Tidy a(n) orcutt 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 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.

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

Arguments

x

An orcutt object returned from orcutt::cochrane.orcutt().

...

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.

See also

orcutt::cochrane.orcutt()

Other orcutt tidiers: glance.orcutt()

Value

A tibble::tibble() with columns:

estimate

The estimated value of the regression term.

p.value

The two-sided p-value associated with the observed statistic.

statistic

The value of a T-statistic to use in a hypothesis that the regression term is non-zero.

std.error

The standard error of the regression term.

term

The name of the regression term.

Examples

if (requireNamespace("orcutt", quietly = TRUE)) {

library(orcutt)

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

co <- cochrane.orcutt(reg)
co

tidy(co)
glance(co)

}
#> # A tibble: 1 × 9
#>   r.squared adj.r.squared   rho number.interaction dw.original p.value.original
#>       <dbl>         <dbl> <dbl>              <dbl>       <dbl>            <dbl>
#> 1     0.799         0.777 0.268                  7        1.50           0.0406
#> # … with 3 more variables: dw.transformed <dbl>, p.value.transformed <dbl>,
#> #   nobs <int>