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authorSuraj Yerramilli2015-03-23 00:15:21 +0530
committerSuraj Yerramilli2015-03-23 00:15:21 +0530
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added raw documentation for the impulseest function
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+% 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}}
+}
+