PNAR-package {PNAR}

Poisson Network Autoregressive Models

Description

Quasi likelihood-based methods for estimating linear and log-linear Poisson Network Autoregression models with p lags and covariates. Tools for testing the linearity versus several non-linear alternatives. Tools for simulation of multivariate count distributions, from linear and non-linear PNAR models, by using a specific copula construction. References include: Armillotta, M. and K. Fokianos (2022a). Poisson network autoregression. https://arxiv.org/abs/2104.06296. Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. https://arxiv.org/abs/2202.03852. Armillotta, M., Tsagris, M. and Fokianos, K. (2022c). The R-package PNAR for modelling count network time series. https://arxiv.org/abs/2211.02582.

Details

Package:	PNAR
Type:	Package
Version:	1.6
Date:	2023-10-09
License:	GPL(>=2)

Note

Disclaimer: Dr Mirko Armillotta and Konstantinos Fokianos wrote the initial functions. Dr Tsagris modified them, created the package and he is the maintainer.

We would to like to acknowledge Manos Papadakis for his help with the "htest" class object and S3 methods (print() and summary() functions).

Author(s)

Michail Tsagris, Mirko Armillotta and Konstantinos Fokianos.

References

Armillotta, M. and K. Fokianos (2022a). Poisson network autoregression. https://arxiv.org/abs/2104.06296

Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. https://arxiv.org/abs/2202.03852