How to plot impulse response function in matlab?

Jae Hyung Kim

2015 5 4

0 个回答

7 次查看（30 天）

0 个投票

As you see this image

, I couldn't plot impulse function

http://kr.mathworks.com/help/econ/arima.impulse.html

Even though I followed the procedure of plotting impulse function of AR(2) model as the

web site above, I couldn't. What is the problem and how can i make it like as the site above?

I have already installed Econometic tool box.

2 个评论
显示无隐藏无

Star Strider 2015-5-4

在 MATLAB Online 中打开

I don’t have the Econometrics Toolbox, but according to the documentation page you cited, the arima function needs more arguments to completely define the model:

Mdl = arima('AR',{0.5,-0.7},'Constant',0)

Add them in your code and see if it then works.

Jae Hyung Kim 2015-5-5

编辑：Jae Hyung Kim 2015-5-5

No , I couldn't replicate as the web site does. In fact, the 'Constant' term does not matter and it showed the same result as the photo above even though i added the 'Constant' term...

请先登录，再进行评论。

请先登录，再回答此问题。

Follow Question