PNAR

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. . Armillotta, M. and K. Fokianos (2022b). Testing linearity for network autoregressive models. . Armillotta, M., Tsagris, M. and Fokianos, K. (2022c). The R-package PNAR for modelling count network time series. .