Glance a VAR

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()
#> # A tibble: 1 × 6
#>   .model                              sigma2        log_lik   AIC  AICc   BIC
#>   <chr>                               <list>          <dbl> <dbl> <dbl> <dbl>
#> 1 VAR(vars(mdeaths, fdeaths) ~ AR(3)) <dbl [2 × 2]>   -812. 1661. 1674. 1701.