glance.VECM: Glance a VECM

View source: R/vecm.R

glance.VECMR 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.


fable documentation built on Sept. 25, 2024, 1:08 a.m.