Here is a reproducible example:

library(vars)
data("Canada")
mymodel <- VAR(Canada, p = 2, type = "const")
myLL<-logLik(mymodel)
AIC(myLL)
Why does logLik(mymodel) say that df=NULL?
Might this be the reason for AIC(myLL) being numeric(0)?

Dimitri



On Tue, May 21, 2013 at 11:17 AM, Prof Brian Ripley
<ripley@stats.ox.ac.uk>wrote:

> On 21/05/2013 16:11, Dimitri Liakhovitski wrote:
>
>> Sorry, I am using package "vars"
>>
>
> So you need to report the bug in that package to its maintainer. ?logLik
> says
>
> Value:
>
>      Returns an object of class ‘logLik’.  This is a number with at
>      least one attribute, ‘"df"’ (*d*egrees of *f*reedom), giving the
>      number of (estimated) parameters in the model.
>
> and the methods in vars do not comply.
>
>
>>
>> On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
>> <ripley@stats.ox.ac.uk <mailto:ripley@stats.ox.ac.uk>**> wrote:
>>
>>     On 21/05/2013 16:00, Dimitri Liakhovitski wrote:
>>
>>         Hello!
>>
>>         I am using package "VAR".
>>
>>
>>     What is that?  There is no such package on CRAN nor BioC.
>>
>>
>>         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!
>>
>>
>>     This is not reproducible, pace the posting guide.  The default
>>     method for AIC() should work if the logLik() method is written
>>     correctly, so I guess it was not.
>>
>>     --
>>     Brian D. Ripley, ripley@stats.ox.ac.uk <mailto:ripley@stats.ox.ac.uk>
>>     Professor of Applied Statistics,
>>     http://www.stats.ox.ac.uk/~__**ripley/<http://www.stats.ox.ac.uk/~__ripley/>
>>
>>     <http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/>
>> >
>>     University of Oxford,             Tel: +44 1865 272861
>>     <tel:%2B44%201865%20272861> (self)
>>     1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA)
>>
>>     Oxford OX1 3TG, UK                Fax: +44 1865 272595
>>     <tel:%2B44%201865%20272595>
>>
>>
>>
>>
>> --
>> Dimitri Liakhovitski
>>
>
>
> --
> Brian D. Ripley,                  ripley@stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/>
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>



-- 
Dimitri Liakhovitski

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