GNAR (version 1.0)

simulate.GNARfit: Function to simulate from a GNARfit object

Description

Simulates from a GNARfit object, either creating a new series or future observations of the original series based upon the fitted GNAR model.

Usage

# S3 method for GNARfit
simulate(object, nsim=object$frbic$time.in, seed=NULL,
                             future=TRUE, set.noise=NULL, allcoefs=FALSE, ...)

Arguments

object

the output of a GNARfit call

nsim

the time length of the simulations

seed

either NULL, or a value to set the seed to

future

whether the simulations follow on from the original time series (TRUE), or if FALSE the simulations are a new series.

set.noise

a value to set the standard deviation of the noise to, or if NULL, the estimated standard deviation from the input series will be used.

allcoefs

if TRUE, all fitted coefficients will be used, if FALSE only the significant (p-val < 0.05) coefficients will be used.

...

additional arguments, unused here.

Value

A multivariate time series of dimension nsim x nnodes.

Details

S3 method for class "GNARfit".

Examples

# NOT RUN {
#simulate 5 future observations from fiveVTS
simulate(GNARfit(), nsim=5)
# }