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fable (version 0.4.0)

glance.VECM: Glance a VECM

Description

Construct a single row summary of the VECM model.

Usage

# S3 method for VECM
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), the cointegrating vector (beta) and information criterion (AIC, AICc, BIC).