Displaying 2 results from an estimated 2 matches for "ismyr".
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ismir
2009 Apr 06
2
GarchOxFit output
Dear Sirs,
I have a problem with the garchOxFit output. I want to display only
the value of max.like.est and the information criteria. How can I do
that; I enclose a part of GarchOxFit output, which is what I want to
display.
Best regards,
Vasilios Ismyrlis
GarchOxFit output
No. Observations : 1000 No. Parameters : 2
Mean (Y) : -0.05511 Variance (Y) : 1.06869
Skewness (Y) : -0.01496 Kurtosis (Y) : 3.49490
Log Likelihood : -1453.572 Alpha[1]+Beta[1]: -0.00021
Information Criterium (to be minimized)
Akai...
2008 Nov 04
1
AIC in time series
...= 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