"TY" == Ted Young
on Tue, 30 Dec 2008 11:53:23 -0800 (PST)
TY>
TY> Hello,
TY>
TY> I was using garchFit {fGarch} to fit some GARCH processes.
TY> I noticed that the result contains Log Likelihood value
TY> (right above
TY> Description), but when I use @fit to ret
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...
An
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