[R] GarchOxFit output

Vasileios Ismyrlis vasismir at gmail.com
Mon Apr 6 12:18:42 CEST 2009


Dear Sirs,
I have a problem with the garchOxFit output. I want to display only
the value of max.like.est and the information criteria. How can I do
that; I enclose a part of GarchOxFit output, which is what I want to
display.
Best regards,
Vasilios Ismyrlis

GarchOxFit output
No. Observations :      1000  No. Parameters  :         2
Mean (Y)         :  -0.05511  Variance (Y)    :   1.06869
Skewness (Y)     :  -0.01496  Kurtosis (Y)    :   3.49490
Log Likelihood   : -1453.572  Alpha[1]+Beta[1]:  -0.00021

Information Criterium (to be minimized)
Akaike          2.911144  Shibata         2.911136
Schwarz         2.920960  Hannan-Quinn    2.914875




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