Dear Gretl Community,<br><br>I&#39;m trying to make my first Gretl function and, incredibly [:)], I am getting no success in this <span lang="en"><span>endeavor</span></span> (and I know this is my fault).<br><br>My function estimates, in a automated and simplified way, ARIMA(p,1,q) models. All that the user needs to do is determine the values of the maximum &quot;p&quot;, the maximum &quot;q&quot;, and some simple options (include dummies, plot graphs, etc.).<br>



<br>The first problem I found is that I can&#39;t save the models, so the command &quot;&quot;ARIMA($P,1,$Q)&quot; &lt;- arima $P 1 $Q ; Y --nc&quot; doesn&#39;t work and I need to replace it with &quot;arima $P 1 $Q ; Y --nc&quot;.<br>



<br>Another problem: I can&#39;t save the forecasts. The command I&#39;m using is &quot;fcast Y_hat_$P_1_$Q&quot;.<br><br>Attached you can find two files: &quot;Função AutoARIMA.inp&quot; (with my function), and &quot;Função AutoARIMA.inp&quot; (where you can find the commands that can reproduce my function).<br clear="all">



<br>Best regards,<br><font><font face="tahoma, sans-serif">Henrique Andrade<b><br></b></font></font><br>