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]