I'm attaching a variant of the hansl code posted recently by Oleh,
which may be a little easier to understand than the original.
Summary: Oleh's hansl code standardizes a "difficult" exogenous
regressor in the arma context. His results are for the most part a
bit better than standard libgretl arma (though still not quite as
good as x13as).
The dataset used in Oleh's examples, bad_data.gdt, can be found
attached to his posting at
http://lists.wfu.edu/pipermail/gretl-devel/2018-October/009185.html
(see
http://lists.wfu.edu/pipermail/gretl-devel/attachments/20181026/da605227/...
)
For convenience, this dataset can now also be found at
http://ricardo.ecn.wfu.edu/pub/gretl/bad_data.gdt
Allin