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author | Suraj Yerramilli | 2015-03-23 00:15:21 +0530 |
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committer | Suraj Yerramilli | 2015-03-23 00:15:21 +0530 |
commit | e1cc3dd25ff07f9eead3c40a24ffa29466232dff (patch) | |
tree | ea147ebae454e1b8fe89277c96e01818790a65cb /man/impulseest.Rd | |
parent | f995715a8525d9e01528a60ed1a718b3aeff3111 (diff) | |
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added raw documentation for the impulseest function
Diffstat (limited to 'man/impulseest.Rd')
-rw-r--r-- | man/impulseest.Rd | 39 |
1 files changed, 39 insertions, 0 deletions
diff --git a/man/impulseest.Rd b/man/impulseest.Rd new file mode 100644 index 0000000..99c9e37 --- /dev/null +++ b/man/impulseest.Rd @@ -0,0 +1,39 @@ +% Generated by roxygen2 (4.1.0): do not edit by hand +% Please edit documentation in R/impulse.R +\name{impulseest} +\alias{impulseest} +\title{Estimate Impulse Response Models} +\usage{ +impulseest(data, lags = 30, conf = 0.95) +} +\arguments{ +\item{data}{an object of class \code{idframe}} + +\item{lags}{The number of lags upto which the estimate is to be +calculated. (Default:\code{30})} + +\item{conf}{The confidence interval} +} +\value{ +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 +} +} +\description{ +\code{impulseest} is used to estimate impulse response models given data +} +\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. +} +\seealso{ +\code{\link[vars]{irf}}, \code{\link[vars]{VAR}}, \code{\link{impulse}} , +\code{\link{step}} +} + |