Coefficients of GEL or GMM
It extracts the coefficients from gel
or gmm
objects.
## S3 method for class 'gmm' coef(object, ...) ## S3 method for class 'gel' coef(object, lambda = FALSE, ...)
Vector of coefficients
################# 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) coef(res) coef(res, lambda = TRUE) ################### res <- gmm(g, x) coef(res)
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