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)*