>>>> "TY" == Ted Young <[email protected]>
>>>> on Tue, 30 Dec 2008 11:53:23 -0800 (PST)
TY>
TY> Hello,
TY>
TY> I was using garchFit {fGarch} to fit some GARCH processes.
TY> I noticed that the result contains Log Likelihood value
TY> (right above
TY> Description), but when I use ....@fit to retrieve Log Likelihood
TY> value,
TY> the sign switched.
TY> I am confused about which value I should choose to report...
TY> Any help here?
TY>
TY> Thanks a lot!
TY>
TY> Ted
the result contains the maximized Log likelihood.
But internally the negative Log likelihood is minimized ...
hope this helps,
Yohan
--
PhD student
Swiss Federal Institute of Technology
Zurich
www.ethz.ch
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