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glance.garch

Tidy a(n) garch object

Description

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 across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

## S3 method for class 'garch'
glance(x, test = c("box-ljung-test", "jarque-bera-test"), ...)

Arguments

`x`	A `garch` object returned by `tseries::garch()`.
`test`	Character specification of which hypothesis test to use. The `garch` function reports 2 hypothesis tests: Jarque-Bera to residuals and Box-Ljung to squared residuals.
`...`	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`. Additionally, if you pass `newdata = my_tibble` to an `augment()` method that does not accept a `newdata` argument, it will use the default value for the `data` argument.

Value

A tibble::tibble() with exactly one row and columns:

`AIC`	Akaike's Information Criterion for the model.
`BIC`	Bayesian Information Criterion for the model.
`logLik`	The log-likelihood of the model. [stats::logLik()] may be a useful reference.
`method`	Which method was used.
`nobs`	Number of observations used.
`p.value`	P-value corresponding to the test statistic.
`statistic`	Test statistic.
`parameter`	Parameter field in the htest, typically degrees of freedom.

David Robinson [aut], Alex Hayes [aut] (<https://orcid.org/0000-0002-4985-5160>), Simon Couch [aut, cre] (<https://orcid.org/0000-0001-5676-5107>), Indrajeet Patil [ctb] (<https://orcid.org/0000-0003-1995-6531>), Derek Chiu [ctb], Matthieu Gomez [ctb], Boris Demeshev [ctb], Dieter Menne [ctb], Benjamin Nutter [ctb], Luke Johnston [ctb], Ben Bolker [ctb], Francois Briatte [ctb], Jeffrey Arnold [ctb], Jonah Gabry [ctb], Luciano Selzer [ctb], Gavin Simpson [ctb], Jens Preussner [ctb], Jay Hesselberth [ctb], Hadley Wickham [ctb], Matthew Lincoln [ctb], Alessandro Gasparini [ctb], Lukasz Komsta [ctb], Frederick Novometsky [ctb], Wilson Freitas [ctb], Michelle Evans [ctb], Jason Cory Brunson [ctb], Simon Jackson [ctb], Ben Whalley [ctb], Karissa Whiting [ctb], Yves Rosseel [ctb], Michael Kuehn [ctb], Jorge Cimentada [ctb], Erle Holgersen [ctb], Karl Dunkle Werner [ctb] (<https://orcid.org/0000-0003-0523-7309>), Ethan Christensen [ctb], Steven Pav [ctb], Paul PJ [ctb], Ben Schneider [ctb], Patrick Kennedy [ctb], Lily Medina [ctb], Brian Fannin [ctb], Jason Muhlenkamp [ctb], Matt Lehman [ctb], Bill Denney [ctb] (<https://orcid.org/0000-0002-5759-428X>), Nic Crane [ctb], Andrew Bates [ctb], Vincent Arel-Bundock [ctb] (<https://orcid.org/0000-0003-2042-7063>), Hideaki Hayashi [ctb], Luis Tobalina [ctb], Annie Wang [ctb], Wei Yang Tham [ctb], Clara Wang [ctb], Abby Smith [ctb] (<https://orcid.org/0000-0002-3207-0375>), Jasper Cooper [ctb] (<https://orcid.org/0000-0002-8639-3188>), E Auden Krauska [ctb] (<https://orcid.org/0000-0002-1466-5850>), Alex Wang [ctb], Malcolm Barrett [ctb] (<https://orcid.org/0000-0003-0299-5825>), Charles Gray [ctb] (<https://orcid.org/0000-0002-9978-011X>), Jared Wilber [ctb], Vilmantas Gegzna [ctb] (<https://orcid.org/0000-0002-9500-5167>), Eduard Szoecs [ctb], Frederik Aust [ctb] (<https://orcid.org/0000-0003-4900-788X>), Angus Moore [ctb], Nick Williams [ctb], Marius Barth [ctb] (<https://orcid.org/0000-0002-3421-6665>), Bruna Wundervald [ctb] (<https://orcid.org/0000-0001-8163-220X>), Joyce Cahoon [ctb] (<https://orcid.org/0000-0001-7217-4702>), Grant McDermott [ctb] (<https://orcid.org/0000-0001-7883-8573>), Kevin Zarca [ctb], Shiro Kuriwaki [ctb] (<https://orcid.org/0000-0002-5687-2647>), Lukas Wallrich [ctb] (<https://orcid.org/0000-0003-2121-5177>), James Martherus [ctb] (<https://orcid.org/0000-0002-8285-3300>), Chuliang Xiao [ctb] (<https://orcid.org/0000-0002-8466-9398>), Joseph Larmarange [ctb], Max Kuhn [ctb], Michal Bojanowski [ctb], Hakon Malmedal [ctb], Clara Wang [ctb], Sergio Oller [ctb], Luke Sonnet [ctb], Jim Hester [ctb], Cory Brunson [ctb], Ben Schneider [ctb], Bernie Gray [ctb] (<https://orcid.org/0000-0001-9190-6032>), Mara Averick [ctb], Aaron Jacobs [ctb], Andreas Bender [ctb], Sven Templer [ctb], Paul-Christian Buerkner [ctb], Matthew Kay [ctb], Erwan Le Pennec [ctb], Johan Junkka [ctb], Hao Zhu [ctb], Benjamin Soltoff [ctb], Zoe Wilkinson Saldana [ctb], Tyler Littlefield [ctb], Charles T. Gray [ctb], Shabbh E. Banks [ctb], Serina Robinson [ctb], Roger Bivand [ctb], Riinu Ots [ctb], Nicholas Williams [ctb], Nina Jakobsen [ctb], Michael Weylandt [ctb], Lisa Lendway [ctb], Karl Hailperin [ctb], Josue Rodriguez [ctb], Jenny Bryan [ctb], Chris Jarvis [ctb], Greg Macfarlane [ctb], Brian Mannakee [ctb], Drew Tyre [ctb], Shreyas Singh [ctb], Laurens Geffert [ctb], Hong Ooi [ctb], Henrik Bengtsson [ctb], Eduard Szocs [ctb], David Hugh-Jones [ctb], Matthieu Stigler [ctb], Hugo Tavares [ctb] (<https://orcid.org/0000-0001-9373-2726>), R. Willem Vervoort [ctb], Brenton M. Wiernik [ctb], Josh Yamamoto [ctb], Jasme Lee [ctb], Taren Sanders [ctb] (<https://orcid.org/0000-0002-4504-6008>)

Initial release

glance.garch

Description

Usage

Arguments

Value

See Also

broom

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