Hello Mr Cottrell,

Thank you for your help ! II am so grateful to you. I have one more additional question:How  do i need to construct the parameter list of arma if i want to add an independent variable. (i.e: AR-X model) . In the example code you have given, the list as constructed

 list[1] = 1;        /* AR order */
list[2] = 0;        /* order of integration */
    list[3] = 1;        /* MA order */
    list[4] = LISTSEP;  /* separator */
    list[5] = 1;        /* position of dependent variable in dataset */

2012/2/8 Allin Cottrell <cottrell@wfu.edu>
On Wed, 8 Feb 2012, Emrah Samdan wrote:

I am a newbie for this mail list. Sorry, if i ask something not suitable.
I have been trying to use libgretl api to make estimations using arma
models, I have made the libgretl read my datafile. However, when i call
arma function like this:
ArmaModel = arma(list,NULL,dset,OPT_N,prn) ; it gives the error arma.so:
cannot open shared object file: No such file or directory.
I have execute sudo ldconfig /usr/local/lib/gretl-gtk2/ to add arma.so .But
it didn't fix my problem.

Do you have any solution to this ?

See http://gretl.sourceforge.net/API/new/gretl/gretl-Plugins.html

You should do:

gretl_setenv("GRETL_PLUGIN_PATH", "/usr/local/lib/gretl-gtk2/");

to tell libgretl where to find the plugins.

Additionally, is there any place where some example code resides. I
desperately need some example code for especially arma model. ?

I'm attaching a simple example.

Allin Cottrell

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Emrah Samdan