glance.GLARMA

Construct a single row summary of the GLARMA model.

Provides a tidy R interface for count time series analysis. It includes implementation of the INGARCH (Integer Generalized Autoregressive Conditional Heteroskedasticity) model from the 'tscount' package and the GLARMA (Generalized Linear Autoregressive Moving Averages) model from the 'glarma' package. Additionally, it offers automated parameter selection algorithms based on the minimization of a penalized likelihood.

Gustavo Silva

fableCount

INGARCH and GLARMA Models for Count Time Series in Fable
Framework

Gustavo Almeida

Marcel Vieira

Conselho Nacional de Desenvolvimento Científico e Tecnológico - CNPq 

JFSalvando Todos - Plataforma de Análises Estatísticas 

glance.GLARMA function

A data frame with 1 row, with columns:<dl>
 <dt>sigma2</dt>
<dd>The unbiased variance of residuals. Calculated as `sum(residuals^2) / (num_observations - num_pararameters + 1)`</dd> <dt>log_lik</dt>
<dd>The log-likelihood</dd> <dt>AIC</dt>
<dd>Akaike information criterion</dd>
</dl>

Format

<dl><dt>x</dt>
<dd>model or other R object to convert to single-row data frame</dd>
<dt>...</dt>
<dd>other arguments passed to methods</dd></dl>

Arguments

Glance a GLARMA model — glance.GLARMA

A data frame with 1 row, with columns:<dl>
 <dt>sigma2</dt>
<dd>The unbiased variance of residuals. Calculated as `sum(residuals^2) / (num_observations - num_pararameters + 1)`</dd>

 <dt>log_lik</dt>
<dd>The log-likelihood</dd>

 <dt>AIC</dt>
<dd>Akaike information criterion</dd>


</dl>

<dl>

<dt>x</dt>
<dd>model or other R object to convert to single-row data frame</dd>


<dt>...</dt>
<dd>other arguments passed to methods</dd>

</dl>

glance.GLARMA: Glance a GLARMA model

Description

Usage

Value

Format

Arguments

Examples