simulate.GNARfit: Function to simulate from a GNARfit object

In GNAR: Methods for Fitting Network Time Series Models

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 class '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.

Details

S3 method for class "GNARfit".

Value

A multivariate time series of dimension nsim x nnodes.

Examples

#simulate 5 future observations from fiveVTS
simulate(GNARfit(), nsim=5)

GNAR documentation built on April 28, 2023, 1:12 a.m.