simulate.GNARfit function

Function to simulate from a GNARfit object

Simulates from a GNARfit object, either creating a new series or future observations of the original series based upon the fitted GNAR model.

## S3 method for class 'GNARfit'
simulate(object, nsim=object$frbic$time.in, seed=NULL,
                             future=TRUE, set.noise=NULL, allcoefs=FALSE, ...)

Arguments

• object: the output of a GNARfit call
• nsim: the time length of the simulations
• seed: either NULL, or a value to set the seed to
• future: whether the simulations follow on from the original time series (TRUE), or if FALSE the simulations are a new series.
• set.noise: a value to set the standard deviation of the noise to, or if NULL, the estimated standard deviation from the input series will be used.
• allcoefs: if TRUE, all fitted coefficients will be used, if FALSE only the significant (p-val < 0.05) coefficients will be used.
• ...: additional arguments, unused here.

Details

S3 method for class "GNARfit".

Returns

A multivariate time series of dimension nsim x nnodes.

Examples

#simulate 5 future observations from fiveVTS
simulate(GNARfit(), nsim=5)