glance.varest: Glance at a(n) varest object

View source: R/vars-tidiers.R

glance.varestR Documentation

Glance at a(n) varest object

Description

Glance accepts a model object and returns a tibble::tibble() with exactly one row of model summaries. The summaries are typically goodness of fit measures, p-values for hypothesis tests on residuals, or model convergence information.

Glance never returns information from the original call to the modeling function. This includes the name of the modeling function or any arguments passed to the modeling function.

Glance does not calculate summary measures. Rather, it farms out these computations to appropriate methods and gathers the results together. Sometimes a goodness of fit measure will be undefined. In these cases the measure will be reported as NA.

Glance returns the same number of columns regardless of whether the model matrix is rank-deficient or not. If so, entries in columns that no longer have a well-defined value are filled in with an NA of the appropriate type.

Usage

## S3 method for class 'varest'
glance(x, ...)

Arguments

x

A varest object produced by a call to vars::VAR().

...

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:

lag.order

Lag order.

logLik

The log-likelihood of the model. [stats::logLik()] may be a useful reference.

n

The total number of observations.

nobs

Number of observations used.

See Also

glance(), vars::VAR()

Examples



# load libraries for models and data
library(vars)

# load data
data("Canada", package = "vars")

# fit models
mod <- VAR(Canada, p = 1, type = "both")

# summarize model fit with tidiers
tidy(mod)
glance(mod)


broom documentation built on Aug. 30, 2022, 1:07 a.m.