# NOT RUN {
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,weightsMatrix = diag(5))
gt <- res$gt
G <- res$G
foc <- gt
# }
# NOT RUN {
<!-- %*%G -->
# }
# NOT RUN {
foc2 <- estfun(res)
foc[1:5,]
foc2[1:5,]
# }
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