Re: [Gretl-users] Script command to plot an IRF like the one accessible through the GUI
On Thu, 2 Aug 2012, Logan Kelly wrote:
Thanks. This helps, but I am having two problems. One, I would
like to replicate the shaded confidence band. Two, the lower bound
on the confidence bend keep plotting on the right y axis. Any
suggestions? Can I call a GNUPLOT script from a GRETL script?
You can force a single y-axis with the --single-yaxis to gretl's
"gnuplot" command (see the online help). But yes, from within gretl
you can write out and call a gnuplot script. For a sophisticated
example, see the confidence interval plots produced by Jack
Lucchetti's SVAR package, in the file SVAR_plots.inp at
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/SVAR/
Allin Cottrell
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