% 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}} }