I am running several regression models and desire to have the results in a data frame. I tried several methods they have been unsuccessful.
Series <- ts(DATA[,2],start = c(2012,9), end = c(2019,6),frequency = 12) model1 <- auto.arima(Series)
the result is
Series: Series ARIMA(3,0,0)(0,1,1)[12] with drift
Coefficients: ar1 ar2 ar3 sma1 drift 0.4960 0.0948 0.2315 -0.7907 -1e-04 s.e. 0.1279 0.1377 0.1330 0.3010 2e-04
sigma^2 estimated as 6.651e-06: log likelihood=314.61 AIC=-617.22 AICc=-615.89 BIC=-603.73
I am using this code
A <- data.frame(unclass(summary(model1)), check.names = FALSE, stringsAsFactors = FALSE)
I only get
Training set error measures: ME RMSE MAE MPE MAPE MASE ACF1 Training set 6.24861e-05 0.002296059 0.001623711 -0.1866752 5.835606 0.4495353 -0.0191717