[R] AIC in time series

Ben Bolker bolker at ufl.edu
Tue Nov 4 23:07:27 CET 2008

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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