Re: [Gretl-devel] update on gretl functions and lists (long)

You're not boring at all, Ignacio. In fact, I've been thinking a bit about the ARMA issue. See if the following would be acceptable to you: under the new syntax I have in mind, we would estimate models of the form A(L) (y_t - x_t \beta) = z_t \gamma + C(L) \epsilon_t where A(L) = (1-\phi_1 L-...-\phi_p L^p) (1-\Phi_1 L^s-...-\Phi_P L^(sP)) \Delta^d \Delta_s^D B(L) = (1-\theta_1 L - ... - \theta_q L^q) (1 - \Theta_1 L^s - ... \Theta_Q L^(sQ)) with the syntax arima p d q ; P D Q ; y Xlist ; Zlist Note that the A(L) polynomial contains the difference operators and is applied to y_t _and_ to x_t. This should cover all the concerns you raised. By the way, we'd get rid of the unpleasant asymmetry between conditional ML (least squares) and full ML. The modifications to the conditional estimator to accomplish this are not impossible. The MLE estimator may require some more work. Would this be acceptable? If it is, I'll start working on this by end of August/start of September (sorry, no, it can't be earlier), so it won't be in 1.7.6, which should ship sooner than this (session bugs were quite nasty).