broom (version 0.3.4)

Arima_tidiers: Tidying methods for ARIMA modeling of time series

Description

These methods tidy the coefficients of ARIMA models of univariate time series.

Usage

## S3 method for class 'Arima':
tidy(x, conf.int = FALSE, conf.level = 0.95, ...)
## S3 method for class 'Arima':
glance(x, ...)

Arguments

x

An object of class "Arima"

conf.int

whether to include a confidence interval

conf.level

confidence level of the interval, used only if conf.int=TRUE

...

extra arguments (not used)

Value

• All tidying methods return a data.frame without rownames, whose structure depends on the method chosen.

  tidy returns one row for each coefficient in the model, with five columns:

• term
  The term in the nonlinear model being estimated and tested
• estimate
  The estimated coefficient
• std.error
  The standard error from the linear model
• If conf.int = TRUE, also returns
• conf.low
  low end of confidence interval
• conf.high
  high end of confidence interval
• glance returns one row with the columns
• sigma
  the square root of the estimated residual variance
• logLik
  the data's log-likelihood under the model
• AIC
  the Akaike Information Criterion
• BIC
  the Bayesian Information Criterion

Details

augment is not currently implemented, as it is not clear whether ARIMA predictions can or should be merged with the original data frame.

See Also

arima

Examples

fit <- arima(lh, order = c(1, 0, 0))
tidy(fit)
glance(fit)