glance.INGARCH {fableCount}R Documentation

Glance a INGARCH model

Description

Construct a single row summary of the INGARCH model.

Usage

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

Arguments

x

model or other R object to convert to single-row data frame

...

other arguments passed to methods

Format

A data frame with 1 row, with columns:

sigma2

The unbiased variance of residuals. Calculated as 'sum(residuals^2) / (num_observations - num_pararameters + 1)'

log_lik

The log-likelihood

AIC

Akaike information criterion

BIC

Bayesian information criterion

Value

A one row tibble summarising the model's fit.

Examples

tsibbledata::aus_production |>
  fabletools::model(manual_ing = INGARCH(Beer ~ pq(1,1))) |>
  dplyr::select(manual_ing) |>
  glance()


[Package fableCount version 0.1.0 Index]