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: 0.1-4
Depends: R (≥ 2.4.0)
Imports: MASS
Suggests: gamlss.util (≥ 4.2-0)
Published: 2014-11-25
Author: Olivier Briet
Maintainer: Olivier Briet <o.briet at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: gsarima results


Reference manual: gsarima.pdf
Package source: gsarima_0.1-4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: gsarima_0.1-4.tgz, r-oldrel: gsarima_0.1-4.tgz
Old sources: gsarima archive


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