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bivarhr (version 0.1.5)

summarise_varx_posthoc: Summarise VARX model fit and diagnostics

Description

Produces a compact summary of a VARX model, including information about lag order, exogenous variables, information criteria, and selected diagnostic p-values.

Usage

summarise_varx_posthoc(varx_res)

Value

A data frame with one row and columns:

  • model: constant string "VARX".

  • config: textual description of the lag order and exogenous variables.

  • AIC, BIC: information criteria.

  • p_serial, p_normal, p_arch: p-values from diagnostic tests.

Arguments

varx_res

A list returned by run_varx(), typically containing elements $fit, $serial, $normal, and $arch.

Details

The function extracts:

  • Lag order p from fit$p, if available.

  • AIC and BIC via stats::AIC() and stats::BIC().

  • P-values from serial correlation, normality, and ARCH tests using the helper .first_pvalue().

If varx_res or varx_res$fit is NULL, a default row with NA values is returned.