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  • Combining Impulse response functions in one graph

    For the propose of comparing monetary policy before and after financial crisis of 2008 I need to combing to IRF graphs in one like in the figures below.

    Click image for larger version

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    Click image for larger version

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    I know how to run the IRF command and have just one IRF in graph, but combining is something that I haven't seen till now in the Stata or in Stata books.
    Please let me know if you have any idea how to do that.


  • #2
    I'm not acquainted with IRF command. That said, combining graphs in Stata is usually an easy task.

    You may just type

    Code:
    help graph combine
    And check whether the examples are helpful to you.
    Best regards,

    Marcos

    Comment


    • #3
      Thanks Marcos. However, my question is how to combine two IRF in one and not how to combine two graphs. If you look more clearly in the the second graph, shaded area represents one IRF and dotted line another IRF, which are shown in the same graph.

      Comment


      • #4
        I see, sorry for the misunderstanding. Hopefully you’ll get a helpful reply, since, as I said, I’m not acquainted with IRF.
        Best regards,

        Marcos

        Comment


        • #5
          Hi Arbnor! Did you find the answer to your question? I'm interested in the same question you asked here.

          Comment


          • #6
            I'm a bit confused about the question - what is not covered the "ograph" and "cgraph" options that you want to have?

            Comment


            • #7
              You can probably get what you want by working with the irf file.

              E.g.

              Code:
              clear all 
              
              webuse lutkepohl2, clear
              
              var dln_inc dln_consump, lags(1/4)
              irf create myirf, step(12) set(my_results) replace 
              
              use my_results.irf, clear 
              
              sort impulse response step
              gen catvar = "Impulse: " + impulse + ", Response: " + response
              
              encode catvar, gen(id)
              xtset id step
              
              xtline oirf, overlay 
              exit

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