tidy.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' tidy(x, ...)
x |
A |
... |
Additional arguments. Not used. Needed to match generic
signature only. Cautionary note: Misspelled arguments will be
absorbed in |
A tibble::tibble with one row for each coefficient and columns:
term |
The term in the linear model being estimated and tested |
estimate |
The estimated coefficient |
std.error |
The standard error |
statistic |
test statistic |
p.value |
p-value |
Other garch tidiers:
glance.garch()
library(tseries) data(EuStockMarkets) dax <- diff(log(EuStockMarkets))[,"DAX"] dax.garch <- garch(dax) dax.garch tidy(dax.garch) glance(dax.garch)