R: Glance a VAR

glance.VAR {fable} | R Documentation

## Glance a VAR

### Description

Construct a single row summary of the VAR model.

### Usage

    ## S3 method for class 'VAR'
    glance(x, ...)

### Arguments

`x` | model or other R object to convert to single-row data frame
`...` | other arguments passed to methods

### Details

Contains the variance of residuals (`sigma2`), the log-likelihood (`log_lik`), and information criterion (`AIC`, `AICc`, `BIC`).

### Value

A one row tibble summarising the model's fit.

### Examples

    lung_deaths <- cbind(mdeaths, fdeaths) %>%
      as_tsibble(pivot_longer = FALSE)

    lung_deaths %>%
      model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
      glance()

[Package fable version 0.3.0 Index]