Glance an ETS model — glance.ETS • fable

Construct a single row summary of the ETS model.

# S3 method for ETS
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(USAccDeaths) %>%
  model(ets = ETS(log(value) ~ season("A"))) %>%
  glance()
#> # A tibble: 1 × 9
#>   .model  sigma2 log_lik   AIC  AICc   BIC      MSE    AMSE    MAE
#>   <chr>    <dbl>   <dbl> <dbl> <dbl> <dbl>    <dbl>   <dbl>  <dbl>
#> 1 ets    0.00109    101. -167. -156. -129. 0.000849 0.00111 0.0228