File: bjg.inp

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gretl 2016d-1
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# Box and Jenkins "Series G" (airline passengers)
# Example of mixed MA model
open bjg.gdt
# gretl native (conditional ML)
arima 0 1 1 ; 0 1 1 ; lg --nc --conditional
# X-12-ARIMA (also conditional)
arima 0 1 1 ; 0 1 1 ; lg --nc --x-12-arima --conditional
# gretl native (exact ML, Kalman filter)
arima 0 1 1 ; 0 1 1 ; lg --nc 
# X-12-ARIMA (exact ML)
arima 0 1 1 ; 0 1 1 ; lg --nc --x-12-arima