Dear Gretl Team,

Please take a look at the following (very simple) script:

<hansl>
open "Exemplo.gdt"

smpl 2004:10 2011:10

arima 0 0 1 ; 1 0 0 ; ipc_dive_m --x-12-arima
fcast 2011:11 2011:11

<hansl>

It gives me infinite values for the sum of squared residuals and a very strange behaviour of the forecasted value (9,87378e+307). The ipc_dive_m is an inflation measure from Brazil.

Best regards,
Henrique Coêlho de Andrade

Diretoria de Estratégia e Organização

Divisão de Cenários e Estudos Macroeconômicos

Banco do Brasil

henrique.andrade@bb.com.br

Tel.: (61) 3102-6911