User`s guide

Identifying Impulse-Response Models
Step Respo nse Plot
At the command line. You can use the impulse command to plot the
impulseresponse. Thetimedelayisequaltothefirst positive peak in th e
transient response magnitude that is greater than the confidence region for
positive time values.
For example, the following commands create an impulse-response plot with a
1-standard-deviation confidence region:
% Load sample data
load dry2
% Split data into estimation and
% validation data sets
ze = dry2(1:500);
zr = dry2(501:1000);
impulse(ze,'sd',1,'fill')
The resulting figure sh ows that the first pos itive peak of th e response
magnitude, which is greater than the confidence region for positive time
values, occurs at 0.24 s.
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