Impulse response function

The impulse response function ( engl. impulse response function) determined in the context of time series analysis, the type and duration with which a pulse occurring at a given time t, affects future time series values ​​. The impulse response function can be used as Lagpolynom in rational form:

Be brought. Describes the exponent d, the delay time that elapses until the first response of the time series values ​​. The degree of polynomial and is in practice hardly beyond two.

• Time series analysis