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freedom
2013 May 21
1
Calculating AIC for the whole model in VAR
Hello!
I am using package "VAR".
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!
--
Dimitri Liakhovitski