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Diffstat (limited to 'man/impulseest.Rd')
-rw-r--r-- | man/impulseest.Rd | 30 |
1 files changed, 7 insertions, 23 deletions
diff --git a/man/impulseest.Rd b/man/impulseest.Rd index 99c9e37..c831cc3 100644 --- a/man/impulseest.Rd +++ b/man/impulseest.Rd @@ -1,39 +1,23 @@ -% Generated by roxygen2 (4.1.0): do not edit by hand +% Generated by roxygen2 (4.1.1): 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) +impulseest(data, M = 30, K) } \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{M}{Order of the FIR Model (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 -} +\item{K}{Transport delay in the estimated impulse response} } \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. +\code{impulseest} is used to estimate impulse response models in the +given data } \seealso{ -\code{\link[vars]{irf}}, \code{\link[vars]{VAR}}, \code{\link{impulse}} , -\code{\link{step}} +\code{\link{plot.impulseest}}, \code{\link{step}} } |