Impulse-response function

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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:

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.