Construct a single row summary of the VAR model.
# S3 method for class 'VAR'
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
lung_deaths <- cbind(mdeaths, fdeaths) %>%
as_tsibble(pivot_longer = FALSE)
lung_deaths %>%
model(VAR(vars(mdeaths, fdeaths) ~ AR(3))) %>%
glance()
#> Error in dim(data) <- dim: invalid first argument, must be vector (list or atomic)