fable (version 0.4.0)

glance.VAR: Glance a VAR

Description

Construct a single row summary of the VAR model.

Usage

# S3 method for VAR
glance(x, ...)

Value

A one row tibble summarising the model's fit.

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).

Examples

lung_deaths <- cbind(mdeaths, fdeaths) %>%
  as_tsibble(pivot_longer = FALSE)

lung_deaths %>%
  model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
  glance()