Sorry, I am using package "vars"


On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
<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
> 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

	[[alternative HTML version deleted]]

