*
* Enders, Applied Econometric Time Series, 4th edition
* Worksheet 2.1, page 56
*
* This can be done using the RATS polynomial functions. The MA
* polynomial is represented as the VECTOR with values ||1.0,0.5|| and
* the AR is ||1.0,-1.6,.9|| once you shift the lags over to the left
* side.
*
compute c=%polydiv(||1.0,0.5||,||1.0,-1.6,+.9||,49)
set cexpand 1 50 = c(t)
graph(number=0)
# cexpand
*
* You can also do this using IMPULSE by inputting an ARMA equation.
*
equation(ar=2,ma=1,noconstant,coeffs=||1.6,-.9,.5||) arma21 y
impulse(shock=||1.0||,steps=50)
# arma21 responses
graph(number=0)
# responses