GNAR
swMATH31350CRANGNARMaRDI QIDQ43061
Methods for Fitting Network Time Series Models
Kathryn Leeming, Guy Nason, Matt Nunes, James Wei, Daniel Salnikov
Last update: 18 December 2023
Software version identifier: 1.1.1, 1.1.2, 0.2.7, 0.2.9, 0.3.6, 1.0, 1.1.0, 1.1.3
Source code repository: https://github.com/cran/GNAR
Copyright license: GNU General Public License, version 2.0
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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