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

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)
#> Method
#>  twoStep 
#> 
#> Objective function value:  0.009022796 
#> 
#> (Intercept)          ym1          ym2  
#>   0.0051698    0.1397033    0.7809381  
#> 

# GEL #

t0 <- c(0,.5,.5)
res <- gel(g,x,t0)
print(res)
#> Type de GEL:  EL 
#> 
#> Coefficients:
#> (Intercept)          ym1          ym2  
#>  -0.0061338    0.1459054    0.7672201  
#> 
#> Lambdas:
#> Lam((Intercept))           Lam(h1)           Lam(h2)           Lam(h3)  
#>        0.0011602        -0.0766734        -0.0413253         0.0971412  
#>          Lam(h4)  
#>        0.0322675  
#> 
#> Convergence code for the coefficients:  0 
#> Convergence code for Lambda:  0