predict.GNARfit

Predicts future observations from a GNARfit object, based on the fitted GNAR model.

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

predict.GNARfit function

<dl> <dt>object</dt>
<dd>the output of a GNARfit call</dd> <dt>n.ahead</dt>
<dd>the time length of the predictions</dd> <dt>...</dt>
<dd>further arguments passed to the simulate.GNARfit function, such as <code>seed</code></dd></dl>

Arguments

Prediction of a GNARfit object — predict.GNARfit

<dl>

 <dt>object</dt>
<dd>the output of a GNARfit call</dd>

 <dt>n.ahead</dt>
<dd>the time length of the predictions</dd>

 <dt>...</dt>
<dd>further arguments passed to the simulate.GNARfit function, such as <code>seed</code></dd>

</dl>

predict.GNARfit: Prediction of a GNARfit object

Description

Usage

Value

Arguments

Details

Examples