File: formula.Rd

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r-cran-gmm 1.8-1
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\name{formula}
\alias{formula.gel}
\alias{formula.gmm}
\title{Formula method for gel and gmm objects}
\description{
 Method to extract the formula from \code{gel} or \code{gmm} objects.
}
\usage{
\method{formula}{gel}(x, ...)
\method{formula}{gmm}(x, ...)
}
\arguments{
 \item{x}{An object of class \code{gel} or \code{gmm} returned by the function \code{\link{gel}} or \code{\link{gmm}}}
\item{...}{Other arguments to pass to other methods}
}
\examples{

## GEL ##
n = 200
phi<-c(.2,.7)
thet <- 0.2
sd <- .2
set.seed(123)
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 <- gel(g, x, c(0,.3,.6))
formula(res)

# GMM is like GLS for linear models without endogeneity problems

set.seed(345)
n = 200
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 <- 10 + 5*rnorm(n) + x

res <- gmm(y ~ x, x)
formula(res)


}