glance.VECM {fable} | R Documentation |
Glance a VECM
Description
Construct a single row summary of the VECM model.
Usage
## 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 |
Details
Contains the variance of residuals (sigma2
), the log-likelihood
(log_lik
), the cointegrating vector (beta
) and information criterion
(AIC
, AICc
, BIC
).
Value
A one row tibble summarising the model's fit.
[Package fable version 0.4.1 Index]