Arima_tidiers {broom} | R Documentation |
These methods tidy the coefficients of ARIMA models of univariate time series.
## S3 method for class 'Arima' tidy(x, conf.int = FALSE, conf.level = 0.95, ...) ## S3 method for class 'Arima' glance(x, ...)
x |
An object of class "Arima" |
conf.int |
whether to include a confidence interval |
conf.level |
confidence level of the interval, used only if
|
... |
extra arguments (not used) |
augment
is not currently implemented, as it is not clear
whether ARIMA predictions can or should be merged with the original
data frame.
All tidying methods return a data.frame without rownames, whose structure depends on the method chosen.
tidy
returns one row for each coefficient in the model,
with five columns:
term |
The term in the nonlinear model being estimated and tested |
estimate |
The estimated coefficient |
std.error |
The standard error from the linear model |
If conf.int = TRUE
, also returns
conf.low |
low end of confidence interval |
conf.high |
high end of confidence interval |
glance
returns one row with the columns
sigma |
the square root of the estimated residual variance |
logLik |
the data's log-likelihood under the model |
AIC |
the Akaike Information Criterion |
BIC |
the Bayesian Information Criterion |
fit <- arima(lh, order = c(1, 0, 0)) tidy(fit) glance(fit)