Good evening
Thank you for all the replies you sent me. in part, managed to control the
problem of error that was giving applying log considering one of the
suggestions that argued the possibility of specification is wrong.
But I heard some comments that perhaps this was not the most appropriate
test.
Then I wanted to ask two items:
-What Test grelt could analyze coientegração with breaks
- Which test could use the order of variables in VEC modleo
I would like to point out that the use gretl, but still not use the scrips,
only the functions that are already in command, then at each test that
suggest me, I need you to tell me how to implement the gretl.
A thousand apologies for these issues and also not totally dominate the
gretl
much appreciate the help of all.
Augusta Pelinski Raiher
2015-11-29 10:18 GMT-02:00 Pindar Os <pindar777(a)gmail.com>:
 Hi there,
 I’m still working on the restricted OLS regressions and in the meantime
 even uploaded an early version of a function package that uses a SQP of GNU
 R and a bootstrap routine to get coeffs and standard errors.
 In order to produce a nice show case of the optimization problem I
 generate all combination of coefficients with a step size of n. If there
 are 3 coeffs that are >=0 and should sum up to 1 the matrix can be easily
 generated via loop. Since gretl has a special "for loop" one could use this
 loop version in order to fill the percentages in the matrix in one step.
 However, there is a bug. Have a look. I’m using the current x64 snapshot
 for windows.
 Cheers and a nice first Sunday in Advent
 Leon
 <hansl>
 scalar intN_1_a = 50 # step size of 2 percent
 scalar intStep = 1/intN_1_a
 eval intStep
 matrix mCombis = NA
 matrix mCombisALL = NA
 set stopwatch
 loop for i=0..intN_1_a --quiet
     loop for j=0..intN_1_a --quiet
         if i+j<=intN_1_a
             if i+j == 0
                 mCombisALL = i ~ j ~ (intN_1_a-i-j)
             else
                 mCombisALL |= i ~ j ~ (intN_1_a-i-j)
             endif
         endif
     endloop
 endloop
 eval $stopwatch/60
 eval rows(mCombisALL)
 # correct number of rows since
 scalar intSum3 = (intN_1_a)*3 + (1+intN_1_a-3+1)*(1+intN_1_a-3)/2
 # for three coeefs I found this closed formula, with more it’s another…
 eval intSum3
 set stopwatch
 loop for (i=0; i<=1; i+=intStep) --quiet
     loop for (j=0; j<=1; j+=intStep) --quiet
         if i+j<=1
             if i+j == 0
                 mCombis = i ~ j ~ (1-i-j)
             else
                 mCombis |= i ~ j ~ (1-i-j)
             endif
         endif
     endloop
 endloop
 eval rows(mCombis)
 eval $stopwatch
 # correct number
 scalar intSum3 = (intN_1_a)*3 + (1+intN_1_a-3+1)*(1+intN_1_a-3)/2
 eval intSum3
 # wrong, WHY? The reason has to do with the.xx999 values and the missing
 1s.
 <hansl>
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-- 
*Augusta Pelinski Raiher*
*(Docente do curso de Economia e do Programa de Pós-Graduação em Ciências
Sociais na Universidade Estadual de Ponta Grossa)*