Glance a INGARCH model

Construct a single row summary of the INGARCH model.

Usage

# S3 method for INGARCH
glance(x, ...)

Format

A data frame with 1 row, with columns:

sigma2

The unbiased variance of residuals. Calculated as `sum(residuals^2) / (num_observations - num_pararameters + 1)`

log_lik

The log-likelihood

AIC

Akaike information criterion

BIC

Bayesian information criterion

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.

Examples

tsibbledata::aus_production |>
  fabletools::model(manual_ing = INGARCH(Beer ~ pq(1,1))) |>
  dplyr::select(manual_ing) |>
  glance()
#> # A tibble: 1 × 5
#>   .model     sigma2 log_lik   AIC   BIC
#>   <chr>       <dbl>   <dbl> <dbl> <dbl>
#> 1 manual_ing  2769.  -1567. 3141. 3151.