GNAR

Methods for Fitting Network Time Series Models

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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) and Nason and Wei (2021) . Diagnostic tools for GNAR(X) models can be found in Nason et al. (2023) .


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