[R] GMM package error

[arvanitis.christos]

Hi to all

I am using GEL function of GMM package to fit a ts

I use gmm to feed initial values to GEL as:
temp3M=gmm(fgmm,rf3M[[i]],tet03M[[i]],wmatrix="ident")$coef
gel3M[[i]]=gel(g=fgmm,                                 # Function GMM
               x=rf3M[[i]],                                 # Data Time
series
               tet0=temp3M,
               gradv=NULL,
               smooth=TRUE,
               type= c("EL","ET", "CUE", "ETEL")[4],
               kernel= c("Truncated", "Bartlett")[1],
               approx = c("AR(1)","ARMA(1,1)")[2],
               prewhite = 1,
               optfct = c("optim", "optimize", "nlminb")[3],
               optlam=c("iter","numeric")[1]
               )

and I am getting the error

Error in gmm(P$g, x, P$tet0, wmatrix = "ident") : object 'x' not found


can you help out?

tnks in advance for your help



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