Glance a AR — glance.AR • fable

Construct a single row summary of the AR model.

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

Arguments

x: model or other R object to convert to single-row data frame
...: other arguments passed to methods

Value

A one row tibble summarising the model's fit.

Details

Contains the variance of residuals (sigma2), the log-likelihood (log_lik), and information criterion (AIC, AICc, BIC).

Examples

as_tsibble(lh) %>%
  model(AR(value ~ order(3))) %>%
  glance()
#> # A tibble: 1 × 6
#>   .model               sigma2   AIC  AICc   BIC   dof
#>   <chr>                 <dbl> <dbl> <dbl> <dbl> <int>
#> 1 AR(value ~ order(3))  0.190 -14.5 -13.6 -7.00    44