Glance a VECM

Source: R/vecm.R

Construct a single row summary of the VECM model.

# S3 method for class 'VECM'
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), the cointegrating vector (beta) and information criterion (AIC, AICc, BIC).