[R] AIC in time series

Vasileios Ismyrlis vasismir at gmail.com
Tue Nov 4 20:56:36 CET 2008


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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