R help - Jan 2010 - GARCH AIC

Hi,

Is there anyway to extract the AIC and BIC from the summary statistics
in fGarch package?

g <- garchfit(data)
summary(g) will display the AIC and BIC, but I can't find a way to
store those in a variable (in order to loop through different
parameters, investigating their effect).

Thank you,
David Rubins

Hi David,

str(g) gives you a ton of output, and the @fit slot has a $ics 
component, part of which has the promising name of "AIC"...

(g at fit)$ics[1]

HTH,
Stephan


David Rubins schrieb:
> Hi,
> 
> Is there anyway to extract the AIC and BIC from the summary statistics
> in fGarch package?
> 
> g <- garchfit(data)
> summary(g) will display the AIC and BIC, but I can't find a way to
> store those in a variable (in order to loop through different
> parameters, investigating their effect).
> 
> Thank you,
> David Rubins
> 
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