grid.arrange + ggplot2 on Impulse Response Function (IRF) - r

Question

I'm working in a Impulse-Response function plot (from a Vector AutoRegressive Model) with GGplot2 + grid.arrange. Below i give you my actual plot and the original one from the vars package. I really would like any hint to improve the final result
Would be nice, at least place both plots closer.
This is not a full question topic, but an improvement asking
here the full code
library(vars)
# Define lags
lag = VARselect(my_data, lag.max=12)
# Estimating var
my_var = VAR(my_data, min(lag$selection), type='both')
# Set the Impulse-Response data
impulse <- irf(my_var)
# Prepare plot data
number_ticks <- function(n) {function(limits) pretty(limits, n)}
lags <- c(1:11)
irf1<-data.frame(impulse$irf$PIB[,1],impulse$Lower$PIB[,1],
impulse$Upper$PIB[,1], lags)
irf2<-data.frame(impulse$irf$PIB[,2],impulse$Lower$PIB[,2],
impulse$Upper$PIB[,2])
# creating plots
PIB_PIB <- ggplot(data = irf1,aes(lags,impulse.irf.PIB...1.)) +
geom_line(aes(y = impulse.Upper.PIB...1.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...1.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...1.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...1., ymin=impulse.Lower.PIB...1.), fill="lightblue", alpha=.1) +
xlab("") + ylab("PIB") + ggtitle("Orthogonal Impulse Response from PIB") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
PIB_CON <- ggplot(data = irf2,aes(lags,impulse.irf.PIB...2.)) +
geom_line(aes(y = impulse.Upper.PIB...2.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...2.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...2.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...2., ymin=impulse.Lower.PIB...2.), fill="lightblue", alpha=.1) +
scale_x_continuous(breaks=number_ticks(10)) +
xlab("") + ylab("CONSUMO") + ggtitle("") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank()) +
geom_line(colour = 'black')
# Generating plot
grid.arrange(PIB_PIB, PIB_CON, nrow=2)
Actual Output
Desired Style [when you call plot(irf(my_var))

Answer 1

Got something very close to desired model.
here the changed plots:
PIB_PIB <- ggplot(data = irf1,aes(lags,impulse.irf.PIB...1.)) +
geom_line(aes(y = impulse.Upper.PIB...1.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...1.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...1.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...1., ymin=impulse.Lower.PIB...1.), fill="lightblue", alpha=.1) +
xlab("") + ylab("PIB") + ggtitle("Orthogonal Impulse Response from PIB") +
theme(axis.title.x=element_blank(),
axis.text.x=element_blank(),
axis.ticks.x=element_blank(),
plot.margin = unit(c(2,10,2,10), "mm"))+
scale_x_continuous(breaks=number_ticks(10)) +
geom_line(colour = 'black')
PIB_CON <- ggplot(data = irf2,aes(lags,impulse.irf.PIB...2.)) +
geom_line(aes(y = impulse.Upper.PIB...2.), colour = 'lightblue2') +
geom_line(aes(y = impulse.Lower.PIB...2.), colour = 'lightblue')+
geom_line(aes(y = impulse.irf.PIB...2.))+
geom_ribbon(aes(x=lags, ymax=impulse.Upper.PIB...2., ymin=impulse.Lower.PIB...2.), fill="lightblue", alpha=.1) +
xlab("") + ylab("CONSUMO") + ggtitle("") +
theme(axis.title.x=element_blank(),
# axis.text.x=element_blank(),
# axis.ticks.x=element_blank(),
plot.margin = unit(c(-10,10,4,10), "mm"))+
scale_x_continuous(breaks=number_ticks(10)) +
geom_line(colour = 'black')
grid.arrange(PIB_PIB, PIB_CON, nrow=2)