[R-SIG-Finance] Multiple regression information criterion

[fernando]

Please,
I am running a multiple regression
on assets excess returns on mkt excess returns.
I would like to get the AIC from these regressions
and the response was

Error in logLik.lm(object) : 
  'logLik.lm' does not support multiple responses

Does anyone could help me with this issue?
Thanks
Fernando



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