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 -- View this message in context: http://r.789695.n4.nabble.com/GMM-package-error-tp4534556p4534556.html Sent from the R help mailing list archive at Nabble.com.