gmm (version 1.1-1)

coef.gmm: Coefficients of GMM

Description

It extracts the coefficients from gmm objects.

Usage

## S3 method for class 'gmm':
coef(object, ...)

Arguments

object

An object of class gmm returned by the function gmm

...

Other arguments when coef is applied to another classe object

Value

• Vector of coefficients

Examples

n = 500
phi<-c(.2,.7)
thet <- 0
sd <- .2
x <- matrix(arima.sim(n=n,list(order=c(2,0,1),ar=phi,ma=thet,sd=sd)),ncol=1)
y <- x[7:n]
ym1 <- x[6:(n-1)]
ym2 <- x[5:(n-2)]

H <- cbind(x[4:(n-3)],x[3:(n-4)],x[2:(n-5)],x[1:(n-6)])
g <- y~ym1+ym2
x <- H

res <- gmm(g,x)
coef(res)