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?

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