Hello, I was using garchFit {fGarch} to fit some GARCH processes. I noticed that the result contains "Log Likelihood" value (right above "Description"), but when I use ....@fit$llh to retrieve Log Likelihood value, the sign switched. I am confused about which value I should choose to report... Any help here?
Thanks a lot! Ted -- View this message in context: http://www.nabble.com/A-mistake-in-garchFit%28%29----%7BfGarch%7D-tp21222283p21222283.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.