residToMat function

Converts the output of a GNARfit call to fitted and residual value matrices

Unstacks the entries of the GNARfit fitted and residual values to return matrices of a similar form to the multivariate time series input.

residToMat(GNARobj=GNARfit(), nnodes=5)

Arguments

• GNARobj: the output from the GNARfit function
• nnodes: the number of nodes in the original network time series

Details

This function also replaces the NAs that were removed in fitting.

Returns

• resid: is the matrix of residual values, with t-alphaOrder rows and nnodes columns.

• fit: is the matrix of fitted values, with t-alphaOrder rows and nnodes columns.

Examples

#Get residual and fitted matrices from GNARpredict fit of fiveVTS
residToMat()