gmm (version 1.1-1)

print.gmm: Printing a gmm object

Description

It is a printing method for gmm objects.

Usage

## S3 method for class 'gmm':
print(x, digits=5, ...)

Arguments

x

An object of class gmm returned by the function gmm

digits

The number of digits to be printed

...

Other arguments when print is applied to an other classe object

Value

• It prints some results from the estimation like the coefficients and the value of the objective function.

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)
print(res)