Thank you for your answer.
I got the output saved in eps format. However, it consists only of a part of the whole graph. I don't know what is going on. Could you please take a look to my code? The data reports IRFs results.
Please notice that I have reduce the time horizon for ease of exposition, i.e. you will find "xrange" until 60, whereas I have reported here only 4 point estimates per IRF.
set term postscript eps "Times New Roman Bold,13" size 640,480
set encoding utf8
# user-defined plot
set style line 1 lc rgb "#0000ff"
set style line 2 lc rgb "#ff0021"
set style line 3 lc rgb "#070d07"
set style line 4 lc rgb "#e10c2c"
set style line 5 lc rgb "#00cc00"
set style line 6 lc rgb "#0000ff"
set style line 8 lc rgb "#00fff2"
set style increment user
set yrange [-11.0976:2.30634]
set xrange [0:60]
set xlabel 'months'
#set ylabel 'Industrial Production'
set xzeroaxis
set key right bottom
set title ""
set style fill solid 0.175
set output '/Users/Gabriela/Desktop/IProb.eps'
plot \
'-' using 1:2:3 notitle w filledcurve, \
0 notitle w lines lt 0, \
'-' using 1:($2) title "baseline" w lines lw 2, \
'-' using 1:($2) title "S&P+VIX" w linespoints lw 2 pointinterval 4 pointsize 1 pt 9 , \
'-' using 1:($2) title "Confidence" w linespoints lw 2 pointinterval 4 pointsize 1 pt 3, \
'-' using 1:($2) title "Regulation" w linespoints lw 2 pointinterval 4 pointsize 1 pt 13
# baseline + conf. int
0 -1.85357 -0.0306622
1 -2.11585 -0.242486
2 -3.61335 -1.21308
3 -4.90273 -1.99271
e
0 -0.985838
1 -1.24222
2 -2.53488
3 -3.67198
e
0 -1.56746
1 -1.69876
2 -2.77689
3 -3.42978
e
0 -0.918372
1 -1.05826
2 -2.23884
3 -3.21814
e
0 -0.533756
1 -0.577218
2 -1.09126
3 -1.62523
e