> Oleh, if you have a definite recommendation for how gretl's arma 
> should be revised, please say so.
Yes, of course. and they will take no more than several dozens
of seconds: just remove ad hoc restrictions on transformatibn
which is in use
This should only affect models with constant.
For no constant for now I propose nothing since
I have not finished yet a reproducible hansl code
for testing

>I reckon 
>we can live with what we have now, especially considering that ARIMA 
>modelling is something that I se used less and less often by 
>practitioners.

I think, it;a about publications: arima is still good at new generations
of M-competitions
Oleh

On Mon, 12 Nov 2018, oleg_komashko@ukr.net wrote:

> --x-12-arima behavior tells than even they
> use a different algorithm [...]

We know quite well that the X-13-ARIMA people use a different 
algorithm, since they tell us so in their documentation: it's an 
algorithm that switches between ML and GLS. We are probably not 
going to replicate that, effective as it may be.

> in practice the behavior of their estimates is indistinguisheable 
> from my arima3

Oleh, if you have a definite recommendation for how gretl's arma 
should be revised, please say so. Preferably backed up by testing on 
a reasonably wide variety of datasets, including the "classic" 
benchmarks such as Box-Jenkins.

My objection to adding more arma options is not an objection to 
change as such. It's just that if we can find a way to "do it 
right", in general, then that should be the default, not something 
that an expert has to select.

Allin