orcutt_tidiers {broom} | R Documentation |
Tidies a Cochrane Orcutt object, which estimates autocorrelation and beta coefficients in a linear fit.
## S3 method for class 'orcutt' tidy(x, ...) ## S3 method for class 'orcutt' glance(x, ...)
x |
An "orcutt" object returned by |
... |
Extra arguments passed on to |
All tidying methods return a data.frame without rownames, whose structure depends on the method chosen.
tidy
returns the same information as
tidy.lm
, though without confidence interval options.
glance
glance
returns a one-row data frame with the following columns:
r.squared |
R-squared |
adj.r.squared |
Adjusted R-squared |
rho |
Spearman's rho autocorrelation |
number.interaction |
Number of interactions |
dw.original |
Durbin-Watson statistic of original fit |
p.value.original |
P-value of original Durbin-Watson statistic |
dw.transformed |
Durbin-Watson statistic of transformed fit |
p.value.transformed |
P-value of autocorrelation after transformation |
reg <- lm(mpg ~ wt + qsec + disp, mtcars) tidy(reg) if (require("orcutt", quietly = TRUE)) { co <- cochrane.orcutt(reg) co tidy(co) glance(co) }