Re: [R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Bernhard Pfaff
Am Dienstag, den 21.05.2013, 16:17 +0100 schrieb Prof Brian Ripley: > 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. > ?logLik says > > Value: > > Returns an object of class ‘logLi

Re: [R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Dimitri Liakhovitski
Here is a reproducible example: library(vars) data("Canada") mymodel <- VAR(Canada, p = 2, type = "const") myLL<-logLik(mymodel) AIC(myLL) Why does logLik(mymodel) say that df=NULL? Might this be the reason for AIC(myLL) being numeric(0)? Dimitri On Tue, May 21, 2013 at 11:17 AM, Prof Brian Ri

Re: [R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Prof Brian Ripley
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. ?logLik says Value: Returns an object of class ‘logLik’. This is a number with at least one attribute, ‘"df"’ (*d*egrees of *f*reedom

Re: [R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Dimitri Liakhovitski
Sorry, I am using package "vars" On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley wrote: > On 21/05/2013 16:00, Dimitri Liakhovitski wrote: > >> Hello! >> >> I am using package "VAR". >> > > What is that? There is no such package on CRAN nor BioC. > > > I've fitted my model: >> mymodel<-VAR

Re: [R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Prof Brian Ripley
On 21/05/2013 16:00, Dimitri Liakhovitski wrote: Hello! I am using package "VAR". What is that? There is no such package on CRAN nor BioC. I've fitted my model: mymodel<-VAR(mydata,myp,type="const") I can extract the Log Liklihood for THE WHOLE MODEL: logLik(mymodel) How could I calculat

[R] Calculating AIC for the whole model in VAR

2013-05-21 Thread Dimitri Liakhovitski
Hello! I am using package "VAR". I've fitted my model: mymodel<-VAR(mydata,myp,type="const") I can extract the Log Liklihood for THE WHOLE MODEL: logLik(mymodel) How could I calculate (other than manually) the corresponding Akaike Information Criterion (AIC)? I tried AIC - but it does not take