[R] A mistake in garchFit()? {fGarch}

Ted Young unixunix99 at gmail.com
Tue Dec 30 20:53:23 CET 2008


Hello,

I was using garchFit {fGarch} to fit some GARCH processes.
I noticed that the result contains "Log Likelihood" value (right above
"Description"), but when I use .. at fit$llh to retrieve Log Likelihood value,
the sign switched.
I am confused about which value I should choose to report...
Any help here?

Thanks a lot!

Ted
-- 
View this message in context: http://www.nabble.com/A-mistake-in-garchFit%28%29----%7BfGarch%7D-tp21222283p21222283.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list