search for: ismyrlis

Displaying 2 results from an estimated 2 matches for "ismyrlis".

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) Akaike...
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