On 21/05/2013 16:00, Dimitri Liakhovitski wrote:> Hello!
>
> I am using package "VAR".
What is that? There is no such package on CRAN nor BioC.
> I've fitted my model:
> mymodel<-VAR(mydata,myp,type="const")
>
> I can extract the Log Liklihood for THE WHOLE MODEL:
>
> logLik(mymodel)
>
> How could I calculate (other than manually) the corresponding Akaike
> Information Criterion (AIC)?
>
> I tried AIC - but it does not take mymodel:
> AIC(mymodel)
> # numeric(0)
>
> Thank you!
>
This is not reproducible, pace the posting guide. The default method
for AIC() should work if the logLik() method is written correctly, so I
guess it was not.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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