Hi David,
str(g) gives you a ton of output, and the @fit slot has a $ics
component, part of which has the promising name of "AIC"...
(g...@fit)$ics[1]
HTH,
Stephan
David Rubins schrieb:
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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