-09-03
Author:	Olivier Briet
Maintainer:	Olivier Briet <o.briet at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://www.r-project.org
NeedsCompilation:	no
In views:	TimeSeries
CRAN checks:	gsarima results

Documentation:

Reference manual:

gsarima.pdf

Downloads:

Package source:	gsarima_0.1-5.tar.gz
Windows binaries:	r-devel: gsarima_0.1-5.zip, r-release: gsarima_0.1-5.zip, r-oldrel: gsarima_0.1-5.zip
macOS binaries:	r-release (arm64): gsarima_0.1-5.tgz, r-oldrel (arm64): gsarima_0.1-5.tgz, r-release (x86_64): gsarima_0.1-5.tgz, r-oldrel (x86_64): gsarima_0.1-5.tgz
Old sources:	gsarima archive

Reverse dependencies:

Reverse imports:

SLBDD

Linking:

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