RecursiveLS.impulse_responses(params, steps=1, impulse=0, orthogonalized=False, cumulative=False, **kwargs)
Impulse response function
Parameters: 


Returns: 
impulse_responses – Responses for each endogenous variable due to the impulse given by the 
Return type: 
array 
Intercepts in the measurement and state equation are ignored when calculating impulse responses.
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© 2006 Jonathan E. Taylor
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http://www.statsmodels.org/stable/generated/statsmodels.regression.recursive_ls.RecursiveLS.impulse_responses.html