Tidy a(n) garch object

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 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 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

Arguments

Value

See also

Contents