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
DOI: 10.32614/CRAN.package.gsarima
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_0.1-5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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: outliers.ts.oga, SLBDD


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