glance.ARIMA {fable}R Documentation

Glance an ARIMA model

Description

Construct a single row summary of the ARIMA model.

Usage

## S3 method for class 'ARIMA'
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), information criterion (AIC, AICc, BIC) and the characteristic roots (ar_roots and ma_roots).

Value

A one row tibble summarising the model's fit.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  glance()
[Package fable version 0.3.0 Index]