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
Murilo Eiji Doi
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
>
> ______________________________________________
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> PLEASE do read the posting guide
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