GNAR

Akaike's Information Criterion for GNAR models

Bayesian Information Criterion for GNAR models

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

Calculates stage-neighbours of a network

Converts a GNAR networks into a weighted adjacency matrix

Function to return coefficients of GNARfit objects

Function to return fitted values of GNARfit objects

Example Network Time Series

Differenced GDP values for 35 countries

Converts an igraph to GNAR network

Function to check GNARfit objects

Functions to check and create GNARnet objects

Log-likelihood method for GNARfit objects

Converts an adjacency matrix to GNAR network

Identifies which rows of a matrix have NAs

Function to return the number of observations input to GNARfit objects

Plot function for GNAR networks

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 matrices

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

Wind Speed example network time series

Produce bespoke plot of the wind data network