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

Ted Young unixunix99 at gmail.com
Tue Dec 30 20:53:23 CET 2008


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 .. at fit$llh to retrieve Log Likelihood value,
the sign switched.
I am confused about which value I should choose to report...
Any help here?

Thanks a lot!

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