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Generalized network autoregressive modelling of longitudinal networks with application to presidential elections in the USA
Guy Nason, Daniel Salnikov, Mario Cortina-Borja
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Longitudinal networks are becoming increasingly relevant in the study of dynamic processes characterised by known or inferred community structure. Generalised Network Autoregressive (GNAR) models provide a parsimonious framework for exploiting the underlying network and multivariate time series. We introduce the community-α GNAR model with interactions that exploits prior knowledge or exogenous variables for analysing interactions within and between communities, and can describe serial correlation in longitudinal networks. We derive new explicit finite-sample error bounds that validate analysing high-dimensional longitudinal network data with GNAR models, and provide insights into their attractive properties. We further illustrate our approach by analysing the dynamics of Red, Blue and Swing states throughout presidential elections in the USA from 1976 to 2020, that is, a time series of length twelve on 51 time series (US states and Washington DC). Our analysis connects network autocorrelation to eight-year long terms, highlights a possible change in the system after the 2016 election, and a difference in behaviour between Red and Blue states.
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