Sorry, I am using package "vars"
On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley <rip...@stats.ox.ac.uk>wrote: > On 21/05/2013 16:00, Dimitri Liakhovitski wrote: > >> Hello! >> >> I am using package "VAR". >> > > What is that? There is no such package on CRAN nor BioC. > > > I've fitted my model: >> mymodel<-VAR(mydata,myp,type="**const") >> >> I can extract the Log Liklihood for THE WHOLE MODEL: >> >> logLik(mymodel) >> >> How could I calculate (other than manually) the corresponding Akaike >> Information Criterion (AIC)? >> >> I tried AIC - but it does not take mymodel: >> AIC(mymodel) >> # numeric(0) >> >> Thank you! >> >> > This is not reproducible, pace the posting guide. The default method for > AIC() should work if the logLik() method is written correctly, so I guess > it was not. > > -- > Brian D. Ripley, rip...@stats.ox.ac.uk > Professor of Applied Statistics, > http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/> > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 > -- Dimitri Liakhovitski [[alternative HTML version deleted]] ______________________________________________ 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.
