orcutt_tidiers {broom} | R Documentation

## Tidiers for Cochrane Orcutt object

### Description

Tidies a Cochrane Orcutt object, which estimates autocorrelation and beta coefficients in a linear fit.

### Usage

    ## S3 method for class 'orcutt'
    tidy(x, ...)

    ## S3 method for class 'orcutt'
    glance(x, ...)

### Arguments

`x` | An "orcutt" object returned by `cochrane.orcutt`
`...` | Extra arguments passed on to `tidy.lm`

### Value

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

### Examples

    reg <- lm(mpg ~ wt + qsec + disp, mtcars)
    tidy(reg)

    if (require("orcutt", quietly = TRUE)) {
      co <- cochrane.orcutt(reg)
      co

      tidy(co)
      glance(co)
    }

[Package broom version 0.4.2 Index]