%% Store an Impulse Response Function
% Specify the following regression model with ARMA(2,1) errors:
% \begin{array}{*{20}{l}}
% \begin{array}{c}
% {y_t} = {X_t}\left[ {\begin{array}{*{20}{c}}
% {0.1}\\
% { - 0.2}
% \end{array}} \right] + {u_t}\\
% {u_t} = 0.5{u_{t - 1}} - 0.8{u_{t - 2}} + {\varepsilon _t} - 0.5{\varepsilon _{t - 1}},
% \end{array}
% \end{array}
% where \varepsilon_{t} is Gaussian with variance 0.1.

Mdl = regARIMA('Intercept',0, 'AR', {0.5 -0.8}, ...
    'MA',-0.5,'Beta',[0.1 -0.2], 'Variance',0.1);

%
% Store the impulse response function for 15 periods.

Y = impulse(Mdl,15)

% The length of the output impulse response series is numObs.
% Copyright 2015 The MathWorks, Inc.