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>.
- Generalized Network Autoregressive Processes and the GNAR Package
- Quantifying the Economic Response to COVID-19 Mitigations and Death Rates Via Forecasting Purchasing Managers' Indices Using Generalised Network Autoregressive Models with Exogenous Variables
- New tools for network time series with an application to COVID-19 hospitalisations
Cited in
(24)- SARS-CoV-2 dissemination using a network of the US counties
- Time series modeling on dynamic networks
- forecast
- vars
- viridis
- tergm
- Forecast
- CARBayesST
- NetOrigin
- dynsbm
- FreSpeD
- gergm
- locits
- tnam
- BigVAR
- graphicalVAR
- sparsevar
- usmap
- gimme
- VARDetect
- Likelihood theory for the graph Ornstein-Uhlenbeck process
- COVID-ABS
- Rfast2
- PNAR
This page was built for software: GNAR
