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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

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