Methods for Fitting Network Time Series Models
Produces an active node matrix heat-map.
Akaike's Information Criterion for GNAR models
Converts a GNAR networks into a weighted adjacency matrix
Bayesian Information Criterion for GNAR models
Function to return coefficients of GNARfit objects
Corbit (correlation-orbit) plot, which aids model selection by visuali...
Function to return fitted values of GNARfit objects
Differenced GDP values for 35 countries
Computes a list of r-stage adjacency matrices.
GNAR package
Function to create the GNAR design matrix
Fitting function for GNAR models
Simulates a GNAR process
Converts a GNAR network to a weighted igraph object
Function to create the GNARX design matrix
Fitting function for GNARX models
Simulates a GNARX process
Converts an igraph to GNAR network
Function to check GNARfit objects
Functions to check and create GNARnet objects
Produces a local neighbourhood relevance plot based on the distances i...
Log-likelihood method for GNARfit objects
Converts an adjacency matrix to GNAR network
Identifies which rows of a matrix have NAs
Computes the Network Autocorrelation Function (NACF)
Function to return the number of observations input to GNARfit objects
Produces a node relevance plot, which compares the impact each node ha...
Calculates stage-neighbours of a network
Plot function for GNAR networks
Computes the Partial Network Autocorrelation Function (PNACF)
Prediction of a GNARfit object
Function to print the model and coefficients of GNARfit objects
Print function for GNAR networks
Converts the output of a GNARfit call to fitted and residual value mat...
Function to return residuals of GNARfit objects
Vector of seed numbers
Produces a random network from a seed value
Function to simulate from a GNARfit object
Returns model summary for a GNAR model fit
Summary function for GNAR networks
Calculate variance-covariance matrix for a itted GNARfit object
Produces a Wagner plot for the specified choice of covariates and/or t...
Computes the weights matrix corresponding to the GNAR network object l...
Produce bespoke plot of the wind data network
Simulation of, and fitting models for, Generalised Network Autoregressive (GNAR) time series models which take account of network structure, potentially with exogenous variables. Such models are described in Knight et al. (2020) <doi:10.18637/jss.v096.i05> and Nason and Wei (2021) <doi:10.1111/rssa.12875>. Diagnostic tools for GNAR(X) models can be found in Nason et al (2023) <arXiv:2312.00530>.