broom (version 0.7.0)

tidy.garch: Tidy a(n) garch object

Description

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

# S3 method for garch
tidy(x, ...)

Arguments

x

A garch object returned by tseries::garch().

...

Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Additionally, if you pass newdata = my_tibble to an augment() method that does not accept a newdata argument, it will use the default value for the data argument.

Value

A tibble::tibble() with columns:

estimate

The estimated value of the regression term.

p.value

The two-sided p-value associated with the observed statistic.

statistic

The value of a T-statistic to use in a hypothesis that the regression term is non-zero.

std.error

The standard error of the regression term.

term

The name of the regression term.

See Also

tidy(), tseries::garch()

Other garch tidiers: glance.garch()

Examples

# NOT RUN {
library(tseries)

data(EuStockMarkets)
dax <- diff(log(EuStockMarkets))[, "DAX"]
dax.garch <- garch(dax)
dax.garch

tidy(dax.garch)
glance(dax.garch)
# }

Run the code above in your browser using DataCamp Workspace