[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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