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arat
2008 Nov 04
1
AIC in time series
Hi everybody,
I have fitted an ar(1),Garch(1,1) model to some observations with the
help of the garchFit function which is in the fGarch package. Here
what I've done:
library("fGarch")
fit = garchFit(formula=~ar(1)+~garch(1,1), data=garat)
Now I want to count AIC for this model. How can I do it? I cannot do
it with the AIC function of stats package, because R tells me:
"Error in UseMethod("logLik") : no applicable method for "logLik"
Best regards,
Vasileios Ismyrlis
2012 Jul 13
2
box plot and plot whiskers
...e box to the most extreme data points
defined by the values of the IQR times range (default 1.5). It suggests
that the upper and lower plot whiskers should be more less the same length.
What does it mean if they are not? How it's possible? I'm using default
value of the range.
Would be garateful for any hint.
Kind regards,
Barbara
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