Construct a single row summary of the VECM model.
# S3 method for class 'VECM'
glance(x, ...)
A one row tibble summarising the model's fit.
Contains the variance of residuals (sigma2
), the log-likelihood
(log_lik
), the cointegrating vector (beta
) and information criterion
(AIC
, AICc
, BIC
).