print.gmm {gmm}R Documentation

Printing a gmm object

Description

It is a printing method for gmm objects.

Usage

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

Arguments

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

Value

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

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(res)

[Package gmm version 1.1-1 Index]