GARCH AIC
Hi David, str(g) gives you a ton of output, and the @fit slot has a $ics component, part of which has the promising name of "AIC"... (g at fit)$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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