[R] Calculating AIC for the whole model in VAR
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue May 21 17:17:39 CEST 2013
On 21/05/2013 16:11, Dimitri Liakhovitski wrote:
> Sorry, I am using package "vars"
So you need to report the bug in that package to its maintainer.
Returns an object of class ‘logLik’. This is a number with at
least one attribute, ‘"df"’ (*d*egrees of *f*reedom), giving the
number of (estimated) parameters in the model.
and the methods in vars do not comply.
> On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
> <ripley at stats.ox.ac.uk <mailto:ripley at stats.ox.ac.uk>> wrote:
> On 21/05/2013 16:00, Dimitri Liakhovitski wrote:
> I am using package "VAR".
> What is that? There is no such package on CRAN nor BioC.
> I've fitted my model:
> I can extract the Log Liklihood for THE WHOLE MODEL:
> How could I calculate (other than manually) the corresponding Akaike
> Information Criterion (AIC)?
> I tried AIC - but it does not take mymodel:
> # numeric(0)
> Thank you!
> This is not reproducible, pace the posting guide. The default
> method for AIC() should work if the logLik() method is written
> correctly, so I guess it was not.
> Brian D. Ripley, ripley at stats.ox.ac.uk <mailto:ripley at stats.ox.ac.uk>
> Professor of Applied Statistics,
> University of Oxford, Tel: +44 1865 272861
> <tel:%2B44%201865%20272861> (self)
> 1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
> Dimitri Liakhovitski
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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