# It seems, there are no problems

# with libgretl arima ... -nc

# It seems, there are problems

# with stopping rules

#***********************************************************

scalar enormous = 2*$huge

set bfgs_maxgrad enormous

open greene5_1.gdt

logs realcons

ldiff realcons

# surprisingly small

eval mean(ld_realcons)/sd(ld_realcons)

arima 1 1 1; l_realcons --nc -q

eval $coeff

lnl0 = $lnl

eval $model.roots

eval lnl0

modtest --autocorr

arima 1 1 1; l_realcons --nc --x-12-arima -q

eval $coeff

lnl1 = $lnl

printf "\nlnl difference (libgretl - x13): %g\n", lnl0 - lnl1

arima 1 1 1; 0 0 1; l_realcons --nc -q

eval $coeff

lnl0 = $lnl

eval $model.roots

eval lnl0

arima 1 1 1; 0 0 1; l_realcons --nc --x-12-arima -q

eval $coeff

lnl1 = $lnl

printf "\nlnl difference (libgretl - x13): %g\n", lnl0 - lnl1

arima 1 1 1; 1 0 0; l_realcons --nc -q

eval $coeff

lnl0 = $lnl

eval $model.roots

eval lnl0

arima 1 1 1; 1 0 0; l_realcons --nc --x-12-arima -q

eval $coeff

lnl1 = $lnl

printf "\nlnl difference (libgretl - x13): %g\n", lnl0 - lnl1

#

# ***************************************************************

#

# final gradient norm simply depends on scaling

set bfgs_maxgrad 5

set bfgs_verbskip 10000

catch arima 1 0 1; ld_realcons --nc --verbose

sld = ld_realcons/sd(ld_realcons)

catch arima 1 0 1; sld --nc --verbose