GNAR (Q43061)

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Methods for Fitting Network Time Series Models
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GNAR
Methods for Fitting Network Time Series Models

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    1.1.1
    11 November 2020
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    1.1.2
    27 April 2023
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    0.2.7
    25 September 2018
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    0.2.9
    2 November 2018
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    0.3.6
    7 June 2019
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    1.0
    29 October 2019
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    1.1.0
    31 May 2020
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    1.1.3
    18 December 2023
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    18 December 2023
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    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>.
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