Dear all,

script below illustrates the problem

<hansl>

nulldata 100

setobs 4 1994:1 --time-series

set seed 13

include arima_sim.gfn

series y = seas_cum(normal())

# case 1

arima 0 0 0; 0 1 0; y --nc

eval $ess

eval $T

eval mean($uhat)

eval {$uhat}'{$uhat}

eval {$uhat}'{$uhat} - $ess

eval max(abs(sdiff(x) - $uhat))

eval max(abs(x - $yhat - $uhat))

yhat1 = $yhat

uhat1 = $uhat

gnuplot y yhat1 --time-series --with-lines --single-yaxis --output=display

## here evething looks as it should be

# case 2

arima 0 0 0; 0 1 0; y --nc --x-12-arima

eval $ess

eval $T

eval mean($uhat)

eval {$uhat}'{$uhat}

eval {$uhat}'{$uhat} - $ess

eval max(abs(sdiff(x) - $uhat))

eval max(abs(x - $yhat - $uhat))

yhat2 = $yhat

uhat2 = $uhat

gnuplot y yhat2 --time-series --with-lines --single-yaxis --output=display

## but not here

<hansl>

Oleh