logLik.VARmdl: Log likelihood for vector autoregressive model

In MSTest: Hypothesis Testing for Markov Switching Models

Log likelihood for vector autoregressive model

Description

This function is used to compute the log-likelihood for a vector autoregressive model.

Usage

## S3 method for class 'VARmdl'
logLik(object, ...)

Arguments

object	any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.
...	some methods for this generic function require additional arguments.

Value

Log-likelihood value.

MSTest documentation built on Oct. 31, 2024, 1:06 a.m.