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Calculating impulse and step response functions for transfer function models

Question & Answer


Question

I'm running a transfer function model in SPSS Statistics. I need to calculate the changes in predictions or forecasts for a unit change in a predictor variable, either for a pulse change that occurs at a single time point and doesn't last or for a step change that persists. Can this be done?

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Document Information

More support for:
IBM SPSS Statistics

Software version:
Not Applicable

Document number:
222771

Modified date:
16 April 2020

UID

swg21628630

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