[R] AIC in time series

[Ben Bolker]

Vasileios Ismyrlis <vasismir <at> gmail.com> writes:

> 
> library("fGarch")
> fit = 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"


  I don't understand the structure of fGARCH objects at
all, but summary(fit) will give you a list of 4 different
information criteria [AIC, BIC, SIC, HQIC].

  Ben Bolker