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I have used the fantastic fable package to produce multiple ARIMA models with different combinations of external regressors. Is it possible to extract the r-squared (adjusted for degrees of freedom) and the p-value for the f-ratio in a table format similar to glance() i.e. models in rows and 2 cols for the stats?

Output from glance()

Output from glance()

Any help greatly appreciated.

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Unzy00
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  • The {fable} package doesn't provide R^2 (or adjusted) for ARIMA models as it is not uniquely defined and is not as useful - https://stats.stackexchange.com/questions/8750/how-can-i-calculate-the-r-squared-of-a-regression-with-arima-errors-using-r – Mitchell O'Hara-Wild Jul 20 '21 at 00:10
  • Thanks Mitchell - the link was very useful. Appreciate the help. – Unzy00 Jul 22 '21 at 11:02

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