print.summary.gmm {gmm}R Documentation

Printing the summary of gmm

Description

It is a printing method for summary.gmm objects.

Usage

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

Arguments

x An object of class summary.gmm returned by the function summary.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 summary.gmm

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(summary(res))


[Package gmm version 1.1-1 Index]