glance.garch {broom} | R Documentation |
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 cross models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.
## S3 method for class 'garch' glance(x, test = c("box-ljung-test", "jarque-bera-test"), ...)
x |
A |
test |
Character specification of which hypothesis test to use. The
|
... |
Additional arguments. Not used. Needed to match generic
signature only. Cautionary note: Misspelled arguments will be
absorbed in |
A one-row tibble::tibble with columns:
statistic |
Test statistic used to compute the p-value |
p.value |
P-value |
parameter |
Parameter field in the htest, typically degrees of freedom |
method |
Method used to compute the statistic as a string |
logLik |
the data's log-likelihood under the model |
AIC |
the Akaike Information Criterion |
BIC |
the Bayesian Information Criterion |
glance()
, tseries::garch()
, []
Other garch tidiers:
tidy.garch()