Impulse Response Step

Problem

For an AR(1) model x[t] = phi * x[t-1] + e[t], return the impulse response at horizon h, which is phi raised to the power h.

Return 0.0 when h is negative.

Hint

A shock's effect decays geometrically at rate phi.

case 1

in: [0.5,3]

expected: 0.125

case 2

in: [0.9,0]

expected: 1

case 3

in: [-0.5,2]

expected: 0.25

case 4

in: [0,5]

expected: 0

Starter codePython

def impulse_response_ar1(phi, h):
    # Your code here
    pass

4 test cases · run your code against them in the editor