glance.garch: Tidy a(n) garch object

In broom: Convert Statistical Objects into Tidy Tibbles

Tidy a(n) garch object

Description

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

## S3 method for class 'garch'
glance(x, test = c("box-ljung-test", "jarque-bera-test"), ...)

Arguments

x	A garch object returned by tseries::garch().
test	Character specification of which hypothesis test to use. The garch function reports 2 hypothesis tests: Jarque-Bera to residuals and Box-Ljung to squared residuals.
...	Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Two exceptions here are: tidy() methods will warn when supplied an exponentiate argument if it will be ignored. augment() methods will warn when supplied a newdata argument if it will be ignored.

Value

A tibble::tibble() with exactly one row and columns:

AIC	Akaike's Information Criterion for the model.
BIC	Bayesian Information Criterion for the model.
logLik	The log-likelihood of the model. [stats::logLik()] may be a useful reference.
method	Which method was used.
nobs	Number of observations used.
p.value	P-value corresponding to the test statistic.
statistic	Test statistic.
parameter	Parameter field in the htest, typically degrees of freedom.

See Also

glance(), tseries::garch(), []

Other garch tidiers: tidy.garch()

broom documentation built on Sept. 30, 2024, 9:29 a.m.