[R] AIC in time series

From: Vasileios Ismyrlis <vasismir_at_gmail.com>
Date: Tue, 04 Nov 2008 21:56:36 +0200


Hi everybody,
I have fitted an ar(1),Garch(1,1) model to some observations with the help of the garchFit function which is in the fGarch package. Here what I've done:

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" Best regards,
Vasileios Ismyrlis



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