Printing a gmm or gel object
It is a printing method for gmm
or gel
objects.
## S3 method for class 'gmm' print(x, digits = 5, ...) ## S3 method for class 'gel' print(x, digits = 5, ...) ## S3 method for class 'sysGmm' print(x, digits = 5, ...)
It prints some results from the estimation like the coefficients and the value of the objective function.
# GMM # 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) # GEL # t0 <- c(0,.5,.5) res <- gel(g,x,t0) print(res)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.