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
Sorry, I am using package vars
On Tue, May 21, 2013 at 11:09 AM, Prof Brian Ripley
rip...@stats.ox.ac.ukwrote:
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:
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),
Here is a reproducible example:
library(vars)
data(Canada)
mymodel - VAR(Canada, p = 2, type = const)
myLL-logLik(mymodel)
AIC(myLL)
Why does logLik(mymodel) say that df=NULL?
Might this be the reason for AIC(myLL) being numeric(0)?
Dimitri
On Tue, May 21, 2013 at 11:17 AM, Prof Brian Ripley
Am Dienstag, den 21.05.2013, 16:17 +0100 schrieb 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
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