print: Printing a gmm or gel object

In gmm: Generalized Method of Moments and Generalized Empirical Likelihood

Printing a gmm or gel object

Description

It is a printing method for gmm or gel objects.

Usage

## 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, ...)

Arguments

x	An object of class gmm or gel returned by the function gmm or gel
digits	The number of digits to be printed
...	Other arguments when print is applied to an other class object

Value

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

Examples

# 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)

gmm documentation built on June 7, 2023, 6:05 p.m.