[Gretl-users] Wrong Coefficient Estimation for ARIMA

Hi, I have tried the ARIMA command in GRETL with the attached time series data. The time series is constructed with the below formula ( a- is normal random values): z(t) = 0.50 + 0.50*z(t-1) + 0.40*z(t-2) + a(t)-0.25*a(t-1) -0.75*a(t-2); with the arima command (arima 2 0 2; 1), for order (2,2) , I am getting the below output: coefficient std. error z p-value --------------------------------------------------------- const 4.96454 0.0275435 180.2 0.0000 *** phi_1 -0.447238 0.789760 -0.5663 0.5712 phi_2 -0.0272188 0.390533 -0.06970 0.9444 theta_1 0.751567 0.787981 0.9538 0.3402 theta_2 -0.00643631 0.629626 -0.01022 0.9918 The output is not showing the correct coefficient values for model parameters. I have attached the input data. Can anyone check the attached dataset and let me know what could be the problem. Thanks,