[R] AIC in time series

[murilodoi]

Try,

> library("fGarch")
> fitmodel = garchFit(formula=~ar(1)+~garch(1,1), data=garat)
> fitmodel at fit$ics      #is a vector with Information Criterion Statistics
> fitmodel at fit$ics[1]  #is the AIC 

Murilo Eiji Doi


Ben Bolker wrote:
> 
> 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
> 
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