Dear Rmetrics Team,

I have the following problem: Right now I am trying to analyse a time series of heteroscedastic CO2-returns. For the joint estimation of ARMA-GARCH models I want to use the fGARCH package. For selecting the most suitable model I tried to program a loop that reports the AICs and BICs of the ARMA-GARCH estimations. Unfortunately I had to recognize that I cannot extract neither the AICs/BICS nor the Likelihood values. Is there any way to either extract the values or to use another command for calculating them with the given output?
It would be so great if you could help me with this problem.

Thank you so much in advance,

Christoph Hörbelt

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