Try, > library("fGarch") > fitmodel = garchFit(formula=~ar(1)+~garch(1,1), data=garat) > fitmo...@fit$ics #is a vector with Information Criterion Statistics > fitmo...@fit$ics[1] #is the AIC
Ben Bolker wrote: > > Vasileios Ismyrlis <vasismir <at> gmail.com> writes: > >> >> library("fGarch") >> fit = garchFit(formula=~ar(1)+~garch(1,1), data=garat) >> >> Now I want to count AIC for this model. How can I do it? I cannot do >> it with the AIC function of stats package, because R tells me: >> "Error in UseMethod("logLik") : no applicable method for "logLik" > > > I don't understand the structure of fGARCH objects at > all, but summary(fit) will give you a list of 4 different > information criteria [AIC, BIC, SIC, HQIC]. > > Ben Bolker > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/AIC-in-time-series-tp20329821p24346788.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.