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gsarima  

Two Functions for Generalized SARIMA Time Series Simulation
View on CRAN: Click here


Download and install gsarima package within the R console
Install from CRAN:
install.packages("gsarima")

Install from Github:
library("remotes")
install_github("cran/gsarima")

Install by package version:
library("remotes")
install_version("gsarima", "0.1-5")



Attach the package and use:
library("gsarima")
Maintained by
Olivier Briet
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-04-20
Latest Update: 2020-09-03
Description:
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) .
How to cite:
Olivier Briet (2008). gsarima: Two Functions for Generalized SARIMA Time Series Simulation. R package version 0.1-5, https://cran.r-project.org/web/packages/gsarima. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0-1.1 (2009-02-23 11:32), 0.0-1 (2008-04-20 21:04), 0.0-2 (2009-06-14 21:35), 0.1-2 (2013-01-15 22:01), 0.1-3 (2013-01-17 12:00), 0.1-4 (2014-11-25 17:27)
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Complete documentation for gsarima
Functions, R codes and Examples using the gsarima R package
Some associated functions: arrep . garsim . gsarima-package . 
Some associated R codes: arrep.R . garsim.R .  Full gsarima package functions and examples
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