4.3.4. Impulse Response

Since the VAR model contains many parameters, it cannot directly explain the economic meaning of parameters, so it is mainly analysed through the impulse response. Figure 7 shows the impulse response of the Taiyuan atmospheric environment system comprehensive index U1 and the industrial system comprehensive index U2. The horizontal axis represents the lag order of impact (unit: year), and the vertical axis represents the response value of relevant variables. It can be seen from the figure that when the comprehensive index U1 of the atmospheric environment system was used as the pulse variable, the comprehensive index U2 of the industrial system fluctuated significantly during phases 3–5, which shows that the optimisation of the atmospheric environment system will have a positive impact on the industrial system in the medium and long term. When the industrial system comprehensive index U2 was used as the impulse response variable, the atmospheric environment system comprehensive index U1 had positive benefits in phases 3–5, but the benefits were small.

#### **Figure 7.** Impulse response.
