Glance an ARIMA model

Construct a single row summary of the ARIMA model.

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

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

AICc

Akaike information criterion, corrected for small sample sizes

BIC

Bayesian information criterion

ar_roots, ma_roots

The model's characteristic roots

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.

Examples

USAccDeaths %>%
  as_tsibble() %>%
  model(arima = ARIMA(log(value) ~ pdq(0, 1, 1) + PDQ(0, 1, 1))) %>%
  glance()
#> # A tibble: 1 × 8
#>   .model  sigma2 log_lik   AIC  AICc   BIC ar_roots  ma_roots  
#>   <chr>    <dbl>   <dbl> <dbl> <dbl> <dbl> <list>    <list>    
#> 1 arima  0.00138    109. -213. -212. -206. <cpl [0]> <cpl [13]>