broom (version 0.4.5)

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

# NOT RUN {
fit <- arima(lh, order = c(1, 0, 0))
tidy(fit)
glance(fit)

# }