[R] Calculating AIC for the whole model in VAR

[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), giving the
      number of (estimated) parameters in the model.

and the methods in vars do not comply.

>
>
> On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
> <ripley at stats.ox.ac.uk <mailto:ripley at stats.ox.ac.uk>> 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(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 mymodel:
>         AIC(mymodel)
>         # numeric(0)
>
>         Thank you!
>
>
>     This is not reproducible, pace the posting guide.  The default
>     method for AIC() should work if the logLik() method is written
>     correctly, so I guess it was not.
>
>     --
>     Brian D. Ripley, ripley at stats.ox.ac.uk <mailto:ripley at stats.ox.ac.uk>
>     Professor of Applied Statistics,
>     http://www.stats.ox.ac.uk/~__ripley/
>     <http://www.stats.ox.ac.uk/~ripley/>
>     University of Oxford,             Tel: +44 1865 272861
>     <tel:%2B44%201865%20272861> (self)
>     1 South Parks Road, +44 1865 272866 <tel:%2B44%201865%20272866> (PA)
>     Oxford OX1 3TG, UK                Fax: +44 1865 272595
>     <tel:%2B44%201865%20272595>
>
>
>
>
> --
> Dimitri Liakhovitski


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595