Returns the log-Likelihood of a VLSTAR object.
# S3 method for VLSTAR
logLik(object, type = c('Univariate', 'Multivariate'), …)An object of class ‘VLSTAR’ obtained through VLSTAR().
Type of Log-Likelihood to be showed (univariate or multivariate).
further arguments to be passed to and from other methods
An object with class attribute logLik.
The log-likelihood of a VLSTAR model is defined as: $$\log l(y_t|I_t;\theta)=-\frac{T\tilde{n}}{2}\ln(2\pi)-\frac{T}{2}\ln|\Omega|-\frac{1}{2}\sum_{t=1}^{T}(y_t-\tilde{G}_tB\,z_t)'\Omega^{-1}(y_t-\tilde{G}_tB\,z_t)$$