Dear Gretl Community,

I'm trying to make my first Gretl function and, incredibly [:)], I am getting no success in this endeavor (and I know this is my fault).

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 "p", the maximum "q", and some simple options (include dummies, plot graphs, etc.).

The first problem I found is that I can't save the models, so the command ""ARIMA($P,1,$Q)" <- arima $P 1 $Q ; Y --nc" doesn't work and I need to replace it with "arima $P 1 $Q ; Y --nc".

Another problem: I can't save the forecasts. The command I'm using is "fcast Y_hat_$P_1_$Q".

Attached you can find two files: "Função AutoARIMA.inp" (with my function), and "Função AutoARIMA.inp" (where you can find the commands that can reproduce my function).

Best regards,
Henrique Andrade