Re: [Gretl-users] Script command to plot an IRF like the one accessible through the GUI
On Wed, 1 Aug 2012, Logan Kelly wrote:
I am new to GRETL, so forgive me if this is a recurring question.
I would like to plot an impulse response function with confidence
bands like what is easily done through the GUI. Can someone share
an example script fragment that can do this?
Well, getting a rough-and-ready approximation to what the GUI does
is fairly easy. For example:
<hansl>
open data9-7
var 4 UNEMP INCOME PRIME
matrix Resp = irf(1, 3, 0.10)
string title = "Response of UNEMP to PRIME with 90% interval"
gnuplot 1 2 3 --time-series --with-lines --matrix=Resp \
--output=display \
{ set style line 3 lc rgb "#0000ff"; \
set title "@title" ; set nokey; }
</hansl>
Allin Cottrell