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

Am 29.11.2015 um 23:25 schrieb Allin Cottrell <cottrell(a)wfu.edu&gt;: > On Sun, 29 Nov 2015, Pindar Os wrote: > > 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> It's discussed in the chapter on loops in the User's Guide. You need to allow for the fact that when your i and j (in the second example) "ought to" equal 1 if calculation were done with infinite precision, they're likely to be slightly off. Hence you want something like loop for (i=0; i<1.001; i+=intStep) loop for (j=0; j<1.001; j+=intStep) if i+j < 1.001 ...

For reference, at the gretl console: ? printf "%.18g\n", 50*(1/50) 1.00000000000000022 Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users