logLik.VARmdl {MSTest}R Documentation

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.


[Package MSTest version 0.1.5 Index]