print function

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, ...)

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

Returns

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)