print.gel {gmm}R Documentation

Printing a gel object

Description

It is a printing method for gel objects.

Usage

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

Arguments

x An object of class gel returned by the function gel
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.

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
t0 <- c(0,.5,.5)

res <- gel(g,x,t0)
print(res)

[Package gmm version 1.1-1 Index]