Dear Allin,
It seems while tolerance for Hannan - Rissanen
was resetted, this is not so for models that
require non-linear autoregression:

open AWM.gdt --quiet
logs TFT
arima 3 0 0;1 0 0; TFT --verbose
arima 3 0 0;1 0 0; l_TFT --verbose

produces

? open AWM.gdt --quiet
Read datafile /usr/local/share/gretl/data/misc/AWM.gdt
? logs TFT
Warning: generated missing values
? arima 3 0 0;1 0 0; TFT --verbose
NLS: failed to converge after 1204 iterations

Error executing script: halting
> arima 3 0 0;1 0 0; TFT --verbose
? arima 3 0 0;1 0 0; l_TFT --verbose
NLS: failed to converge after 1200 iterations

Error executing script: halting
> arima 3 0 0;1 0 0; l_TFT --verbose

Oleh