GNAR (version 1.0)

residToMat: Converts the output of a GNARfit call to fitted and residual value matrices

Description

Unstacks the entries of the GNARfit fitted and residual values to return matrices of a similar form to the multivariate time series input.

Usage

residToMat(GNARobj=GNARfit(), nnodes=5)

Arguments

GNARobj

the output from the GNARfit function

nnodes

the number of nodes in the original network time series

Value

resid

is the matrix of residual values, with t-alphaOrder rows and nnodes columns.

fit

is the matrix of fitted values, with t-alphaOrder rows and nnodes columns.

Details

This function also replaces the NAs that were removed in fitting.

Examples

# NOT RUN {
#Get residual and fitted matrices from GNARpredict fit of fiveVTS
residToMat()
# }