gsarima

R package 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.

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References in zbMATH (referenced in 1 article )

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  1. William Dunsmuir; David Scott: The glarma Package for Observation-Driven Time Series Regression of Counts (2015) not zbMATH