[R] GARCH AIC

David Rubins rubins at wisc.edu
Thu Jan 21 18:50:27 CET 2010


Hi,

Is there anyway to extract the AIC and BIC from the summary statistics
in fGarch package?

g <- garchfit(data)
summary(g) will display the AIC and BIC, but I can't find a way to
store those in a variable (in order to loop through different
parameters, investigating their effect).

Thank you,
David Rubins



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