Construct a single row summary of the AR model.
# S3 method for class '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