broom (version 0.5.6)

tidy.garch: Tidy a(n) garch object

Description

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies cross models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

# S3 method for garch
tidy(x, ...)

Arguments

x

A garch object returned by tseries::garch().

...

Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Additionally, if you pass newdata = my_tibble to an augment() method that does not accept a newdata argument, it will use the default value for the data argument.

Value

A tibble::tibble with one row for each coefficient and columns:

term

The term in the linear model being estimated and tested

estimate

The estimated coefficient

std.error

The standard error

statistic

test statistic

p.value

p-value

See Also

tidy(), tseries::garch()

Other garch tidiers: glance.garch()

Examples

# NOT RUN {
library(tseries)

data(EuStockMarkets)
dax <- diff(log(EuStockMarkets))[,"DAX"]
dax.garch <- garch(dax)
dax.garch

tidy(dax.garch)
glance(dax.garch)

# }