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 |
| DOI: | 10.32614/CRAN.package.gsarima |
| 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 |
| Reference manual: | gsarima.pdf |
| 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 imports: | outliers.ts.oga, SLBDD |
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