Re: [R] A mistake in garchFit()? {fGarch}

2009-01-03 Thread Yohan Chalabi
"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

[R] A mistake in garchFit()? {fGarch}

2008-12-30 Thread Ted Young
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