added raw documentation for the impulseest function

1 files changed, 28 insertions, 2 deletions

diff --git a/R/impulse.R b/R/impulse.R
index 834a42d..d248f88 100644
--- a/R/impulse.R
+++ b/R/impulse.R
@@ -1,4 +1,30 @@
-# Estimate Impulse Response Models
+#' Estimate Impulse Response Models
+#' 
+#' \code{impulseest} is used to estimate impulse response models given data
+#' 
+#' @param data an object of class \code{idframe}
+#' @param lags The number of lags upto which the estimate is to be
+#' calculated. (Default:\code{30})
+#' @param conf The confidence interval 
+#' 
+#' @details
+#' 
+#' This function extends the \code{\link[vars]{irf}} function, which estimates the 
+#' impulse response coefficients given a VAR model for the data. The VAR model is fit 
+#' using the \code{\link[vars]{VAR}} function.
+#' 
+#' @return An object of class \code{impulseest} containing the following elements
+#' \tabular{ll}{
+#'   \code{coefs} \tab \code{list} containing the impulse response coefficients \cr
+#'   \code{lower} \tab \code{list} containing the lower confidence bounds of the 
+#'   impulse response coefficients \cr
+#'   \code{upper} \tab \code{list} containing the upper confidence bounds of the 
+#'   impulse response coefficients \cr
+#' }
+#' 
+#' @seealso \code{\link[vars]{irf}}, \code{\link[vars]{VAR}}, \code{\link{impulse}} ,
+#' \code{\link{step}}
+#' @export
 impulseest <- function(data,lags=30,conf=0.95){
   require(vars)
   Z <- cbind(data$output,data$input)
@@ -7,7 +33,7 @@ impulseest <- function(data,lags=30,conf=0.95){
   ir <- irf(fit.var,impulse=colnames(data$input),response=colnames(data$output),
             n.ahead = lags,ci=conf)
   
-  out <- list()
+  out <- ir
   class(out) <- "impulseest"
   return(out)
 }