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
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curl https://depscope.dev/api/check/cran/gsarimaFirst published · 2020-09-03 23:32:32
Last updated · 2020-09-03T21:22:27+00:00