Olivier,
type ?AIC and have a look at the description
Description:
Generic function calculating the Akaike information criterion for
one or several fitted model objects for which a log-likelihood
value can be obtained, according to the formula -2*log-likelihood
+ k*npar,
Not using R, but you can have a look at the RATS source code
DMARIANO.SRCavailable on page
http://www.estima.com/Forecasting.shtml and translate it into R.
Hannu
On 11/24/06, Graham Leask [EMAIL PROTECTED] wrote:
Dear List
Has anyone used R to distnguish between alternative forecasting
A GARCH model can be regarded as an application of the ARMA idea to the
squared innovation series. See, e.g. Ruey S. Tsay, Analysis of Financial
Time Series, Wiley, 2nd edition, page 114.
Hannu
On 11/7/06, Wensui Liu [EMAIL PROTECTED] wrote:
Mark,
I totally agree that it doesn't make sense
Except in the case of zero means, that is point (7) in your previous mail.
On 11/7/06, Leeds, Mark (IED) [EMAIL PROTECTED] wrote:
but not the return squared squared which is what was written previously.
.
--
*From:* Hannu Kahra [mailto:[EMAIL PROTECTED]
*Sent
Scott,
I reported a similar problem a week ago concerning my laptop using a
wireless connection. I found out that my anti-virus program (Symantec)
blocked R-2.2.1 and a few other programs but not R-2.2.0. The same seems to
apply to F-Secure's anti-virus program. I had no problems using a PC.
I
laptop. A similar problem occurs when I try to update my MikTeX installation
on the laptop.
Any suggestions?
Hannu Kahra
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(na.rm=TRUE) rather than your inner loop.
On Sun, 22 Jan 2006, Hannu Kahra wrote:
Hi,
I am trying to maximize a utility function using optim. I have a problem
with optim, since some of the values in the caw, mom, me and btm
matrixes in
the code bellow are missing. Is there a handy way just
=list(maxit=500),hessian=TRUE,method=BFGS)
Thank you in advance.
Hannu Kahra
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