On Mon, 16 Feb 2009, constantine wrote:
 I 've finally started the translation of gretl into greek.
It's
 something I have been willing to do since some years before... 
Sounds good, thanks!
 In other statistical software, such as Eviews, it is possible to
 regress a model with the Least Squares method, assuming that the
 residuals follow an AR(q) process.
 For example the resulting regression is something like
 y = 1.2154  + 0.2215 x + 0.251 AR(1)
 How is it possible to do the same in gretl? 
Take a look at the commands ar, ar1, and arima.  You can also use
nls if you prefer.
Allin Cottrell