Message-ID: <21222283.post@talk.nabble.com>
Date: 2008-12-30T19:53:23Z
From: Ted Young
Subject: A mistake in garchFit()? {fGarch}
Hello,
I was using garchFit {fGarch} to fit some GARCH processes.
I noticed that the result contains "Log Likelihood" value (right above
"Description"), but when I use .. at fit$llh to retrieve Log Likelihood value,
the sign switched.
I am confused about which value I should choose to report...
Any help here?
Thanks a lot!
Ted
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