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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