Class: arima
Impulse response function
impulse(Mdl)
impulse(Mdl,numObs)
Y = impulse(___)
impulse(
plots
a discrete stem plot of the impulse response function for
the univariate ARIMA model, Mdl
)Mdl
, in the current
figure window.
impulse(
plots
the impulse response function for Mdl
,numObs
)numObs
periods.
Y = impulse(___)
returns the
impulse response in a column vector for any of the previous input
arguments.
 

Positive integer indicating the number of observations to include
in the impulse response (the number of periods for which When you specify If you do not specify 

Column vector of impulse responses. If you specify 
To improve performance of the filtering algorithm,
specify the number of observations to include in the impulse response, numObs
.
When you do not specify numObs
, impulse
computes
the impulse response by converting the input model to a truncated,
infinitedegree, moving average representation using the relatively
slow lag operator polynomial division algorithm. This results in an
impulse response of generally unknown length.
[1] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. Time Series Analysis: Forecasting and Control 3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.
[2] Enders, W. Applied Econometric Time Series. Hoboken, NJ: John Wiley & Sons, 1995.
[3] Hamilton, J. D. Time Series Analysis. Princeton, NJ: Princeton University Press, 1994.
[4] Lütkepohl, H. New Introduction to Multiple Time Series Analayis. New York, NY: SpringerVerlag, 2007.