glance.INGARCH

Construct a single row summary of the INGARCH 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.INGARCH 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> <dt>BIC</dt>
<dd>Bayesian 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 INGARCH model — glance.INGARCH

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>

 <dt>BIC</dt>
<dd>Bayesian 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.INGARCH: Glance a INGARCH model

Description

Usage

Value

Format

Arguments

Examples