[R] Garchoxfit output

2009-04-22 Thread Vasileios Ismyrlis
To whom it may concern, I have a problem with the garchOxFit function I use. I run it and I want to know if the Hessian matrix is computed. I attach a file with the output. Best regards, Vasileios Ismyrlis __ R-help@r-project.org mailing list https

[R] Garchoxfit output

2009-04-15 Thread Vasileios Ismyrlis
Dear all, I have a problem with the garchOxFit output. I want to display only the value of max.like.est and the information criteria. How can I do that; I enclose a part of GarchOxFit output, which is what I want to display. Best regards, Vasilios Ismyrlis GarchOxFit output No. Observations :

[R] GarchOxFit output

2009-04-06 Thread Vasileios Ismyrlis
Dear Sirs, I have a problem with the garchOxFit output. I want to display only the value of max.like.est and the information criteria. How can I do that; I enclose a part of GarchOxFit output, which is what I want to display. Best regards, Vasilios Ismyrlis GarchOxFit output No. Observations :

[R] AIC in time series

2008-11-04 Thread Vasileios Ismyrlis
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 __ R-help@r-project.org mailing list

[R] fit model

2008-10-14 Thread Vasileios Ismyrlis
I want to fit a model of Ar(1) mean equation and Arch(1) variance equation(the equations are to the attached file) to 1000 observations. How can I do that? Vasileios Ismyrlis __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r