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fableCount (version 0.1.0)

glance.INGARCH: Glance a INGARCH model

Description

Construct a single row summary of the INGARCH model.

Usage

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

Value

A one row tibble summarising the model's fit.

Format

A data frame with 1 row, with columns:

sigma2

The unbiased variance of residuals. Calculated as `sum(residuals^2) / (num_observations - num_pararameters + 1)`

log_lik

The log-likelihood

AIC

Akaike information criterion

BIC

Bayesian information criterion

Arguments

x

model or other R object to convert to single-row data frame

...

other arguments passed to methods

Examples

Run this code
tsibbledata::aus_production |>
  fabletools::model(manual_ing = INGARCH(Beer ~ pq(1,1))) |>
  dplyr::select(manual_ing) |>
  glance()

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