In continuation to the previous question Conceptual questions from signal processing I have a doubt which is: Consider an Autoregressive model (AR(2)): $$ y(t) = ay(t-1) + by(t-2) $$
and a FIR (Moving Average, MA(2)) model
$$ x(t) = a\epsilon(t-1) + b\epsilon(t-2). $$
According to the reply in the prev question, in time domain
$$ y[n] = h[n]\star x[n] $$ $h$ is the impulse response.
- Is there any relation between impulse response and the coefficients of AR and MA model?
- What is the intuition of the coefficients and how do we get them?