gsarima-package {gsarima} | R Documentation |
Write SARIMA models in (finite) AR representation and simulate generalized multiplicative seasonal autoregressive moving average (time) series
Package: | gsarima |
Type: | Package |
Version: | 0.0-2 |
Date: | 2009-06-12 |
License: | GPL (>= 2) |
LazyLoad: | yes |
Use arrep() for converting the SARIMA function into AR representation, and use garsim() to simulate.
Olivier Briet <o.briet.antispam@gmail.com>
Maintainer: Olivier Briet <o.briet.antispam.@gmail.com>
Brandt PT, Williams JT: A linear Poisson autoregressive model: The PAR(p). Political Analysis 2001, 9.
Benjamin MA, Rigby RA, Stasinopoulos DM: Generalized Autoregressive Moving Average Models. Journal of the American Statistical Association 2003, 98:214-223.
Zeger SL, Qaqish B: Markov regression models for time series: a quasi-likelihood approach. Biometrics 1988, 44:1019-1031
Grunwald G, Hyndman R, Tedesco L, Tweedie R: Non-Gaussian conditional linear AR(1) models. Australian & New Zealand Journal of Statistics 2000, 42:479-495.