gmm (version 1.6-2)

print: Printing a gmm or gel object

Description

It is a printing method for gmm or gel objects.

Usage

# S3 method for gmm
print(x, digits = 5, ...)
# S3 method for gel
print(x, digits = 5, ...)
# S3 method for sysGmm
print(x, digits = 5, ...)

Arguments

x

An object of class gmm or gel returned by the function gmm or gel

digits

The number of digits to be printed

...

Other arguments when print is applied to an other class object

Value

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

Examples

# NOT RUN {
# GMM #

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)

# GEL #

t0 <- c(0,.5,.5)
res <- gel(g,x,t0)
print(res)
# }

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