Impulse-response function

The impulse response function , and pulse response function ( English impulse response function ) determined in the context of time series analysis , the type and duration, in using the pulse , which at a certain time t occurs, affects subsequent time series values. The momentum-response function can be used as a lag polynomial in the rational form:

${\displaystyle \nu (L):={\frac {\omega (L)}{\delta (L)}}L^{d}}$

to be brought. The exponent d describes the delay time that elapses until the first reaction of the time series values. The degree of the polynomials and hardly goes beyond two in practical application. ${\displaystyle Y_{t}}$ ${\displaystyle \omega (L)}$ ${\displaystyle \delta (L)}$