print.gmm {gmm} | R Documentation |
It is a printing method for gmm
objects.
## S3 method for class 'gmm': print(x, digits=5, ...)
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 |
It prints some results from the estimation like the coefficients and the value of the objective function.
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)