function [confidencelin,reglin, se, nn] = localproj(y,d, sh, lags, hor, rpos,  band)
%linear projections of y on x
%d: dummy vars
%sh: shocks
%lags
%horizon
%band
[y,Y_lags] = VAR_str(y,0,lags);



T=size(y,1);



d=d(lags+1:end,:);
constant=ones(T,1); % intercept


%log levels of pandemic indicators
x=[constant Y_lags  sh d];




[r,nn]=size(x);
resids=zeros(size(y,1)-1,1);
for i=1:hor
    
    yy=y(1+i:end,1);
   % xx = x(1:end-i, 2:end);
   
    results=nwest(yy, x(1:end-i,:),i);
  
   b=results.beta;
    bint(:,1)=b-(results.se*band);
    bint(:,2)=b+(results.se*band);
   
    
    se(:,i)=results.se';
   
    
    reglin(:,i)=b;
    confidencelin(:,:,i)=bint;
    resids(i:end,i)=results.resid;
   %  resids(i:end,i)=stats.resid;
end
confidencelin=reshape(confidencelin,2*nn,hor);




end