fiveNode

fiveVTS

fiveNet

A multivariate time series <code>fiveVTS</code> and corresponding network <code>fiveNet</code>.

datasets

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) <doi:10.48550/arXiv.2312.00530>.

Matt Nunes

GNAR

Methods for Fitting Network Time Series Models

Kathryn Leeming

Guy Nason

Marina Knight

James Wei

Daniel Salnikov

Mario Cortina Borja

fiveNode function

This dataset contains two R objects: 
<code>fiveVTS</code> is a <a href="/link/ts?package=GNAR&version=1.1.4" data-mini-rdoc="GNAR::ts">ts</a> object with a matrix of 200 rows (t=200) and 5 columns (n=5)
<code>fiveNet</code> is a GNARnet object containing <code>$edges</code> and <code>$dist</code>. 
<code>edges</code> is a list of length five, with <code>edges[[i]]</code> containing the vertices that node i is connected to. 
<code>dist</code> is a list of length five, with <code>dist[[i]]</code> containing the length of the vertices that node i is connected to.

Format

Example Network Time Series — fiveNode

This dataset contains two R objects: 
<code>fiveVTS</code> is a <a href='https://rdrr.io/r/stats/ts.html'>ts</a> object with a matrix of 200 rows (t=200) and 5 columns (n=5)
<code>fiveNet</code> is a GNARnet object containing <code>$edges</code> and <code>$dist</code>. 
<code>edges</code> is a list of length five, with <code>edges[[i]]</code> containing the vertices that node i is connected to. 
<code>dist</code> is a list of length five, with <code>dist[[i]]</code> containing the length of the vertices that node i is connected to.

Example Network Time Series

fiveNode: Example Network Time Series

Description

Usage

Arguments

Format

Examples