logLik + df.residual correction

rjdverse · Apr 20, 2024 · 136e61b · 136e61b
1 parent 2a86c87
commit 136e61b
Showing 1 changed file with 9 additions and 6 deletions.
diff --git a/R/regarima_generic.R b/R/regarima_generic.R
@@ -28,10 +28,13 @@ logLik.JD3_REGARIMA_RSLTS <- function(object, ...) {
       is.null(object$likelihood$ll)) {
     res <- NA
   } else{
-    res <- structure(object$likelihood$ll,
-                     df = object$likelihood$nparams + 1,
-                     nall = object$likelihood$nobs,
-                     nobs = object$likelihood$neffectiveobs)
+    res <- structure(
+        object$likelihood$ll,
+        # df already contains variance of innovations
+        # so we didn't add +1 as in stats:::logLik.Arima()
+        df = object$likelihood$nparams,
+        nall = object$likelihood$nobs,
+        nobs = object$likelihood$neffectiveobs)
   }
   class(res) <- "logLik"
   res
@@ -56,8 +59,8 @@ df.residual.JD3_REGARIMA_RSLTS <- function(object, ...){
     return(NULL)
   if (!is.null(object$estimation)) # for sarima_estimate outputs
     object <- object$estimation
-
-  object$likelihood$neffectiveobs - object$likelihood$nparams
+  # Remove variance of innovations from parameters
+  object$likelihood$neffectiveobs - (object$likelihood$nparams - 1)
 }
 #' @export
 nobs.JD3_REGARIMA_RSLTS <- function(object, ...){